ECBOT 30 Year Treasury Bond Future December 2016
Trading Metrics calculated at close of trading on 28-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2016 |
28-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
171-22 |
172-04 |
0-14 |
0.3% |
166-25 |
High |
172-00 |
172-04 |
0-04 |
0.1% |
171-05 |
Low |
171-11 |
171-14 |
0-03 |
0.1% |
164-18 |
Close |
171-23 |
171-21 |
-0-02 |
0.0% |
168-17 |
Range |
0-21 |
0-22 |
0-01 |
4.8% |
6-19 |
ATR |
1-11 |
1-09 |
-0-01 |
-3.5% |
0-00 |
Volume |
30 |
15 |
-15 |
-50.0% |
34 |
|
Daily Pivots for day following 28-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
173-26 |
173-13 |
172-01 |
|
R3 |
173-04 |
172-23 |
171-27 |
|
R2 |
172-14 |
172-14 |
171-25 |
|
R1 |
172-01 |
172-01 |
171-23 |
171-29 |
PP |
171-24 |
171-24 |
171-24 |
171-21 |
S1 |
171-11 |
171-11 |
171-19 |
171-07 |
S2 |
171-02 |
171-02 |
171-17 |
|
S3 |
170-12 |
170-21 |
171-15 |
|
S4 |
169-22 |
169-31 |
171-09 |
|
|
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 |
175-02 |
2.618 |
173-30 |
1.618 |
173-08 |
1.000 |
172-26 |
0.618 |
172-18 |
HIGH |
172-04 |
0.618 |
171-28 |
0.500 |
171-25 |
0.382 |
171-22 |
LOW |
171-14 |
0.618 |
171-00 |
1.000 |
170-24 |
1.618 |
170-10 |
2.618 |
169-20 |
4.250 |
168-16 |
|
|
Fisher Pivots for day following 28-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
171-25 |
171-07 |
PP |
171-24 |
170-25 |
S1 |
171-22 |
170-11 |
|