ECBOT 30 Year Treasury Bond Future September 2016
| Trading Metrics calculated at close of trading on 28-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2016 |
28-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
171-04 |
173-15 |
2-11 |
1.4% |
168-20 |
| High |
173-18 |
173-25 |
0-07 |
0.1% |
173-25 |
| Low |
170-28 |
172-17 |
1-21 |
1.0% |
165-25 |
| Close |
173-05 |
173-03 |
-0-02 |
0.0% |
169-31 |
| Range |
2-22 |
1-08 |
-1-14 |
-53.5% |
8-00 |
| ATR |
1-30 |
1-28 |
-0-02 |
-2.5% |
0-00 |
| Volume |
268,396 |
243,272 |
-25,124 |
-9.4% |
1,257,224 |
|
| Daily Pivots for day following 28-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
176-28 |
176-08 |
173-25 |
|
| R3 |
175-20 |
175-00 |
173-14 |
|
| R2 |
174-12 |
174-12 |
173-10 |
|
| R1 |
173-24 |
173-24 |
173-07 |
173-14 |
| PP |
173-04 |
173-04 |
173-04 |
173-00 |
| S1 |
172-16 |
172-16 |
172-31 |
172-06 |
| S2 |
171-28 |
171-28 |
172-28 |
|
| S3 |
170-20 |
171-08 |
172-24 |
|
| S4 |
169-12 |
170-00 |
172-13 |
|
|
| Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
193-27 |
189-29 |
174-12 |
|
| R3 |
185-27 |
181-29 |
172-05 |
|
| R2 |
177-27 |
177-27 |
171-14 |
|
| R1 |
173-29 |
173-29 |
170-22 |
175-28 |
| PP |
169-27 |
169-27 |
169-27 |
170-26 |
| S1 |
165-29 |
165-29 |
169-08 |
167-28 |
| S2 |
161-27 |
161-27 |
168-16 |
|
| S3 |
153-27 |
157-29 |
167-25 |
|
| S4 |
145-27 |
149-29 |
165-18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
173-25 |
165-25 |
8-00 |
4.6% |
2-27 |
1.7% |
91% |
True |
False |
275,687 |
| 10 |
173-25 |
165-25 |
8-00 |
4.6% |
2-02 |
1.2% |
91% |
True |
False |
250,048 |
| 20 |
173-25 |
162-25 |
11-00 |
6.4% |
1-23 |
1.0% |
94% |
True |
False |
249,478 |
| 40 |
173-25 |
160-28 |
12-29 |
7.5% |
1-16 |
0.9% |
95% |
True |
False |
154,997 |
| 60 |
173-25 |
159-20 |
14-05 |
8.2% |
1-13 |
0.8% |
95% |
True |
False |
103,437 |
| 80 |
173-25 |
159-20 |
14-05 |
8.2% |
1-05 |
0.7% |
95% |
True |
False |
77,580 |
| 100 |
173-25 |
159-20 |
14-05 |
8.2% |
1-00 |
0.6% |
95% |
True |
False |
62,064 |
| 120 |
173-25 |
154-11 |
19-14 |
11.2% |
0-27 |
0.5% |
96% |
True |
False |
51,720 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
179-03 |
|
2.618 |
177-02 |
|
1.618 |
175-26 |
|
1.000 |
175-01 |
|
0.618 |
174-18 |
|
HIGH |
173-25 |
|
0.618 |
173-10 |
|
0.500 |
173-05 |
|
0.382 |
173-00 |
|
LOW |
172-17 |
|
0.618 |
171-24 |
|
1.000 |
171-09 |
|
1.618 |
170-16 |
|
2.618 |
169-08 |
|
4.250 |
167-07 |
|
|
| Fisher Pivots for day following 28-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
173-05 |
172-00 |
| PP |
173-04 |
170-28 |
| S1 |
173-04 |
169-25 |
|