ECBOT 30 Year Treasury Bond Future December 2016
Trading Metrics calculated at close of trading on 28-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2016 |
28-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
169-29 |
172-05 |
2-08 |
1.3% |
170-22 |
High |
172-03 |
172-07 |
0-04 |
0.1% |
171-02 |
Low |
169-18 |
171-03 |
1-17 |
0.9% |
168-19 |
Close |
171-24 |
171-28 |
0-04 |
0.1% |
170-06 |
Range |
2-17 |
1-04 |
-1-13 |
-55.6% |
2-15 |
ATR |
1-18 |
1-17 |
-0-01 |
-2.0% |
0-00 |
Volume |
82 |
137 |
55 |
67.1% |
573 |
|
Daily Pivots for day following 28-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
175-03 |
174-20 |
172-16 |
|
R3 |
173-31 |
173-16 |
172-06 |
|
R2 |
172-27 |
172-27 |
172-03 |
|
R1 |
172-12 |
172-12 |
171-31 |
172-02 |
PP |
171-23 |
171-23 |
171-23 |
171-18 |
S1 |
171-08 |
171-08 |
171-25 |
170-30 |
S2 |
170-19 |
170-19 |
171-21 |
|
S3 |
169-15 |
170-04 |
171-18 |
|
S4 |
168-11 |
169-00 |
171-08 |
|
|
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 |
172-07 |
169-09 |
2-30 |
1.7% |
1-15 |
0.9% |
88% |
True |
False |
93 |
10 |
172-07 |
168-19 |
3-20 |
2.1% |
1-14 |
0.8% |
91% |
True |
False |
99 |
20 |
175-19 |
168-19 |
7-00 |
4.1% |
1-17 |
0.9% |
47% |
False |
False |
76 |
40 |
175-19 |
163-13 |
12-06 |
7.1% |
0-31 |
0.6% |
69% |
False |
False |
42 |
60 |
175-19 |
159-29 |
15-22 |
9.1% |
0-21 |
0.4% |
76% |
False |
False |
28 |
80 |
175-19 |
158-20 |
16-31 |
9.9% |
0-16 |
0.3% |
78% |
False |
False |
21 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
177-00 |
2.618 |
175-05 |
1.618 |
174-01 |
1.000 |
173-11 |
0.618 |
172-29 |
HIGH |
172-07 |
0.618 |
171-25 |
0.500 |
171-21 |
0.382 |
171-17 |
LOW |
171-03 |
0.618 |
170-13 |
1.000 |
169-31 |
1.618 |
169-09 |
2.618 |
168-05 |
4.250 |
166-10 |
|
|
Fisher Pivots for day following 28-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
171-26 |
171-18 |
PP |
171-23 |
171-07 |
S1 |
171-21 |
170-29 |
|