ECBOT 30 Year Treasury Bond Future September 2016
Trading Metrics calculated at close of trading on 07-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2016 |
07-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
175-27 |
176-08 |
0-13 |
0.2% |
171-04 |
High |
177-04 |
176-22 |
-0-14 |
-0.2% |
175-11 |
Low |
175-17 |
175-09 |
-0-08 |
-0.1% |
170-28 |
Close |
175-28 |
176-08 |
0-12 |
0.2% |
173-22 |
Range |
1-19 |
1-13 |
-0-06 |
-11.8% |
4-15 |
ATR |
2-01 |
1-31 |
-0-01 |
-2.2% |
0-00 |
Volume |
291,388 |
251,017 |
-40,371 |
-13.9% |
1,470,628 |
|
Daily Pivots for day following 07-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
180-09 |
179-22 |
177-01 |
|
R3 |
178-28 |
178-09 |
176-20 |
|
R2 |
177-15 |
177-15 |
176-16 |
|
R1 |
176-28 |
176-28 |
176-12 |
176-30 |
PP |
176-02 |
176-02 |
176-02 |
176-04 |
S1 |
175-15 |
175-15 |
176-04 |
175-18 |
S2 |
174-21 |
174-21 |
176-00 |
|
S3 |
173-08 |
174-02 |
175-28 |
|
S4 |
171-27 |
172-21 |
175-15 |
|
|
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 |
177-04 |
171-01 |
6-03 |
3.5% |
2-07 |
1.3% |
86% |
False |
False |
298,381 |
10 |
177-04 |
165-25 |
11-11 |
6.4% |
2-20 |
1.5% |
92% |
False |
False |
296,610 |
20 |
177-04 |
165-25 |
11-11 |
6.4% |
1-29 |
1.1% |
92% |
False |
False |
265,761 |
40 |
177-04 |
161-23 |
15-13 |
8.7% |
1-20 |
0.9% |
94% |
False |
False |
198,637 |
60 |
177-04 |
159-20 |
17-16 |
9.9% |
1-16 |
0.9% |
95% |
False |
False |
132,576 |
80 |
177-04 |
159-20 |
17-16 |
9.9% |
1-10 |
0.7% |
95% |
False |
False |
99,446 |
100 |
177-04 |
159-20 |
17-16 |
9.9% |
1-03 |
0.6% |
95% |
False |
False |
79,557 |
120 |
177-04 |
157-21 |
19-15 |
11.0% |
0-30 |
0.5% |
96% |
False |
False |
66,297 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
182-21 |
2.618 |
180-12 |
1.618 |
178-31 |
1.000 |
178-03 |
0.618 |
177-18 |
HIGH |
176-22 |
0.618 |
176-05 |
0.500 |
176-00 |
0.382 |
175-26 |
LOW |
175-09 |
0.618 |
174-13 |
1.000 |
173-28 |
1.618 |
173-00 |
2.618 |
171-19 |
4.250 |
169-10 |
|
|
Fisher Pivots for day following 07-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
176-05 |
175-31 |
PP |
176-02 |
175-23 |
S1 |
176-00 |
175-14 |
|