ECBOT 30 Year Treasury Bond Future December 2016
Trading Metrics calculated at close of trading on 27-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2016 |
27-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
170-21 |
169-29 |
-0-24 |
-0.4% |
170-22 |
High |
171-07 |
172-03 |
0-28 |
0.5% |
171-02 |
Low |
169-25 |
169-18 |
-0-07 |
-0.1% |
168-19 |
Close |
170-13 |
171-24 |
1-11 |
0.8% |
170-06 |
Range |
1-14 |
2-17 |
1-03 |
76.1% |
2-15 |
ATR |
1-15 |
1-18 |
0-02 |
5.1% |
0-00 |
Volume |
62 |
82 |
20 |
32.3% |
573 |
|
Daily Pivots for day following 27-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
178-23 |
177-25 |
173-05 |
|
R3 |
176-06 |
175-08 |
172-14 |
|
R2 |
173-21 |
173-21 |
172-07 |
|
R1 |
172-23 |
172-23 |
171-31 |
173-06 |
PP |
171-04 |
171-04 |
171-04 |
171-12 |
S1 |
170-06 |
170-06 |
171-17 |
170-21 |
S2 |
168-19 |
168-19 |
171-09 |
|
S3 |
166-02 |
167-21 |
171-02 |
|
S4 |
163-17 |
165-04 |
170-11 |
|
|
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 |
172-03 |
168-19 |
3-16 |
2.0% |
1-19 |
0.9% |
90% |
True |
False |
84 |
10 |
173-20 |
168-19 |
5-01 |
2.9% |
1-19 |
0.9% |
63% |
False |
False |
96 |
20 |
175-19 |
168-19 |
7-00 |
4.1% |
1-18 |
0.9% |
45% |
False |
False |
73 |
40 |
175-19 |
162-09 |
13-10 |
7.8% |
0-30 |
0.6% |
71% |
False |
False |
38 |
60 |
175-19 |
159-29 |
15-22 |
9.1% |
0-21 |
0.4% |
75% |
False |
False |
25 |
80 |
175-19 |
158-20 |
16-31 |
9.9% |
0-15 |
0.3% |
77% |
False |
False |
19 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
182-27 |
2.618 |
178-23 |
1.618 |
176-06 |
1.000 |
174-20 |
0.618 |
173-21 |
HIGH |
172-03 |
0.618 |
171-04 |
0.500 |
170-27 |
0.382 |
170-17 |
LOW |
169-18 |
0.618 |
168-00 |
1.000 |
167-01 |
1.618 |
165-15 |
2.618 |
162-30 |
4.250 |
158-26 |
|
|
Fisher Pivots for day following 27-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
171-14 |
171-14 |
PP |
171-04 |
171-04 |
S1 |
170-27 |
170-27 |
|