ECBOT 30 Year Treasury Bond Future September 2016
Trading Metrics calculated at close of trading on 29-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2016 |
29-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
173-17 |
173-13 |
-0-04 |
-0.1% |
171-25 |
High |
173-23 |
174-22 |
0-31 |
0.6% |
174-22 |
Low |
172-17 |
171-25 |
-0-24 |
-0.4% |
170-31 |
Close |
173-11 |
174-14 |
1-03 |
0.6% |
174-14 |
Range |
1-06 |
2-29 |
1-23 |
144.7% |
3-23 |
ATR |
1-26 |
1-28 |
0-03 |
4.3% |
0-00 |
Volume |
214,186 |
316,084 |
101,898 |
47.6% |
1,130,397 |
|
Daily Pivots for day following 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
182-11 |
181-10 |
176-01 |
|
R3 |
179-14 |
178-13 |
175-08 |
|
R2 |
176-17 |
176-17 |
174-31 |
|
R1 |
175-16 |
175-16 |
174-23 |
176-00 |
PP |
173-20 |
173-20 |
173-20 |
173-29 |
S1 |
172-19 |
172-19 |
174-05 |
173-04 |
S2 |
170-23 |
170-23 |
173-29 |
|
S3 |
167-26 |
169-22 |
173-20 |
|
S4 |
164-29 |
166-25 |
172-27 |
|
|
Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
184-17 |
183-06 |
176-15 |
|
R3 |
180-26 |
179-15 |
175-15 |
|
R2 |
177-03 |
177-03 |
175-04 |
|
R1 |
175-24 |
175-24 |
174-25 |
176-14 |
PP |
173-12 |
173-12 |
173-12 |
173-22 |
S1 |
172-01 |
172-01 |
174-03 |
172-22 |
S2 |
169-21 |
169-21 |
173-24 |
|
S3 |
165-30 |
168-10 |
173-13 |
|
S4 |
162-07 |
164-19 |
172-13 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
174-22 |
170-31 |
3-23 |
2.1% |
1-27 |
1.1% |
93% |
True |
False |
226,079 |
10 |
174-22 |
169-31 |
4-23 |
2.7% |
1-21 |
1.0% |
95% |
True |
False |
208,923 |
20 |
177-11 |
169-31 |
7-12 |
4.2% |
1-29 |
1.1% |
61% |
False |
False |
236,637 |
40 |
177-11 |
164-19 |
12-24 |
7.3% |
1-27 |
1.1% |
77% |
False |
False |
246,941 |
60 |
177-11 |
161-23 |
15-20 |
9.0% |
1-21 |
0.9% |
81% |
False |
False |
193,377 |
80 |
177-11 |
159-20 |
17-23 |
10.2% |
1-18 |
0.9% |
84% |
False |
False |
145,123 |
100 |
177-11 |
159-20 |
17-23 |
10.2% |
1-11 |
0.8% |
84% |
False |
False |
116,102 |
120 |
177-11 |
159-20 |
17-23 |
10.2% |
1-06 |
0.7% |
84% |
False |
False |
96,752 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
187-01 |
2.618 |
182-09 |
1.618 |
179-12 |
1.000 |
177-19 |
0.618 |
176-15 |
HIGH |
174-22 |
0.618 |
173-18 |
0.500 |
173-08 |
0.382 |
172-29 |
LOW |
171-25 |
0.618 |
170-00 |
1.000 |
168-28 |
1.618 |
167-03 |
2.618 |
164-06 |
4.250 |
159-14 |
|
|
Fisher Pivots for day following 29-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
174-01 |
173-29 |
PP |
173-20 |
173-12 |
S1 |
173-08 |
172-26 |
|