ECBOT 30 Year Treasury Bond Future September 2016
Trading Metrics calculated at close of trading on 26-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2016 |
26-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
171-25 |
171-20 |
-0-05 |
-0.1% |
171-26 |
High |
172-05 |
172-23 |
0-18 |
0.3% |
172-22 |
Low |
171-05 |
171-07 |
0-02 |
0.0% |
169-31 |
Close |
171-18 |
171-28 |
0-10 |
0.2% |
171-20 |
Range |
1-00 |
1-16 |
0-16 |
50.0% |
2-23 |
ATR |
1-26 |
1-26 |
-0-01 |
-1.3% |
0-00 |
Volume |
145,806 |
213,057 |
67,251 |
46.1% |
958,840 |
|
Daily Pivots for day following 26-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
176-14 |
175-21 |
172-22 |
|
R3 |
174-30 |
174-05 |
172-09 |
|
R2 |
173-14 |
173-14 |
172-05 |
|
R1 |
172-21 |
172-21 |
172-00 |
173-02 |
PP |
171-30 |
171-30 |
171-30 |
172-04 |
S1 |
171-05 |
171-05 |
171-24 |
171-18 |
S2 |
170-14 |
170-14 |
171-19 |
|
S3 |
168-30 |
169-21 |
171-15 |
|
S4 |
167-14 |
168-05 |
171-02 |
|
|
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 |
172-23 |
169-31 |
2-24 |
1.6% |
1-15 |
0.8% |
69% |
True |
False |
195,821 |
10 |
175-07 |
169-31 |
5-08 |
3.1% |
1-19 |
0.9% |
36% |
False |
False |
209,427 |
20 |
177-11 |
169-31 |
7-12 |
4.3% |
1-27 |
1.1% |
26% |
False |
False |
243,780 |
40 |
177-11 |
161-23 |
15-20 |
9.1% |
1-25 |
1.0% |
65% |
False |
False |
247,685 |
60 |
177-11 |
160-20 |
16-23 |
9.7% |
1-20 |
0.9% |
67% |
False |
False |
180,544 |
80 |
177-11 |
159-20 |
17-23 |
10.3% |
1-16 |
0.9% |
69% |
False |
False |
135,482 |
100 |
177-11 |
159-20 |
17-23 |
10.3% |
1-09 |
0.8% |
69% |
False |
False |
108,387 |
120 |
177-11 |
159-20 |
17-23 |
10.3% |
1-04 |
0.7% |
69% |
False |
False |
90,323 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
179-03 |
2.618 |
176-21 |
1.618 |
175-05 |
1.000 |
174-07 |
0.618 |
173-21 |
HIGH |
172-23 |
0.618 |
172-05 |
0.500 |
171-31 |
0.382 |
171-25 |
LOW |
171-07 |
0.618 |
170-09 |
1.000 |
169-23 |
1.618 |
168-25 |
2.618 |
167-09 |
4.250 |
164-27 |
|
|
Fisher Pivots for day following 26-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
171-31 |
171-26 |
PP |
171-30 |
171-24 |
S1 |
171-29 |
171-22 |
|