ECBOT 30 Year Treasury Bond Future December 2016
Trading Metrics calculated at close of trading on 14-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2016 |
14-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
172-16 |
173-20 |
1-04 |
0.7% |
172-28 |
High |
173-22 |
173-20 |
-0-02 |
0.0% |
175-19 |
Low |
172-16 |
171-02 |
-1-14 |
-0.8% |
172-14 |
Close |
173-16 |
171-17 |
-1-31 |
-1.1% |
175-15 |
Range |
1-06 |
2-18 |
1-12 |
115.8% |
3-05 |
ATR |
1-16 |
1-18 |
0-02 |
5.2% |
0-00 |
Volume |
49 |
102 |
53 |
108.2% |
178 |
|
Daily Pivots for day following 14-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
179-24 |
178-07 |
172-30 |
|
R3 |
177-06 |
175-21 |
172-08 |
|
R2 |
174-20 |
174-20 |
172-00 |
|
R1 |
173-03 |
173-03 |
171-25 |
172-19 |
PP |
172-02 |
172-02 |
172-02 |
171-26 |
S1 |
170-17 |
170-17 |
171-09 |
170-01 |
S2 |
169-16 |
169-16 |
171-02 |
|
S3 |
166-30 |
167-31 |
170-26 |
|
S4 |
164-12 |
165-13 |
170-04 |
|
|
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 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
175-17 |
171-02 |
4-15 |
2.6% |
1-21 |
1.0% |
10% |
False |
True |
63 |
10 |
175-19 |
170-14 |
5-05 |
3.0% |
1-20 |
0.9% |
21% |
False |
False |
54 |
20 |
175-19 |
164-18 |
11-01 |
6.4% |
1-04 |
0.6% |
63% |
False |
False |
34 |
40 |
175-19 |
159-29 |
15-22 |
9.1% |
0-20 |
0.4% |
74% |
False |
False |
17 |
60 |
175-19 |
158-20 |
16-31 |
9.9% |
0-13 |
0.2% |
76% |
False |
False |
11 |
80 |
175-19 |
158-20 |
16-31 |
9.9% |
0-10 |
0.2% |
76% |
False |
False |
8 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
184-16 |
2.618 |
180-11 |
1.618 |
177-25 |
1.000 |
176-06 |
0.618 |
175-07 |
HIGH |
173-20 |
0.618 |
172-21 |
0.500 |
172-11 |
0.382 |
172-01 |
LOW |
171-02 |
0.618 |
169-15 |
1.000 |
168-16 |
1.618 |
166-29 |
2.618 |
164-11 |
4.250 |
160-06 |
|
|
Fisher Pivots for day following 14-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
172-11 |
172-20 |
PP |
172-02 |
172-08 |
S1 |
171-26 |
171-29 |
|