ECBOT 30 Year Treasury Bond Future December 2016
| Trading Metrics calculated at close of trading on 25-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2016 |
25-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
170-11 |
169-31 |
-0-12 |
-0.2% |
170-22 |
| High |
170-24 |
170-20 |
-0-04 |
-0.1% |
171-02 |
| Low |
169-09 |
169-25 |
0-16 |
0.3% |
168-19 |
| Close |
170-06 |
170-03 |
-0-03 |
-0.1% |
170-06 |
| Range |
1-15 |
0-27 |
-0-20 |
-42.6% |
2-15 |
| ATR |
1-17 |
1-15 |
-0-02 |
-3.2% |
0-00 |
| Volume |
135 |
51 |
-84 |
-62.2% |
573 |
|
| Daily Pivots for day following 25-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
172-22 |
172-08 |
170-18 |
|
| R3 |
171-27 |
171-13 |
170-10 |
|
| R2 |
171-00 |
171-00 |
170-08 |
|
| R1 |
170-18 |
170-18 |
170-05 |
170-25 |
| PP |
170-05 |
170-05 |
170-05 |
170-09 |
| S1 |
169-23 |
169-23 |
170-01 |
169-30 |
| S2 |
169-10 |
169-10 |
169-30 |
|
| S3 |
168-15 |
168-28 |
169-28 |
|
| S4 |
167-20 |
168-01 |
169-20 |
|
|
| 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% |
1-06 |
0.7% |
61% |
False |
False |
119 |
| 10 |
174-06 |
168-19 |
5-19 |
3.3% |
1-17 |
0.9% |
27% |
False |
False |
96 |
| 20 |
175-19 |
168-19 |
7-00 |
4.1% |
1-14 |
0.8% |
21% |
False |
False |
68 |
| 40 |
175-19 |
161-22 |
13-29 |
8.2% |
0-27 |
0.5% |
60% |
False |
False |
35 |
| 60 |
175-19 |
159-18 |
16-01 |
9.4% |
0-18 |
0.3% |
66% |
False |
False |
23 |
| 80 |
175-19 |
158-20 |
16-31 |
10.0% |
0-14 |
0.3% |
68% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
174-07 |
|
2.618 |
172-27 |
|
1.618 |
172-00 |
|
1.000 |
171-15 |
|
0.618 |
171-05 |
|
HIGH |
170-20 |
|
0.618 |
170-10 |
|
0.500 |
170-07 |
|
0.382 |
170-03 |
|
LOW |
169-25 |
|
0.618 |
169-08 |
|
1.000 |
168-30 |
|
1.618 |
168-13 |
|
2.618 |
167-18 |
|
4.250 |
166-06 |
|
|
| Fisher Pivots for day following 25-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
170-07 |
169-31 |
| PP |
170-05 |
169-26 |
| S1 |
170-04 |
169-22 |
|