ECBOT 30 Year Treasury Bond Future December 2016
Trading Metrics calculated at close of trading on 01-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2016 |
01-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
170-14 |
172-04 |
1-22 |
1.0% |
171-22 |
High |
172-03 |
173-16 |
1-13 |
0.8% |
173-16 |
Low |
170-14 |
172-04 |
1-22 |
1.0% |
170-14 |
Close |
170-28 |
172-05 |
1-09 |
0.7% |
172-05 |
Range |
1-21 |
1-12 |
-0-09 |
-17.0% |
3-02 |
ATR |
1-11 |
1-14 |
0-03 |
6.9% |
0-00 |
Volume |
7 |
55 |
48 |
685.7% |
175 |
|
Daily Pivots for day following 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
176-23 |
175-26 |
172-29 |
|
R3 |
175-11 |
174-14 |
172-17 |
|
R2 |
173-31 |
173-31 |
172-13 |
|
R1 |
173-02 |
173-02 |
172-09 |
173-17 |
PP |
172-19 |
172-19 |
172-19 |
172-26 |
S1 |
171-22 |
171-22 |
172-01 |
172-05 |
S2 |
171-07 |
171-07 |
171-29 |
|
S3 |
169-27 |
170-10 |
171-25 |
|
S4 |
168-15 |
168-30 |
171-13 |
|
|
Weekly Pivots for week ending 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
181-07 |
179-24 |
173-27 |
|
R3 |
178-05 |
176-22 |
173-00 |
|
R2 |
175-03 |
175-03 |
172-23 |
|
R1 |
173-20 |
173-20 |
172-14 |
174-12 |
PP |
172-01 |
172-01 |
172-01 |
172-13 |
S1 |
170-18 |
170-18 |
171-28 |
171-10 |
S2 |
168-31 |
168-31 |
171-19 |
|
S3 |
165-29 |
167-16 |
171-10 |
|
S4 |
162-27 |
164-14 |
170-15 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
179-11 |
2.618 |
177-03 |
1.618 |
175-23 |
1.000 |
174-28 |
0.618 |
174-11 |
HIGH |
173-16 |
0.618 |
172-31 |
0.500 |
172-26 |
0.382 |
172-21 |
LOW |
172-04 |
0.618 |
171-09 |
1.000 |
170-24 |
1.618 |
169-29 |
2.618 |
168-17 |
4.250 |
166-09 |
|
|
Fisher Pivots for day following 01-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
172-26 |
172-03 |
PP |
172-19 |
172-01 |
S1 |
172-12 |
171-31 |
|