ECBOT 30 Year Treasury Bond Future December 2016
Trading Metrics calculated at close of trading on 02-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2016 |
02-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
173-00 |
171-13 |
-1-19 |
-0.9% |
169-31 |
High |
173-02 |
171-19 |
-1-15 |
-0.8% |
173-07 |
Low |
171-08 |
169-24 |
-1-16 |
-0.9% |
169-18 |
Close |
172-05 |
170-29 |
-1-08 |
-0.7% |
172-31 |
Range |
1-26 |
1-27 |
0-01 |
1.7% |
3-21 |
ATR |
1-20 |
1-22 |
0-02 |
3.4% |
0-00 |
Volume |
598 |
265 |
-333 |
-55.7% |
916 |
|
Daily Pivots for day following 02-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
176-09 |
175-14 |
171-29 |
|
R3 |
174-14 |
173-19 |
171-13 |
|
R2 |
172-19 |
172-19 |
171-08 |
|
R1 |
171-24 |
171-24 |
171-02 |
171-08 |
PP |
170-24 |
170-24 |
170-24 |
170-16 |
S1 |
169-29 |
169-29 |
170-24 |
169-13 |
S2 |
168-29 |
168-29 |
170-18 |
|
S3 |
167-02 |
168-02 |
170-13 |
|
S4 |
165-07 |
166-07 |
169-29 |
|
|
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% |
2-01 |
1.2% |
37% |
False |
False |
333 |
10 |
173-07 |
168-19 |
4-20 |
2.7% |
1-22 |
1.0% |
50% |
False |
False |
209 |
20 |
175-19 |
168-19 |
7-00 |
4.1% |
1-19 |
0.9% |
33% |
False |
False |
140 |
40 |
175-19 |
164-18 |
11-01 |
6.5% |
1-04 |
0.7% |
58% |
False |
False |
78 |
60 |
175-19 |
159-29 |
15-22 |
9.2% |
0-25 |
0.5% |
70% |
False |
False |
52 |
80 |
175-19 |
158-20 |
16-31 |
9.9% |
0-18 |
0.3% |
72% |
False |
False |
39 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
179-14 |
2.618 |
176-13 |
1.618 |
174-18 |
1.000 |
173-14 |
0.618 |
172-23 |
HIGH |
171-19 |
0.618 |
170-28 |
0.500 |
170-22 |
0.382 |
170-15 |
LOW |
169-24 |
0.618 |
168-20 |
1.000 |
167-29 |
1.618 |
166-25 |
2.618 |
164-30 |
4.250 |
161-29 |
|
|
Fisher Pivots for day following 02-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
170-27 |
171-16 |
PP |
170-24 |
171-09 |
S1 |
170-22 |
171-03 |
|