ECBOT 30 Year Treasury Bond Future December 2016
Trading Metrics calculated at close of trading on 03-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2016 |
03-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
171-13 |
170-14 |
-0-31 |
-0.6% |
169-31 |
High |
171-19 |
171-05 |
-0-14 |
-0.3% |
173-07 |
Low |
169-24 |
170-01 |
0-09 |
0.2% |
169-18 |
Close |
170-29 |
170-23 |
-0-06 |
-0.1% |
172-31 |
Range |
1-27 |
1-04 |
-0-23 |
-39.0% |
3-21 |
ATR |
1-22 |
1-21 |
-0-01 |
-2.4% |
0-00 |
Volume |
265 |
519 |
254 |
95.8% |
916 |
|
Daily Pivots for day following 03-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
174-00 |
173-16 |
171-11 |
|
R3 |
172-28 |
172-12 |
171-01 |
|
R2 |
171-24 |
171-24 |
170-30 |
|
R1 |
171-08 |
171-08 |
170-26 |
171-16 |
PP |
170-20 |
170-20 |
170-20 |
170-25 |
S1 |
170-04 |
170-04 |
170-20 |
170-12 |
S2 |
169-16 |
169-16 |
170-16 |
|
S3 |
168-12 |
169-00 |
170-13 |
|
S4 |
167-08 |
167-28 |
170-03 |
|
|
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 |
169-24 |
3-15 |
2.0% |
1-24 |
1.0% |
28% |
False |
False |
420 |
10 |
173-07 |
168-19 |
4-20 |
2.7% |
1-21 |
1.0% |
46% |
False |
False |
252 |
20 |
175-17 |
168-19 |
6-30 |
4.1% |
1-18 |
0.9% |
31% |
False |
False |
164 |
40 |
175-19 |
164-18 |
11-01 |
6.5% |
1-05 |
0.7% |
56% |
False |
False |
91 |
60 |
175-19 |
159-29 |
15-22 |
9.2% |
0-25 |
0.5% |
69% |
False |
False |
60 |
80 |
175-19 |
158-20 |
16-31 |
9.9% |
0-19 |
0.3% |
71% |
False |
False |
45 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
175-30 |
2.618 |
174-03 |
1.618 |
172-31 |
1.000 |
172-09 |
0.618 |
171-27 |
HIGH |
171-05 |
0.618 |
170-23 |
0.500 |
170-19 |
0.382 |
170-15 |
LOW |
170-01 |
0.618 |
169-11 |
1.000 |
168-29 |
1.618 |
168-07 |
2.618 |
167-03 |
4.250 |
165-08 |
|
|
Fisher Pivots for day following 03-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
170-22 |
171-13 |
PP |
170-20 |
171-06 |
S1 |
170-19 |
170-30 |
|