ECBOT 30 Year Treasury Bond Future September 2016
| Trading Metrics calculated at close of trading on 30-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2016 |
30-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
173-04 |
172-01 |
-1-03 |
-0.6% |
168-20 |
| High |
173-22 |
173-23 |
0-01 |
0.0% |
173-25 |
| Low |
172-00 |
171-01 |
-0-31 |
-0.6% |
165-25 |
| Close |
173-00 |
172-11 |
-0-21 |
-0.4% |
169-31 |
| Range |
1-22 |
2-22 |
1-00 |
59.3% |
8-00 |
| ATR |
1-28 |
1-30 |
0-02 |
3.1% |
0-00 |
| Volume |
257,380 |
413,739 |
156,359 |
60.8% |
1,257,224 |
|
| Daily Pivots for day following 30-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
180-14 |
179-02 |
173-26 |
|
| R3 |
177-24 |
176-12 |
173-03 |
|
| R2 |
175-02 |
175-02 |
172-27 |
|
| R1 |
173-22 |
173-22 |
172-19 |
174-12 |
| PP |
172-12 |
172-12 |
172-12 |
172-22 |
| S1 |
171-00 |
171-00 |
172-03 |
171-22 |
| S2 |
169-22 |
169-22 |
171-27 |
|
| S3 |
167-00 |
168-10 |
171-19 |
|
| S4 |
164-10 |
165-20 |
170-28 |
|
|
| 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% |
3-08 |
1.9% |
82% |
False |
False |
338,433 |
| 10 |
173-25 |
165-25 |
8-00 |
4.6% |
2-07 |
1.3% |
82% |
False |
False |
263,197 |
| 20 |
173-25 |
164-19 |
9-06 |
5.3% |
1-25 |
1.0% |
84% |
False |
False |
257,244 |
| 40 |
173-25 |
161-23 |
12-02 |
7.0% |
1-17 |
0.9% |
88% |
False |
False |
171,747 |
| 60 |
173-25 |
159-20 |
14-05 |
8.2% |
1-14 |
0.8% |
90% |
False |
False |
114,618 |
| 80 |
173-25 |
159-20 |
14-05 |
8.2% |
1-07 |
0.7% |
90% |
False |
False |
85,968 |
| 100 |
173-25 |
159-20 |
14-05 |
8.2% |
1-01 |
0.6% |
90% |
False |
False |
68,775 |
| 120 |
173-25 |
154-11 |
19-14 |
11.3% |
0-28 |
0.5% |
93% |
False |
False |
57,312 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
185-04 |
|
2.618 |
180-24 |
|
1.618 |
178-02 |
|
1.000 |
176-13 |
|
0.618 |
175-12 |
|
HIGH |
173-23 |
|
0.618 |
172-22 |
|
0.500 |
172-12 |
|
0.382 |
172-02 |
|
LOW |
171-01 |
|
0.618 |
169-12 |
|
1.000 |
168-11 |
|
1.618 |
166-22 |
|
2.618 |
164-00 |
|
4.250 |
159-20 |
|
|
| Fisher Pivots for day following 30-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
172-12 |
172-13 |
| PP |
172-12 |
172-12 |
| S1 |
172-11 |
172-12 |
|