ECBOT 30 Year Treasury Bond Future September 2016
| Trading Metrics calculated at close of trading on 29-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2016 |
29-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
173-15 |
173-04 |
-0-11 |
-0.2% |
168-20 |
| High |
173-25 |
173-22 |
-0-03 |
-0.1% |
173-25 |
| Low |
172-17 |
172-00 |
-0-17 |
-0.3% |
165-25 |
| Close |
173-03 |
173-00 |
-0-03 |
-0.1% |
169-31 |
| Range |
1-08 |
1-22 |
0-14 |
35.0% |
8-00 |
| ATR |
1-28 |
1-28 |
0-00 |
-0.8% |
0-00 |
| Volume |
243,272 |
257,380 |
14,108 |
5.8% |
1,257,224 |
|
| Daily Pivots for day following 29-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
177-31 |
177-05 |
173-30 |
|
| R3 |
176-09 |
175-15 |
173-15 |
|
| R2 |
174-19 |
174-19 |
173-10 |
|
| R1 |
173-25 |
173-25 |
173-05 |
173-11 |
| PP |
172-29 |
172-29 |
172-29 |
172-22 |
| S1 |
172-03 |
172-03 |
172-27 |
171-21 |
| S2 |
171-07 |
171-07 |
172-22 |
|
| S3 |
169-17 |
170-13 |
172-17 |
|
| S4 |
167-27 |
168-23 |
172-02 |
|
|
| Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
193-27 |
189-29 |
174-12 |
|
| R3 |
185-27 |
181-29 |
172-05 |
|
| R2 |
177-27 |
177-27 |
171-14 |
|
| R1 |
173-29 |
173-29 |
170-22 |
175-28 |
| PP |
169-27 |
169-27 |
169-27 |
170-26 |
| S1 |
165-29 |
165-29 |
169-08 |
167-28 |
| S2 |
161-27 |
161-27 |
168-16 |
|
| S3 |
153-27 |
157-29 |
167-25 |
|
| S4 |
145-27 |
149-29 |
165-18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
173-25 |
165-25 |
8-00 |
4.6% |
3-01 |
1.8% |
90% |
False |
False |
294,839 |
| 10 |
173-25 |
165-25 |
8-00 |
4.6% |
2-03 |
1.2% |
90% |
False |
False |
253,472 |
| 20 |
173-25 |
163-22 |
10-03 |
5.8% |
1-23 |
1.0% |
92% |
False |
False |
248,219 |
| 40 |
173-25 |
161-23 |
12-02 |
7.0% |
1-16 |
0.9% |
94% |
False |
False |
161,421 |
| 60 |
173-25 |
159-20 |
14-05 |
8.2% |
1-13 |
0.8% |
94% |
False |
False |
107,723 |
| 80 |
173-25 |
159-20 |
14-05 |
8.2% |
1-06 |
0.7% |
94% |
False |
False |
80,797 |
| 100 |
173-25 |
159-20 |
14-05 |
8.2% |
1-00 |
0.6% |
94% |
False |
False |
64,638 |
| 120 |
173-25 |
154-11 |
19-14 |
11.2% |
0-27 |
0.5% |
96% |
False |
False |
53,865 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
180-28 |
|
2.618 |
178-03 |
|
1.618 |
176-13 |
|
1.000 |
175-12 |
|
0.618 |
174-23 |
|
HIGH |
173-22 |
|
0.618 |
173-01 |
|
0.500 |
172-27 |
|
0.382 |
172-21 |
|
LOW |
172-00 |
|
0.618 |
170-31 |
|
1.000 |
170-10 |
|
1.618 |
169-09 |
|
2.618 |
167-19 |
|
4.250 |
164-26 |
|
|
| Fisher Pivots for day following 29-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
172-30 |
172-25 |
| PP |
172-29 |
172-18 |
| S1 |
172-27 |
172-10 |
|