ECBOT 30 Year Treasury Bond Future September 2016
| Trading Metrics calculated at close of trading on 11-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2016 |
11-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
176-11 |
177-03 |
0-24 |
0.4% |
174-13 |
| High |
177-09 |
177-11 |
0-02 |
0.0% |
177-09 |
| Low |
175-01 |
175-20 |
0-19 |
0.3% |
173-24 |
| Close |
176-30 |
175-22 |
-1-08 |
-0.7% |
176-30 |
| Range |
2-08 |
1-23 |
-0-17 |
-23.6% |
3-17 |
| ATR |
2-00 |
1-31 |
-0-01 |
-1.0% |
0-00 |
| Volume |
274,043 |
200,907 |
-73,136 |
-26.7% |
1,064,372 |
|
| Daily Pivots for day following 11-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
181-12 |
180-08 |
176-20 |
|
| R3 |
179-21 |
178-17 |
176-05 |
|
| R2 |
177-30 |
177-30 |
176-00 |
|
| R1 |
176-26 |
176-26 |
175-27 |
176-16 |
| PP |
176-07 |
176-07 |
176-07 |
176-02 |
| S1 |
175-03 |
175-03 |
175-17 |
174-26 |
| S2 |
174-16 |
174-16 |
175-12 |
|
| S3 |
172-25 |
173-12 |
175-07 |
|
| S4 |
171-02 |
171-21 |
174-24 |
|
|
| 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 |
177-11 |
173-24 |
3-19 |
2.0% |
1-30 |
1.1% |
54% |
True |
False |
253,055 |
| 10 |
177-11 |
170-28 |
6-15 |
3.7% |
2-02 |
1.2% |
74% |
True |
False |
273,590 |
| 20 |
177-11 |
165-25 |
11-18 |
6.6% |
1-31 |
1.1% |
86% |
True |
False |
262,133 |
| 40 |
177-11 |
161-23 |
15-20 |
8.9% |
1-21 |
0.9% |
89% |
True |
False |
210,459 |
| 60 |
177-11 |
159-20 |
17-23 |
10.1% |
1-17 |
0.9% |
91% |
True |
False |
140,480 |
| 80 |
177-11 |
159-20 |
17-23 |
10.1% |
1-11 |
0.8% |
91% |
True |
False |
105,382 |
| 100 |
177-11 |
159-20 |
17-23 |
10.1% |
1-04 |
0.6% |
91% |
True |
False |
84,306 |
| 120 |
177-11 |
157-21 |
19-22 |
11.2% |
0-31 |
0.6% |
92% |
True |
False |
70,255 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
184-21 |
|
2.618 |
181-27 |
|
1.618 |
180-04 |
|
1.000 |
179-02 |
|
0.618 |
178-13 |
|
HIGH |
177-11 |
|
0.618 |
176-22 |
|
0.500 |
176-16 |
|
0.382 |
176-09 |
|
LOW |
175-20 |
|
0.618 |
174-18 |
|
1.000 |
173-29 |
|
1.618 |
172-27 |
|
2.618 |
171-04 |
|
4.250 |
168-10 |
|
|
| Fisher Pivots for day following 11-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
176-16 |
176-06 |
| PP |
176-07 |
176-01 |
| S1 |
175-30 |
175-27 |
|