ECBOT 30 Year Treasury Bond Future December 2016
| Trading Metrics calculated at close of trading on 22-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2016 |
22-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
169-12 |
170-11 |
0-31 |
0.6% |
170-22 |
| High |
170-08 |
170-24 |
0-16 |
0.3% |
171-02 |
| Low |
168-19 |
169-09 |
0-22 |
0.4% |
168-19 |
| Close |
170-01 |
170-06 |
0-05 |
0.1% |
170-06 |
| Range |
1-21 |
1-15 |
-0-06 |
-11.3% |
2-15 |
| ATR |
1-17 |
1-17 |
0-00 |
-0.3% |
0-00 |
| Volume |
93 |
135 |
42 |
45.2% |
573 |
|
| Daily Pivots for day following 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
174-15 |
173-26 |
171-00 |
|
| R3 |
173-00 |
172-11 |
170-19 |
|
| R2 |
171-17 |
171-17 |
170-15 |
|
| R1 |
170-28 |
170-28 |
170-10 |
170-15 |
| PP |
170-02 |
170-02 |
170-02 |
169-28 |
| S1 |
169-13 |
169-13 |
170-02 |
169-00 |
| S2 |
168-19 |
168-19 |
169-29 |
|
| S3 |
167-04 |
167-30 |
169-25 |
|
| S4 |
165-21 |
166-15 |
169-12 |
|
|
| Weekly Pivots for week ending 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
177-11 |
176-08 |
171-17 |
|
| R3 |
174-28 |
173-25 |
170-28 |
|
| R2 |
172-13 |
172-13 |
170-20 |
|
| R1 |
171-10 |
171-10 |
170-13 |
170-20 |
| PP |
169-30 |
169-30 |
169-30 |
169-20 |
| S1 |
168-27 |
168-27 |
169-31 |
168-05 |
| S2 |
167-15 |
167-15 |
169-24 |
|
| S3 |
165-00 |
166-12 |
169-16 |
|
| S4 |
162-17 |
163-29 |
168-27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
171-02 |
168-19 |
2-15 |
1.5% |
1-10 |
0.8% |
65% |
False |
False |
114 |
| 10 |
175-15 |
168-19 |
6-28 |
4.0% |
1-19 |
0.9% |
23% |
False |
False |
96 |
| 20 |
175-19 |
168-17 |
7-02 |
4.1% |
1-17 |
0.9% |
23% |
False |
False |
67 |
| 40 |
175-19 |
161-22 |
13-29 |
8.2% |
0-26 |
0.5% |
61% |
False |
False |
33 |
| 60 |
175-19 |
159-18 |
16-01 |
9.4% |
0-18 |
0.3% |
66% |
False |
False |
22 |
| 80 |
175-19 |
158-20 |
16-31 |
10.0% |
0-14 |
0.2% |
68% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
177-00 |
|
2.618 |
174-19 |
|
1.618 |
173-04 |
|
1.000 |
172-07 |
|
0.618 |
171-21 |
|
HIGH |
170-24 |
|
0.618 |
170-06 |
|
0.500 |
170-01 |
|
0.382 |
169-27 |
|
LOW |
169-09 |
|
0.618 |
168-12 |
|
1.000 |
167-26 |
|
1.618 |
166-29 |
|
2.618 |
165-14 |
|
4.250 |
163-01 |
|
|
| Fisher Pivots for day following 22-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
170-04 |
170-02 |
| PP |
170-02 |
169-29 |
| S1 |
170-01 |
169-25 |
|