ECBOT 30 Year Treasury Bond Future December 2016
Trading Metrics calculated at close of trading on 12-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2016 |
12-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
175-15 |
174-06 |
-1-09 |
-0.7% |
172-28 |
High |
175-15 |
174-06 |
-1-09 |
-0.7% |
175-19 |
Low |
174-06 |
171-28 |
-2-10 |
-1.3% |
172-14 |
Close |
174-07 |
172-11 |
-1-28 |
-1.1% |
175-15 |
Range |
1-09 |
2-10 |
1-01 |
80.5% |
3-05 |
ATR |
1-14 |
1-16 |
0-02 |
4.5% |
0-00 |
Volume |
51 |
98 |
47 |
92.2% |
178 |
|
Daily Pivots for day following 12-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
179-24 |
178-11 |
173-20 |
|
R3 |
177-14 |
176-01 |
172-31 |
|
R2 |
175-04 |
175-04 |
172-25 |
|
R1 |
173-23 |
173-23 |
172-18 |
173-09 |
PP |
172-26 |
172-26 |
172-26 |
172-18 |
S1 |
171-13 |
171-13 |
172-04 |
170-31 |
S2 |
170-16 |
170-16 |
171-29 |
|
S3 |
168-06 |
169-03 |
171-23 |
|
S4 |
165-28 |
166-25 |
171-02 |
|
|
Weekly Pivots for week ending 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
183-31 |
182-28 |
177-07 |
|
R3 |
180-26 |
179-23 |
176-11 |
|
R2 |
177-21 |
177-21 |
176-02 |
|
R1 |
176-18 |
176-18 |
175-24 |
177-04 |
PP |
174-16 |
174-16 |
174-16 |
174-25 |
S1 |
173-13 |
173-13 |
175-06 |
173-31 |
S2 |
171-11 |
171-11 |
174-28 |
|
S3 |
168-06 |
170-08 |
174-19 |
|
S4 |
165-01 |
167-03 |
173-23 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
184-00 |
2.618 |
180-08 |
1.618 |
177-30 |
1.000 |
176-16 |
0.618 |
175-20 |
HIGH |
174-06 |
0.618 |
173-10 |
0.500 |
173-01 |
0.382 |
172-24 |
LOW |
171-28 |
0.618 |
170-14 |
1.000 |
169-18 |
1.618 |
168-04 |
2.618 |
165-26 |
4.250 |
162-02 |
|
|
Fisher Pivots for day following 12-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
173-01 |
173-23 |
PP |
172-26 |
173-08 |
S1 |
172-18 |
172-26 |
|