ECBOT 30 Year Treasury Bond Future December 2016
Trading Metrics calculated at close of trading on 04-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2016 |
04-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
170-14 |
170-24 |
0-10 |
0.2% |
169-31 |
High |
171-05 |
172-11 |
1-06 |
0.7% |
173-07 |
Low |
170-01 |
170-12 |
0-11 |
0.2% |
169-18 |
Close |
170-23 |
171-22 |
0-31 |
0.6% |
172-31 |
Range |
1-04 |
1-31 |
0-27 |
75.0% |
3-21 |
ATR |
1-21 |
1-21 |
0-01 |
1.4% |
0-00 |
Volume |
519 |
313 |
-206 |
-39.7% |
916 |
|
Daily Pivots for day following 04-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
177-12 |
176-16 |
172-25 |
|
R3 |
175-13 |
174-17 |
172-07 |
|
R2 |
173-14 |
173-14 |
172-02 |
|
R1 |
172-18 |
172-18 |
171-28 |
173-00 |
PP |
171-15 |
171-15 |
171-15 |
171-22 |
S1 |
170-19 |
170-19 |
171-16 |
171-01 |
S2 |
169-16 |
169-16 |
171-10 |
|
S3 |
167-17 |
168-20 |
171-05 |
|
S4 |
165-18 |
166-21 |
170-19 |
|
|
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% |
1-29 |
1.1% |
56% |
False |
False |
455 |
10 |
173-07 |
169-09 |
3-30 |
2.3% |
1-22 |
1.0% |
61% |
False |
False |
274 |
20 |
175-17 |
168-19 |
6-30 |
4.0% |
1-20 |
0.9% |
45% |
False |
False |
179 |
40 |
175-19 |
164-18 |
11-01 |
6.4% |
1-06 |
0.7% |
65% |
False |
False |
99 |
60 |
175-19 |
159-29 |
15-22 |
9.1% |
0-26 |
0.5% |
75% |
False |
False |
66 |
80 |
175-19 |
158-20 |
16-31 |
9.9% |
0-20 |
0.4% |
77% |
False |
False |
49 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
180-23 |
2.618 |
177-16 |
1.618 |
175-17 |
1.000 |
174-10 |
0.618 |
173-18 |
HIGH |
172-11 |
0.618 |
171-19 |
0.500 |
171-12 |
0.382 |
171-04 |
LOW |
170-12 |
0.618 |
169-05 |
1.000 |
168-13 |
1.618 |
167-06 |
2.618 |
165-07 |
4.250 |
162-00 |
|
|
Fisher Pivots for day following 04-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
171-19 |
171-15 |
PP |
171-15 |
171-08 |
S1 |
171-12 |
171-02 |
|