ECBOT 30 Year Treasury Bond Future September 2016
| Trading Metrics calculated at close of trading on 08-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2016 |
08-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
176-08 |
176-11 |
0-03 |
0.1% |
174-13 |
| High |
176-22 |
177-09 |
0-19 |
0.3% |
177-09 |
| Low |
175-09 |
175-01 |
-0-08 |
-0.1% |
173-24 |
| Close |
176-08 |
176-30 |
0-22 |
0.4% |
176-30 |
| Range |
1-13 |
2-08 |
0-27 |
60.0% |
3-17 |
| ATR |
1-31 |
2-00 |
0-01 |
1.0% |
0-00 |
| Volume |
251,017 |
274,043 |
23,026 |
9.2% |
1,064,372 |
|
| Daily Pivots for day following 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
183-05 |
182-10 |
178-06 |
|
| R3 |
180-29 |
180-02 |
177-18 |
|
| R2 |
178-21 |
178-21 |
177-11 |
|
| R1 |
177-26 |
177-26 |
177-05 |
178-08 |
| PP |
176-13 |
176-13 |
176-13 |
176-20 |
| S1 |
175-18 |
175-18 |
176-23 |
176-00 |
| S2 |
174-05 |
174-05 |
176-17 |
|
| S3 |
171-29 |
173-10 |
176-10 |
|
| S4 |
169-21 |
171-02 |
175-22 |
|
|
| Weekly Pivots for week ending 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
186-19 |
185-09 |
178-28 |
|
| R3 |
183-02 |
181-24 |
177-29 |
|
| R2 |
179-17 |
179-17 |
177-19 |
|
| R1 |
178-07 |
178-07 |
177-08 |
178-28 |
| PP |
176-00 |
176-00 |
176-00 |
176-10 |
| S1 |
174-22 |
174-22 |
176-20 |
175-11 |
| S2 |
172-15 |
172-15 |
176-09 |
|
| S3 |
168-30 |
171-05 |
175-31 |
|
| S4 |
165-13 |
167-20 |
175-00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
177-09 |
172-21 |
4-20 |
2.6% |
2-04 |
1.2% |
93% |
True |
False |
270,442 |
| 10 |
177-09 |
165-25 |
11-16 |
6.5% |
2-22 |
1.5% |
97% |
True |
False |
304,438 |
| 20 |
177-09 |
165-25 |
11-16 |
6.5% |
1-31 |
1.1% |
97% |
True |
False |
265,655 |
| 40 |
177-09 |
161-23 |
15-18 |
8.8% |
1-20 |
0.9% |
98% |
True |
False |
205,454 |
| 60 |
177-09 |
159-20 |
17-21 |
10.0% |
1-17 |
0.9% |
98% |
True |
False |
137,132 |
| 80 |
177-09 |
159-20 |
17-21 |
10.0% |
1-11 |
0.8% |
98% |
True |
False |
102,871 |
| 100 |
177-09 |
159-20 |
17-21 |
10.0% |
1-03 |
0.6% |
98% |
True |
False |
82,297 |
| 120 |
177-09 |
157-21 |
19-20 |
11.1% |
0-31 |
0.5% |
98% |
True |
False |
68,581 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
186-27 |
|
2.618 |
183-05 |
|
1.618 |
180-29 |
|
1.000 |
179-17 |
|
0.618 |
178-21 |
|
HIGH |
177-09 |
|
0.618 |
176-13 |
|
0.500 |
176-05 |
|
0.382 |
175-29 |
|
LOW |
175-01 |
|
0.618 |
173-21 |
|
1.000 |
172-25 |
|
1.618 |
171-13 |
|
2.618 |
169-05 |
|
4.250 |
165-15 |
|
|
| Fisher Pivots for day following 08-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
176-22 |
176-22 |
| PP |
176-13 |
176-13 |
| S1 |
176-05 |
176-05 |
|