ECBOT 30 Year Treasury Bond Future September 2016
| Trading Metrics calculated at close of trading on 25-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2016 |
25-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
171-20 |
171-25 |
0-05 |
0.1% |
171-26 |
| High |
172-09 |
172-05 |
-0-04 |
-0.1% |
172-22 |
| Low |
170-22 |
171-05 |
0-15 |
0.3% |
169-31 |
| Close |
171-20 |
171-18 |
-0-02 |
0.0% |
171-20 |
| Range |
1-19 |
1-00 |
-0-19 |
-37.3% |
2-23 |
| ATR |
1-28 |
1-26 |
-0-02 |
-3.4% |
0-00 |
| Volume |
208,978 |
145,806 |
-63,172 |
-30.2% |
958,840 |
|
| Daily Pivots for day following 25-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
174-20 |
174-03 |
172-04 |
|
| R3 |
173-20 |
173-03 |
171-27 |
|
| R2 |
172-20 |
172-20 |
171-24 |
|
| R1 |
172-03 |
172-03 |
171-21 |
171-28 |
| PP |
171-20 |
171-20 |
171-20 |
171-16 |
| S1 |
171-03 |
171-03 |
171-15 |
170-28 |
| S2 |
170-20 |
170-20 |
171-12 |
|
| S3 |
169-20 |
170-03 |
171-09 |
|
| S4 |
168-20 |
169-03 |
171-00 |
|
|
| 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% |
1-11 |
0.8% |
59% |
False |
False |
186,589 |
| 10 |
176-07 |
169-31 |
6-08 |
3.6% |
1-24 |
1.0% |
26% |
False |
False |
219,504 |
| 20 |
177-11 |
169-31 |
7-12 |
4.3% |
1-29 |
1.1% |
22% |
False |
False |
246,547 |
| 40 |
177-11 |
161-23 |
15-20 |
9.1% |
1-25 |
1.0% |
63% |
False |
False |
246,967 |
| 60 |
177-11 |
160-15 |
16-28 |
9.8% |
1-20 |
0.9% |
66% |
False |
False |
177,011 |
| 80 |
177-11 |
159-20 |
17-23 |
10.3% |
1-16 |
0.9% |
67% |
False |
False |
132,819 |
| 100 |
177-11 |
159-20 |
17-23 |
10.3% |
1-09 |
0.7% |
67% |
False |
False |
106,256 |
| 120 |
177-11 |
159-20 |
17-23 |
10.3% |
1-04 |
0.6% |
67% |
False |
False |
88,547 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
176-13 |
|
2.618 |
174-25 |
|
1.618 |
173-25 |
|
1.000 |
173-05 |
|
0.618 |
172-25 |
|
HIGH |
172-05 |
|
0.618 |
171-25 |
|
0.500 |
171-21 |
|
0.382 |
171-17 |
|
LOW |
171-05 |
|
0.618 |
170-17 |
|
1.000 |
170-05 |
|
1.618 |
169-17 |
|
2.618 |
168-17 |
|
4.250 |
166-29 |
|
|
| Fisher Pivots for day following 25-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
171-21 |
171-13 |
| PP |
171-20 |
171-09 |
| S1 |
171-19 |
171-04 |
|