ECBOT 30 Year Treasury Bond Future September 2016
| Trading Metrics calculated at close of trading on 06-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2016 |
06-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
174-13 |
175-27 |
1-14 |
0.8% |
171-04 |
| High |
176-13 |
177-04 |
0-23 |
0.4% |
175-11 |
| Low |
173-24 |
175-17 |
1-25 |
1.0% |
170-28 |
| Close |
176-08 |
175-28 |
-0-12 |
-0.2% |
173-22 |
| Range |
2-21 |
1-19 |
-1-02 |
-40.0% |
4-15 |
| ATR |
2-02 |
2-01 |
-0-01 |
-1.6% |
0-00 |
| Volume |
247,924 |
291,388 |
43,464 |
17.5% |
1,470,628 |
|
| Daily Pivots for day following 06-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
180-31 |
180-00 |
176-24 |
|
| R3 |
179-12 |
178-13 |
176-10 |
|
| R2 |
177-25 |
177-25 |
176-05 |
|
| R1 |
176-26 |
176-26 |
176-01 |
177-10 |
| PP |
176-06 |
176-06 |
176-06 |
176-13 |
| S1 |
175-07 |
175-07 |
175-23 |
175-22 |
| S2 |
174-19 |
174-19 |
175-19 |
|
| S3 |
173-00 |
173-20 |
175-14 |
|
| S4 |
171-13 |
172-01 |
175-00 |
|
|
| 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 |
177-04 |
171-01 |
6-03 |
3.5% |
2-08 |
1.3% |
79% |
True |
False |
299,654 |
| 10 |
177-04 |
165-25 |
11-11 |
6.4% |
2-18 |
1.5% |
89% |
True |
False |
287,670 |
| 20 |
177-04 |
165-25 |
11-11 |
6.4% |
1-29 |
1.1% |
89% |
True |
False |
262,333 |
| 40 |
177-04 |
161-23 |
15-13 |
8.8% |
1-19 |
0.9% |
92% |
True |
False |
192,371 |
| 60 |
177-04 |
159-20 |
17-16 |
10.0% |
1-16 |
0.9% |
93% |
True |
False |
128,398 |
| 80 |
177-04 |
159-20 |
17-16 |
10.0% |
1-09 |
0.7% |
93% |
True |
False |
96,308 |
| 100 |
177-04 |
159-20 |
17-16 |
10.0% |
1-02 |
0.6% |
93% |
True |
False |
77,046 |
| 120 |
177-04 |
156-03 |
21-01 |
12.0% |
0-30 |
0.5% |
94% |
True |
False |
64,205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
183-29 |
|
2.618 |
181-10 |
|
1.618 |
179-23 |
|
1.000 |
178-23 |
|
0.618 |
178-04 |
|
HIGH |
177-04 |
|
0.618 |
176-17 |
|
0.500 |
176-10 |
|
0.382 |
176-04 |
|
LOW |
175-17 |
|
0.618 |
174-17 |
|
1.000 |
173-30 |
|
1.618 |
172-30 |
|
2.618 |
171-11 |
|
4.250 |
168-24 |
|
|
| Fisher Pivots for day following 06-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
176-10 |
175-18 |
| PP |
176-06 |
175-07 |
| S1 |
176-01 |
174-28 |
|