ECBOT 30 Year Treasury Bond Future September 2016
| Trading Metrics calculated at close of trading on 14-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2016 |
14-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
173-27 |
174-29 |
1-02 |
0.6% |
174-13 |
| High |
175-07 |
175-04 |
-0-03 |
-0.1% |
177-09 |
| Low |
173-25 |
172-15 |
-1-10 |
-0.8% |
173-24 |
| Close |
174-31 |
173-00 |
-1-31 |
-1.1% |
176-30 |
| Range |
1-14 |
2-21 |
1-07 |
84.8% |
3-17 |
| ATR |
2-00 |
2-02 |
0-01 |
2.3% |
0-00 |
| Volume |
249,884 |
291,808 |
41,924 |
16.8% |
1,064,372 |
|
| Daily Pivots for day following 14-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
181-16 |
179-29 |
174-15 |
|
| R3 |
178-27 |
177-08 |
173-23 |
|
| R2 |
176-06 |
176-06 |
173-16 |
|
| R1 |
174-19 |
174-19 |
173-08 |
174-02 |
| PP |
173-17 |
173-17 |
173-17 |
173-08 |
| S1 |
171-30 |
171-30 |
172-24 |
171-13 |
| S2 |
170-28 |
170-28 |
172-16 |
|
| S3 |
168-07 |
169-09 |
172-09 |
|
| S4 |
165-18 |
166-20 |
171-17 |
|
|
| 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 |
172-15 |
4-28 |
2.8% |
2-07 |
1.3% |
11% |
False |
True |
266,093 |
| 10 |
177-11 |
171-01 |
6-10 |
3.6% |
2-07 |
1.3% |
31% |
False |
False |
282,237 |
| 20 |
177-11 |
165-25 |
11-18 |
6.7% |
2-05 |
1.2% |
62% |
False |
False |
267,855 |
| 40 |
177-11 |
161-23 |
15-20 |
9.0% |
1-24 |
1.0% |
72% |
False |
False |
231,736 |
| 60 |
177-11 |
159-20 |
17-23 |
10.2% |
1-19 |
0.9% |
75% |
False |
False |
154,736 |
| 80 |
177-11 |
159-20 |
17-23 |
10.2% |
1-13 |
0.8% |
75% |
False |
False |
116,076 |
| 100 |
177-11 |
159-20 |
17-23 |
10.2% |
1-06 |
0.7% |
75% |
False |
False |
92,861 |
| 120 |
177-11 |
158-09 |
19-02 |
11.0% |
1-01 |
0.6% |
77% |
False |
False |
77,384 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
186-13 |
|
2.618 |
182-03 |
|
1.618 |
179-14 |
|
1.000 |
177-25 |
|
0.618 |
176-25 |
|
HIGH |
175-04 |
|
0.618 |
174-04 |
|
0.500 |
173-26 |
|
0.382 |
173-15 |
|
LOW |
172-15 |
|
0.618 |
170-26 |
|
1.000 |
169-26 |
|
1.618 |
168-05 |
|
2.618 |
165-16 |
|
4.250 |
161-06 |
|
|
| Fisher Pivots for day following 14-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
173-26 |
174-11 |
| PP |
173-17 |
173-29 |
| S1 |
173-08 |
173-14 |
|