ECBOT 30 Year Treasury Bond Future December 2016
| Trading Metrics calculated at close of trading on 15-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2016 |
15-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
173-20 |
171-24 |
-1-28 |
-1.1% |
175-15 |
| High |
173-20 |
171-30 |
-1-22 |
-1.0% |
175-15 |
| Low |
171-02 |
170-00 |
-1-02 |
-0.6% |
170-00 |
| Close |
171-17 |
170-06 |
-1-11 |
-0.8% |
170-06 |
| Range |
2-18 |
1-30 |
-0-20 |
-24.4% |
5-15 |
| ATR |
1-18 |
1-19 |
0-01 |
1.7% |
0-00 |
| Volume |
102 |
90 |
-12 |
-11.8% |
390 |
|
| Daily Pivots for day following 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
176-17 |
175-09 |
171-08 |
|
| R3 |
174-19 |
173-11 |
170-23 |
|
| R2 |
172-21 |
172-21 |
170-17 |
|
| R1 |
171-13 |
171-13 |
170-12 |
171-02 |
| PP |
170-23 |
170-23 |
170-23 |
170-17 |
| S1 |
169-15 |
169-15 |
170-00 |
169-04 |
| S2 |
168-25 |
168-25 |
169-27 |
|
| S3 |
166-27 |
167-17 |
169-21 |
|
| S4 |
164-29 |
165-19 |
169-04 |
|
|
| Weekly Pivots for week ending 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
188-09 |
184-23 |
173-06 |
|
| R3 |
182-26 |
179-08 |
171-22 |
|
| R2 |
177-11 |
177-11 |
171-06 |
|
| R1 |
173-25 |
173-25 |
170-22 |
172-27 |
| PP |
171-28 |
171-28 |
171-28 |
171-13 |
| S1 |
168-10 |
168-10 |
169-22 |
167-11 |
| S2 |
166-13 |
166-13 |
169-06 |
|
| S3 |
160-30 |
162-27 |
168-22 |
|
| S4 |
155-15 |
157-12 |
167-06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
175-15 |
170-00 |
5-15 |
3.2% |
1-27 |
1.1% |
3% |
False |
True |
78 |
| 10 |
175-19 |
170-00 |
5-19 |
3.3% |
1-21 |
1.0% |
3% |
False |
True |
62 |
| 20 |
175-19 |
164-18 |
11-01 |
6.5% |
1-07 |
0.7% |
51% |
False |
False |
38 |
| 40 |
175-19 |
160-31 |
14-20 |
8.6% |
0-21 |
0.4% |
63% |
False |
False |
19 |
| 60 |
175-19 |
158-20 |
16-31 |
10.0% |
0-15 |
0.3% |
68% |
False |
False |
13 |
| 80 |
175-19 |
158-20 |
16-31 |
10.0% |
0-11 |
0.2% |
68% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
180-06 |
|
2.618 |
177-00 |
|
1.618 |
175-02 |
|
1.000 |
173-28 |
|
0.618 |
173-04 |
|
HIGH |
171-30 |
|
0.618 |
171-06 |
|
0.500 |
170-31 |
|
0.382 |
170-24 |
|
LOW |
170-00 |
|
0.618 |
168-26 |
|
1.000 |
168-02 |
|
1.618 |
166-28 |
|
2.618 |
164-30 |
|
4.250 |
161-24 |
|
|
| Fisher Pivots for day following 15-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
170-31 |
171-27 |
| PP |
170-23 |
171-09 |
| S1 |
170-14 |
170-24 |
|