ECBOT 30 Year Treasury Bond Future December 2016
Trading Metrics calculated at close of trading on 21-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2016 |
21-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
170-09 |
169-12 |
-0-29 |
-0.5% |
175-15 |
High |
170-30 |
170-08 |
-0-22 |
-0.4% |
175-15 |
Low |
169-19 |
168-19 |
-1-00 |
-0.6% |
170-00 |
Close |
170-01 |
170-01 |
0-00 |
0.0% |
170-06 |
Range |
1-11 |
1-21 |
0-10 |
23.3% |
5-15 |
ATR |
1-17 |
1-17 |
0-00 |
0.6% |
0-00 |
Volume |
87 |
93 |
6 |
6.9% |
390 |
|
Daily Pivots for day following 21-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
174-19 |
173-31 |
170-30 |
|
R3 |
172-30 |
172-10 |
170-16 |
|
R2 |
171-09 |
171-09 |
170-11 |
|
R1 |
170-21 |
170-21 |
170-06 |
170-31 |
PP |
169-20 |
169-20 |
169-20 |
169-25 |
S1 |
169-00 |
169-00 |
169-28 |
169-10 |
S2 |
167-31 |
167-31 |
169-23 |
|
S3 |
166-10 |
167-11 |
169-18 |
|
S4 |
164-21 |
165-22 |
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 |
171-30 |
168-19 |
3-11 |
2.0% |
1-13 |
0.8% |
43% |
False |
True |
105 |
10 |
175-17 |
168-19 |
6-30 |
4.1% |
1-17 |
0.9% |
21% |
False |
True |
84 |
20 |
175-19 |
164-18 |
11-01 |
6.5% |
1-15 |
0.9% |
50% |
False |
False |
60 |
40 |
175-19 |
160-31 |
14-20 |
8.6% |
0-25 |
0.5% |
62% |
False |
False |
30 |
60 |
175-19 |
159-18 |
16-01 |
9.4% |
0-17 |
0.3% |
65% |
False |
False |
20 |
80 |
175-19 |
158-20 |
16-31 |
10.0% |
0-13 |
0.2% |
67% |
False |
False |
15 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
177-09 |
2.618 |
174-19 |
1.618 |
172-30 |
1.000 |
171-29 |
0.618 |
171-09 |
HIGH |
170-08 |
0.618 |
169-20 |
0.500 |
169-14 |
0.382 |
169-07 |
LOW |
168-19 |
0.618 |
167-18 |
1.000 |
166-30 |
1.618 |
165-29 |
2.618 |
164-08 |
4.250 |
161-18 |
|
|
Fisher Pivots for day following 21-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
169-27 |
169-31 |
PP |
169-20 |
169-29 |
S1 |
169-14 |
169-27 |
|