ECBOT 30 Year Treasury Bond Future December 2016
Trading Metrics calculated at close of trading on 21-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2016 |
21-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
166-25 |
166-11 |
-0-14 |
-0.3% |
167-17 |
High |
166-25 |
166-11 |
-0-14 |
-0.3% |
168-30 |
Low |
166-25 |
166-11 |
-0-14 |
-0.3% |
167-17 |
Close |
166-25 |
166-11 |
-0-14 |
-0.3% |
167-29 |
Range |
|
|
|
|
|
ATR |
0-24 |
0-24 |
-0-01 |
-3.0% |
0-00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166-11 |
166-11 |
166-11 |
|
R3 |
166-11 |
166-11 |
166-11 |
|
R2 |
166-11 |
166-11 |
166-11 |
|
R1 |
166-11 |
166-11 |
166-11 |
166-11 |
PP |
166-11 |
166-11 |
166-11 |
166-11 |
S1 |
166-11 |
166-11 |
166-11 |
166-11 |
S2 |
166-11 |
166-11 |
166-11 |
|
S3 |
166-11 |
166-11 |
166-11 |
|
S4 |
166-11 |
166-11 |
166-11 |
|
|
Weekly Pivots for week ending 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
172-11 |
171-17 |
168-22 |
|
R3 |
170-30 |
170-04 |
168-09 |
|
R2 |
169-17 |
169-17 |
168-05 |
|
R1 |
168-23 |
168-23 |
168-01 |
169-04 |
PP |
168-04 |
168-04 |
168-04 |
168-11 |
S1 |
167-10 |
167-10 |
167-25 |
167-23 |
S2 |
166-23 |
166-23 |
167-21 |
|
S3 |
165-10 |
165-29 |
167-17 |
|
S4 |
163-29 |
164-16 |
167-04 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
166-11 |
2.618 |
166-11 |
1.618 |
166-11 |
1.000 |
166-11 |
0.618 |
166-11 |
HIGH |
166-11 |
0.618 |
166-11 |
0.500 |
166-11 |
0.382 |
166-11 |
LOW |
166-11 |
0.618 |
166-11 |
1.000 |
166-11 |
1.618 |
166-11 |
2.618 |
166-11 |
4.250 |
166-11 |
|
|
Fisher Pivots for day following 21-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
166-11 |
167-04 |
PP |
166-11 |
166-28 |
S1 |
166-11 |
166-19 |
|