ECBOT 30 Year Treasury Bond Future September 2016
| Trading Metrics calculated at close of trading on 05-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2016 |
05-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
172-22 |
174-13 |
1-23 |
1.0% |
171-04 |
| High |
175-11 |
176-13 |
1-02 |
0.6% |
175-11 |
| Low |
172-21 |
173-24 |
1-03 |
0.6% |
170-28 |
| Close |
173-22 |
176-08 |
2-18 |
1.5% |
173-22 |
| Range |
2-22 |
2-21 |
-0-01 |
-1.2% |
4-15 |
| ATR |
2-00 |
2-02 |
0-02 |
2.5% |
0-00 |
| Volume |
287,841 |
247,924 |
-39,917 |
-13.9% |
1,470,628 |
|
| Daily Pivots for day following 05-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
183-14 |
182-16 |
177-23 |
|
| R3 |
180-25 |
179-27 |
176-31 |
|
| R2 |
178-04 |
178-04 |
176-24 |
|
| R1 |
177-06 |
177-06 |
176-16 |
177-21 |
| PP |
175-15 |
175-15 |
175-15 |
175-22 |
| S1 |
174-17 |
174-17 |
176-00 |
175-00 |
| S2 |
172-26 |
172-26 |
175-24 |
|
| S3 |
170-05 |
171-28 |
175-17 |
|
| S4 |
167-16 |
169-07 |
174-25 |
|
|
| Weekly Pivots for week ending 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
186-23 |
184-21 |
176-05 |
|
| R3 |
182-08 |
180-06 |
174-29 |
|
| R2 |
177-25 |
177-25 |
174-16 |
|
| R1 |
175-23 |
175-23 |
174-03 |
176-24 |
| PP |
173-10 |
173-10 |
173-10 |
173-26 |
| S1 |
171-08 |
171-08 |
173-09 |
172-09 |
| S2 |
168-27 |
168-27 |
172-28 |
|
| S3 |
164-12 |
166-25 |
172-15 |
|
| S4 |
159-29 |
162-10 |
171-07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
176-13 |
171-01 |
5-12 |
3.0% |
2-06 |
1.2% |
97% |
True |
False |
290,031 |
| 10 |
176-13 |
165-25 |
10-20 |
6.0% |
2-16 |
1.4% |
99% |
True |
False |
276,319 |
| 20 |
176-13 |
165-20 |
10-25 |
6.1% |
1-28 |
1.1% |
99% |
True |
False |
256,667 |
| 40 |
176-13 |
161-23 |
14-22 |
8.3% |
1-19 |
0.9% |
99% |
True |
False |
185,098 |
| 60 |
176-13 |
159-20 |
16-25 |
9.5% |
1-16 |
0.8% |
99% |
True |
False |
123,542 |
| 80 |
176-13 |
159-20 |
16-25 |
9.5% |
1-09 |
0.7% |
99% |
True |
False |
92,665 |
| 100 |
176-13 |
159-20 |
16-25 |
9.5% |
1-02 |
0.6% |
99% |
True |
False |
74,133 |
| 120 |
176-13 |
156-03 |
20-10 |
11.5% |
0-29 |
0.5% |
99% |
True |
False |
61,777 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
187-22 |
|
2.618 |
183-12 |
|
1.618 |
180-23 |
|
1.000 |
179-02 |
|
0.618 |
178-02 |
|
HIGH |
176-13 |
|
0.618 |
175-13 |
|
0.500 |
175-02 |
|
0.382 |
174-24 |
|
LOW |
173-24 |
|
0.618 |
172-03 |
|
1.000 |
171-03 |
|
1.618 |
169-14 |
|
2.618 |
166-25 |
|
4.250 |
162-15 |
|
|
| Fisher Pivots for day following 05-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
175-28 |
175-13 |
| PP |
175-15 |
174-18 |
| S1 |
175-02 |
173-23 |
|