ECBOT 30 Year Treasury Bond Future September 2016
Trading Metrics calculated at close of trading on 22-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2016 |
22-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
171-11 |
171-20 |
0-09 |
0.2% |
171-26 |
High |
171-24 |
172-09 |
0-17 |
0.3% |
172-22 |
Low |
169-31 |
170-22 |
0-23 |
0.4% |
169-31 |
Close |
171-15 |
171-20 |
0-05 |
0.1% |
171-20 |
Range |
1-25 |
1-19 |
-0-06 |
-10.5% |
2-23 |
ATR |
1-29 |
1-28 |
-0-01 |
-1.2% |
0-00 |
Volume |
259,257 |
208,978 |
-50,279 |
-19.4% |
958,840 |
|
Daily Pivots for day following 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
176-10 |
175-18 |
172-16 |
|
R3 |
174-23 |
173-31 |
172-02 |
|
R2 |
173-04 |
173-04 |
171-29 |
|
R1 |
172-12 |
172-12 |
171-25 |
172-14 |
PP |
171-17 |
171-17 |
171-17 |
171-18 |
S1 |
170-25 |
170-25 |
171-15 |
170-26 |
S2 |
169-30 |
169-30 |
171-11 |
|
S3 |
168-11 |
169-06 |
171-06 |
|
S4 |
166-24 |
167-19 |
170-24 |
|
|
Weekly Pivots for week ending 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
179-19 |
178-10 |
173-04 |
|
R3 |
176-28 |
175-19 |
172-12 |
|
R2 |
174-05 |
174-05 |
172-04 |
|
R1 |
172-28 |
172-28 |
171-28 |
172-05 |
PP |
171-14 |
171-14 |
171-14 |
171-02 |
S1 |
170-05 |
170-05 |
171-12 |
169-14 |
S2 |
168-23 |
168-23 |
171-04 |
|
S3 |
166-00 |
167-14 |
170-28 |
|
S4 |
163-09 |
164-23 |
170-04 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
172-22 |
169-31 |
2-23 |
1.6% |
1-15 |
0.9% |
61% |
False |
False |
191,768 |
10 |
177-11 |
169-31 |
7-12 |
4.3% |
1-26 |
1.1% |
22% |
False |
False |
225,014 |
20 |
177-11 |
165-25 |
11-18 |
6.7% |
2-08 |
1.3% |
51% |
False |
False |
264,726 |
40 |
177-11 |
161-23 |
15-20 |
9.1% |
1-25 |
1.0% |
63% |
False |
False |
249,020 |
60 |
177-11 |
160-15 |
16-28 |
9.8% |
1-20 |
0.9% |
66% |
False |
False |
174,584 |
80 |
177-11 |
159-20 |
17-23 |
10.3% |
1-16 |
0.9% |
68% |
False |
False |
130,997 |
100 |
177-11 |
159-20 |
17-23 |
10.3% |
1-09 |
0.7% |
68% |
False |
False |
104,798 |
120 |
177-11 |
159-20 |
17-23 |
10.3% |
1-03 |
0.6% |
68% |
False |
False |
87,332 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
179-02 |
2.618 |
176-15 |
1.618 |
174-28 |
1.000 |
173-28 |
0.618 |
173-09 |
HIGH |
172-09 |
0.618 |
171-22 |
0.500 |
171-16 |
0.382 |
171-09 |
LOW |
170-22 |
0.618 |
169-22 |
1.000 |
169-03 |
1.618 |
168-03 |
2.618 |
166-16 |
4.250 |
163-29 |
|
|
Fisher Pivots for day following 22-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
171-18 |
171-15 |
PP |
171-17 |
171-11 |
S1 |
171-16 |
171-06 |
|