ECBOT 30 Year Treasury Bond Future December 2016
| Trading Metrics calculated at close of trading on 20-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2016 |
20-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
170-13 |
170-09 |
-0-04 |
-0.1% |
175-15 |
| High |
171-02 |
170-30 |
-0-04 |
-0.1% |
175-15 |
| Low |
170-13 |
169-19 |
-0-26 |
-0.5% |
170-00 |
| Close |
170-25 |
170-01 |
-0-24 |
-0.4% |
170-06 |
| Range |
0-21 |
1-11 |
0-22 |
104.8% |
5-15 |
| ATR |
1-17 |
1-17 |
0-00 |
-0.9% |
0-00 |
| Volume |
230 |
87 |
-143 |
-62.2% |
390 |
|
| Daily Pivots for day following 20-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
174-07 |
173-15 |
170-25 |
|
| R3 |
172-28 |
172-04 |
170-13 |
|
| R2 |
171-17 |
171-17 |
170-09 |
|
| R1 |
170-25 |
170-25 |
170-05 |
170-16 |
| PP |
170-06 |
170-06 |
170-06 |
170-01 |
| S1 |
169-14 |
169-14 |
169-29 |
169-05 |
| S2 |
168-27 |
168-27 |
169-25 |
|
| S3 |
167-16 |
168-03 |
169-21 |
|
| S4 |
166-05 |
166-24 |
169-09 |
|
|
| 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 |
173-20 |
169-18 |
4-02 |
2.4% |
1-19 |
0.9% |
12% |
False |
False |
107 |
| 10 |
175-17 |
169-18 |
5-31 |
3.5% |
1-15 |
0.9% |
8% |
False |
False |
76 |
| 20 |
175-19 |
164-18 |
11-01 |
6.5% |
1-12 |
0.8% |
50% |
False |
False |
56 |
| 40 |
175-19 |
160-31 |
14-20 |
8.6% |
0-24 |
0.4% |
62% |
False |
False |
28 |
| 60 |
175-19 |
158-20 |
16-31 |
10.0% |
0-16 |
0.3% |
67% |
False |
False |
18 |
| 80 |
175-19 |
158-20 |
16-31 |
10.0% |
0-12 |
0.2% |
67% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
176-21 |
|
2.618 |
174-15 |
|
1.618 |
173-04 |
|
1.000 |
172-09 |
|
0.618 |
171-25 |
|
HIGH |
170-30 |
|
0.618 |
170-14 |
|
0.500 |
170-09 |
|
0.382 |
170-03 |
|
LOW |
169-19 |
|
0.618 |
168-24 |
|
1.000 |
168-08 |
|
1.618 |
167-13 |
|
2.618 |
166-02 |
|
4.250 |
163-28 |
|
|
| Fisher Pivots for day following 20-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
170-09 |
170-10 |
| PP |
170-06 |
170-07 |
| S1 |
170-04 |
170-04 |
|