ECBOT 30 Year Treasury Bond Future December 2016
Trading Metrics calculated at close of trading on 29-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2016 |
29-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
172-05 |
172-05 |
0-00 |
0.0% |
169-31 |
High |
172-07 |
173-07 |
1-00 |
0.6% |
173-07 |
Low |
171-03 |
170-13 |
-0-22 |
-0.4% |
169-18 |
Close |
171-28 |
172-31 |
1-03 |
0.6% |
172-31 |
Range |
1-04 |
2-26 |
1-22 |
150.0% |
3-21 |
ATR |
1-17 |
1-20 |
0-03 |
6.1% |
0-00 |
Volume |
137 |
584 |
447 |
326.3% |
916 |
|
Daily Pivots for day following 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
180-20 |
179-20 |
174-17 |
|
R3 |
177-26 |
176-26 |
173-24 |
|
R2 |
175-00 |
175-00 |
173-16 |
|
R1 |
174-00 |
174-00 |
173-07 |
174-16 |
PP |
172-06 |
172-06 |
172-06 |
172-15 |
S1 |
171-06 |
171-06 |
172-23 |
171-22 |
S2 |
169-12 |
169-12 |
172-15 |
|
S3 |
166-18 |
168-12 |
172-06 |
|
S4 |
163-24 |
165-18 |
171-14 |
|
|
Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
182-28 |
181-19 |
174-31 |
|
R3 |
179-07 |
177-30 |
173-31 |
|
R2 |
175-18 |
175-18 |
173-20 |
|
R1 |
174-09 |
174-09 |
173-10 |
174-30 |
PP |
171-29 |
171-29 |
171-29 |
172-08 |
S1 |
170-20 |
170-20 |
172-20 |
171-09 |
S2 |
168-08 |
168-08 |
172-10 |
|
S3 |
164-19 |
166-31 |
171-31 |
|
S4 |
160-30 |
163-10 |
170-31 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
173-07 |
169-18 |
3-21 |
2.1% |
1-24 |
1.0% |
93% |
True |
False |
183 |
10 |
173-07 |
168-19 |
4-20 |
2.7% |
1-17 |
0.9% |
95% |
True |
False |
148 |
20 |
175-19 |
168-19 |
7-00 |
4.0% |
1-19 |
0.9% |
63% |
False |
False |
105 |
40 |
175-19 |
164-16 |
11-03 |
6.4% |
1-01 |
0.6% |
76% |
False |
False |
56 |
60 |
175-19 |
159-29 |
15-22 |
9.1% |
0-23 |
0.4% |
83% |
False |
False |
37 |
80 |
175-19 |
158-20 |
16-31 |
9.8% |
0-17 |
0.3% |
85% |
False |
False |
28 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
185-06 |
2.618 |
180-19 |
1.618 |
177-25 |
1.000 |
176-01 |
0.618 |
174-31 |
HIGH |
173-07 |
0.618 |
172-05 |
0.500 |
171-26 |
0.382 |
171-15 |
LOW |
170-13 |
0.618 |
168-21 |
1.000 |
167-19 |
1.618 |
165-27 |
2.618 |
163-01 |
4.250 |
158-15 |
|
|
Fisher Pivots for day following 29-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
172-19 |
172-14 |
PP |
172-06 |
171-29 |
S1 |
171-26 |
171-13 |
|