ECBOT 30 Year Treasury Bond Future September 2016
| Trading Metrics calculated at close of trading on 12-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2016 |
12-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
177-03 |
175-27 |
-1-08 |
-0.7% |
174-13 |
| High |
177-11 |
176-07 |
-1-04 |
-0.6% |
177-09 |
| Low |
175-20 |
173-07 |
-2-13 |
-1.4% |
173-24 |
| Close |
175-22 |
173-26 |
-1-28 |
-1.1% |
176-30 |
| Range |
1-23 |
3-00 |
1-09 |
74.5% |
3-17 |
| ATR |
1-31 |
2-02 |
0-02 |
3.7% |
0-00 |
| Volume |
200,907 |
313,824 |
112,917 |
56.2% |
1,064,372 |
|
| Daily Pivots for day following 12-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
183-13 |
181-20 |
175-15 |
|
| R3 |
180-13 |
178-20 |
174-20 |
|
| R2 |
177-13 |
177-13 |
174-12 |
|
| R1 |
175-20 |
175-20 |
174-03 |
175-00 |
| PP |
174-13 |
174-13 |
174-13 |
174-04 |
| S1 |
172-20 |
172-20 |
173-17 |
172-00 |
| S2 |
171-13 |
171-13 |
173-08 |
|
| S3 |
168-13 |
169-20 |
173-00 |
|
| S4 |
165-13 |
166-20 |
172-05 |
|
|
| Weekly Pivots for week ending 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
186-19 |
185-09 |
178-28 |
|
| R3 |
183-02 |
181-24 |
177-29 |
|
| R2 |
179-17 |
179-17 |
177-19 |
|
| R1 |
178-07 |
178-07 |
177-08 |
178-28 |
| PP |
176-00 |
176-00 |
176-00 |
176-10 |
| S1 |
174-22 |
174-22 |
176-20 |
175-11 |
| S2 |
172-15 |
172-15 |
176-09 |
|
| S3 |
168-30 |
171-05 |
175-31 |
|
| S4 |
165-13 |
167-20 |
175-00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
177-11 |
173-07 |
4-04 |
2.4% |
2-00 |
1.1% |
14% |
False |
True |
266,235 |
| 10 |
177-11 |
171-01 |
6-10 |
3.6% |
2-03 |
1.2% |
44% |
False |
False |
278,133 |
| 20 |
177-11 |
165-25 |
11-18 |
6.7% |
2-03 |
1.2% |
69% |
False |
False |
266,842 |
| 40 |
177-11 |
161-23 |
15-20 |
9.0% |
1-22 |
1.0% |
77% |
False |
False |
218,286 |
| 60 |
177-11 |
159-20 |
17-23 |
10.2% |
1-18 |
0.9% |
80% |
False |
False |
145,710 |
| 80 |
177-11 |
159-20 |
17-23 |
10.2% |
1-12 |
0.8% |
80% |
False |
False |
109,305 |
| 100 |
177-11 |
159-20 |
17-23 |
10.2% |
1-05 |
0.7% |
80% |
False |
False |
87,444 |
| 120 |
177-11 |
157-21 |
19-22 |
11.3% |
1-00 |
0.6% |
82% |
False |
False |
72,870 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
188-31 |
|
2.618 |
184-02 |
|
1.618 |
181-02 |
|
1.000 |
179-07 |
|
0.618 |
178-02 |
|
HIGH |
176-07 |
|
0.618 |
175-02 |
|
0.500 |
174-23 |
|
0.382 |
174-12 |
|
LOW |
173-07 |
|
0.618 |
171-12 |
|
1.000 |
170-07 |
|
1.618 |
168-12 |
|
2.618 |
165-12 |
|
4.250 |
160-15 |
|
|
| Fisher Pivots for day following 12-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
174-23 |
175-09 |
| PP |
174-13 |
174-25 |
| S1 |
174-04 |
174-10 |
|