ECBOT 30 Year Treasury Bond Future September 2016
| Trading Metrics calculated at close of trading on 21-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2016 |
21-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
172-12 |
171-11 |
-1-01 |
-0.6% |
177-03 |
| High |
172-13 |
171-24 |
-0-21 |
-0.4% |
177-11 |
| Low |
171-00 |
169-31 |
-1-01 |
-0.6% |
171-13 |
| Close |
171-15 |
171-15 |
0-00 |
0.0% |
171-21 |
| Range |
1-13 |
1-25 |
0-12 |
26.7% |
5-30 |
| ATR |
1-29 |
1-29 |
0-00 |
-0.5% |
0-00 |
| Volume |
152,010 |
259,257 |
107,247 |
70.6% |
1,291,302 |
|
| Daily Pivots for day following 21-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
176-13 |
175-23 |
172-14 |
|
| R3 |
174-20 |
173-30 |
171-31 |
|
| R2 |
172-27 |
172-27 |
171-25 |
|
| R1 |
172-05 |
172-05 |
171-20 |
172-16 |
| PP |
171-02 |
171-02 |
171-02 |
171-08 |
| S1 |
170-12 |
170-12 |
171-10 |
170-23 |
| S2 |
169-09 |
169-09 |
171-05 |
|
| S3 |
167-16 |
168-19 |
170-31 |
|
| S4 |
165-23 |
166-26 |
170-16 |
|
|
| Weekly Pivots for week ending 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
191-09 |
187-13 |
174-30 |
|
| R3 |
185-11 |
181-15 |
173-09 |
|
| R2 |
179-13 |
179-13 |
172-24 |
|
| R1 |
175-17 |
175-17 |
172-06 |
174-16 |
| PP |
173-15 |
173-15 |
173-15 |
172-30 |
| S1 |
169-19 |
169-19 |
171-04 |
168-18 |
| S2 |
167-17 |
167-17 |
170-18 |
|
| S3 |
161-19 |
163-21 |
170-01 |
|
| S4 |
155-21 |
157-23 |
168-12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
173-14 |
169-31 |
3-15 |
2.0% |
1-18 |
0.9% |
43% |
False |
True |
196,948 |
| 10 |
177-11 |
169-31 |
7-12 |
4.3% |
1-28 |
1.1% |
20% |
False |
True |
231,520 |
| 20 |
177-11 |
165-25 |
11-18 |
6.7% |
2-08 |
1.3% |
49% |
False |
False |
264,065 |
| 40 |
177-11 |
161-23 |
15-20 |
9.1% |
1-24 |
1.0% |
62% |
False |
False |
250,056 |
| 60 |
177-11 |
160-01 |
17-10 |
10.1% |
1-20 |
0.9% |
66% |
False |
False |
171,118 |
| 80 |
177-11 |
159-20 |
17-23 |
10.3% |
1-15 |
0.9% |
67% |
False |
False |
128,385 |
| 100 |
177-11 |
159-20 |
17-23 |
10.3% |
1-08 |
0.7% |
67% |
False |
False |
102,708 |
| 120 |
177-11 |
159-06 |
18-05 |
10.6% |
1-03 |
0.6% |
68% |
False |
False |
85,591 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
179-10 |
|
2.618 |
176-13 |
|
1.618 |
174-20 |
|
1.000 |
173-17 |
|
0.618 |
172-27 |
|
HIGH |
171-24 |
|
0.618 |
171-02 |
|
0.500 |
170-28 |
|
0.382 |
170-21 |
|
LOW |
169-31 |
|
0.618 |
168-28 |
|
1.000 |
168-06 |
|
1.618 |
167-03 |
|
2.618 |
165-10 |
|
4.250 |
162-13 |
|
|
| Fisher Pivots for day following 21-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
171-08 |
171-14 |
| PP |
171-02 |
171-12 |
| S1 |
170-28 |
171-10 |
|