ECBOT 30 Year Treasury Bond Future December 2016
Trading Metrics calculated at close of trading on 05-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2016 |
05-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
172-04 |
172-28 |
0-24 |
0.4% |
171-22 |
High |
173-16 |
174-27 |
1-11 |
0.8% |
173-16 |
Low |
172-04 |
172-14 |
0-10 |
0.2% |
170-14 |
Close |
172-05 |
174-24 |
2-19 |
1.5% |
172-05 |
Range |
1-12 |
2-13 |
1-01 |
75.0% |
3-02 |
ATR |
1-14 |
1-17 |
0-03 |
6.3% |
0-00 |
Volume |
55 |
112 |
57 |
103.6% |
175 |
|
Daily Pivots for day following 05-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
181-07 |
180-13 |
176-02 |
|
R3 |
178-26 |
178-00 |
175-13 |
|
R2 |
176-13 |
176-13 |
175-06 |
|
R1 |
175-19 |
175-19 |
174-31 |
176-00 |
PP |
174-00 |
174-00 |
174-00 |
174-07 |
S1 |
173-06 |
173-06 |
174-17 |
173-19 |
S2 |
171-19 |
171-19 |
174-10 |
|
S3 |
169-06 |
170-25 |
174-03 |
|
S4 |
166-25 |
168-12 |
173-14 |
|
|
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 |
185-02 |
2.618 |
181-05 |
1.618 |
178-24 |
1.000 |
177-08 |
0.618 |
176-11 |
HIGH |
174-27 |
0.618 |
173-30 |
0.500 |
173-21 |
0.382 |
173-11 |
LOW |
172-14 |
0.618 |
170-30 |
1.000 |
170-01 |
1.618 |
168-17 |
2.618 |
166-04 |
4.250 |
162-07 |
|
|
Fisher Pivots for day following 05-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
174-12 |
174-02 |
PP |
174-00 |
173-11 |
S1 |
173-21 |
172-21 |
|