ECBOT 30 Year Treasury Bond Future September 2016
| Trading Metrics calculated at close of trading on 02-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2016 |
02-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
174-18 |
172-22 |
-1-28 |
-1.1% |
171-25 |
| High |
174-19 |
173-02 |
-1-17 |
-0.9% |
174-22 |
| Low |
172-20 |
171-04 |
-1-16 |
-0.9% |
170-31 |
| Close |
173-19 |
172-11 |
-1-08 |
-0.7% |
174-14 |
| Range |
1-31 |
1-30 |
-0-01 |
-1.6% |
3-23 |
| ATR |
1-29 |
1-30 |
0-01 |
2.2% |
0-00 |
| Volume |
218,726 |
297,116 |
78,390 |
35.8% |
1,130,397 |
|
| Daily Pivots for day following 02-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
178-00 |
177-03 |
173-13 |
|
| R3 |
176-02 |
175-05 |
172-28 |
|
| R2 |
174-04 |
174-04 |
172-22 |
|
| R1 |
173-07 |
173-07 |
172-17 |
172-22 |
| PP |
172-06 |
172-06 |
172-06 |
171-29 |
| S1 |
171-09 |
171-09 |
172-05 |
170-24 |
| S2 |
170-08 |
170-08 |
172-00 |
|
| S3 |
168-10 |
169-11 |
171-26 |
|
| S4 |
166-12 |
167-13 |
171-09 |
|
|
| 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 |
2.2% |
2-04 |
1.2% |
37% |
False |
False |
257,475 |
| 10 |
174-22 |
169-31 |
4-23 |
2.7% |
1-25 |
1.0% |
50% |
False |
False |
226,648 |
| 20 |
177-11 |
169-31 |
7-12 |
4.3% |
1-27 |
1.1% |
32% |
False |
False |
235,641 |
| 40 |
177-11 |
165-20 |
11-23 |
6.8% |
1-27 |
1.1% |
57% |
False |
False |
246,154 |
| 60 |
177-11 |
161-23 |
15-20 |
9.1% |
1-21 |
1.0% |
68% |
False |
False |
201,945 |
| 80 |
177-11 |
159-20 |
17-23 |
10.3% |
1-18 |
0.9% |
72% |
False |
False |
151,567 |
| 100 |
177-11 |
159-20 |
17-23 |
10.3% |
1-12 |
0.8% |
72% |
False |
False |
121,261 |
| 120 |
177-11 |
159-20 |
17-23 |
10.3% |
1-06 |
0.7% |
72% |
False |
False |
101,051 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
181-10 |
|
2.618 |
178-04 |
|
1.618 |
176-06 |
|
1.000 |
175-00 |
|
0.618 |
174-08 |
|
HIGH |
173-02 |
|
0.618 |
172-10 |
|
0.500 |
172-03 |
|
0.382 |
171-28 |
|
LOW |
171-04 |
|
0.618 |
169-30 |
|
1.000 |
169-06 |
|
1.618 |
168-00 |
|
2.618 |
166-02 |
|
4.250 |
162-28 |
|
|
| Fisher Pivots for day following 02-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
172-08 |
172-29 |
| PP |
172-06 |
172-23 |
| S1 |
172-03 |
172-17 |
|