ECBOT 30 Year Treasury Bond Future December 2016
Trading Metrics calculated at close of trading on 27-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2016 |
27-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
169-18 |
171-22 |
2-04 |
1.3% |
166-25 |
High |
171-05 |
172-00 |
0-27 |
0.5% |
171-05 |
Low |
168-17 |
171-11 |
2-26 |
1.7% |
164-18 |
Close |
168-17 |
171-23 |
3-06 |
1.9% |
168-17 |
Range |
2-20 |
0-21 |
-1-31 |
-75.0% |
6-19 |
ATR |
1-06 |
1-11 |
0-05 |
13.9% |
0-00 |
Volume |
33 |
30 |
-3 |
-9.1% |
34 |
|
Daily Pivots for day following 27-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
173-21 |
173-11 |
172-03 |
|
R3 |
173-00 |
172-22 |
171-29 |
|
R2 |
172-11 |
172-11 |
171-27 |
|
R1 |
172-01 |
172-01 |
171-25 |
172-06 |
PP |
171-22 |
171-22 |
171-22 |
171-25 |
S1 |
171-12 |
171-12 |
171-21 |
171-17 |
S2 |
171-01 |
171-01 |
171-19 |
|
S3 |
170-12 |
170-23 |
171-17 |
|
S4 |
169-23 |
170-02 |
171-11 |
|
|
Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
187-28 |
184-25 |
172-05 |
|
R3 |
181-09 |
178-06 |
170-11 |
|
R2 |
174-22 |
174-22 |
169-24 |
|
R1 |
171-19 |
171-19 |
169-04 |
173-05 |
PP |
168-03 |
168-03 |
168-03 |
168-27 |
S1 |
165-00 |
165-00 |
167-30 |
166-18 |
S2 |
161-16 |
161-16 |
167-10 |
|
S3 |
154-29 |
158-13 |
166-23 |
|
S4 |
148-10 |
151-26 |
164-29 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
174-25 |
2.618 |
173-23 |
1.618 |
173-02 |
1.000 |
172-21 |
0.618 |
172-13 |
HIGH |
172-00 |
0.618 |
171-24 |
0.500 |
171-22 |
0.382 |
171-19 |
LOW |
171-11 |
0.618 |
170-30 |
1.000 |
170-22 |
1.618 |
170-09 |
2.618 |
169-20 |
4.250 |
168-18 |
|
|
Fisher Pivots for day following 27-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
171-23 |
170-18 |
PP |
171-22 |
169-14 |
S1 |
171-22 |
168-09 |
|