ECBOT 30 Year Treasury Bond Future September 2016
| Trading Metrics calculated at close of trading on 01-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2016 |
01-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
172-01 |
172-22 |
0-21 |
0.4% |
171-04 |
| High |
173-23 |
175-11 |
1-20 |
0.9% |
175-11 |
| Low |
171-01 |
172-21 |
1-20 |
1.0% |
170-28 |
| Close |
172-11 |
173-22 |
1-11 |
0.8% |
173-22 |
| Range |
2-22 |
2-22 |
0-00 |
0.0% |
4-15 |
| ATR |
1-30 |
2-00 |
0-02 |
3.9% |
0-00 |
| Volume |
413,739 |
287,841 |
-125,898 |
-30.4% |
1,470,628 |
|
| Daily Pivots for day following 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
181-31 |
180-16 |
175-05 |
|
| R3 |
179-09 |
177-26 |
174-14 |
|
| R2 |
176-19 |
176-19 |
174-06 |
|
| R1 |
175-04 |
175-04 |
173-30 |
175-28 |
| PP |
173-29 |
173-29 |
173-29 |
174-08 |
| S1 |
172-14 |
172-14 |
173-14 |
173-06 |
| S2 |
171-07 |
171-07 |
173-06 |
|
| S3 |
168-17 |
169-24 |
172-30 |
|
| S4 |
165-27 |
167-02 |
172-07 |
|
|
| Weekly Pivots for week ending 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
186-23 |
184-21 |
176-05 |
|
| R3 |
182-08 |
180-06 |
174-29 |
|
| R2 |
177-25 |
177-25 |
174-16 |
|
| R1 |
175-23 |
175-23 |
174-03 |
176-24 |
| PP |
173-10 |
173-10 |
173-10 |
173-26 |
| S1 |
171-08 |
171-08 |
173-09 |
172-09 |
| S2 |
168-27 |
168-27 |
172-28 |
|
| S3 |
164-12 |
166-25 |
172-15 |
|
| S4 |
159-29 |
162-10 |
171-07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
175-11 |
170-28 |
4-15 |
2.6% |
2-06 |
1.3% |
63% |
True |
False |
294,125 |
| 10 |
175-11 |
165-25 |
9-18 |
5.5% |
2-12 |
1.4% |
83% |
True |
False |
272,785 |
| 20 |
175-11 |
165-20 |
9-23 |
5.6% |
1-26 |
1.0% |
83% |
True |
False |
255,154 |
| 40 |
175-11 |
161-23 |
13-20 |
7.8% |
1-18 |
0.9% |
88% |
True |
False |
178,915 |
| 60 |
175-11 |
159-20 |
15-23 |
9.1% |
1-15 |
0.8% |
89% |
True |
False |
119,413 |
| 80 |
175-11 |
159-20 |
15-23 |
9.1% |
1-08 |
0.7% |
89% |
True |
False |
89,566 |
| 100 |
175-11 |
159-20 |
15-23 |
9.1% |
1-02 |
0.6% |
89% |
True |
False |
71,653 |
| 120 |
175-11 |
156-03 |
19-08 |
11.1% |
0-29 |
0.5% |
91% |
True |
False |
59,711 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
186-24 |
|
2.618 |
182-12 |
|
1.618 |
179-22 |
|
1.000 |
178-01 |
|
0.618 |
177-00 |
|
HIGH |
175-11 |
|
0.618 |
174-10 |
|
0.500 |
174-00 |
|
0.382 |
173-22 |
|
LOW |
172-21 |
|
0.618 |
171-00 |
|
1.000 |
169-31 |
|
1.618 |
168-10 |
|
2.618 |
165-20 |
|
4.250 |
161-08 |
|
|
| Fisher Pivots for day following 01-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
174-00 |
173-17 |
| PP |
173-29 |
173-11 |
| S1 |
173-25 |
173-06 |
|