ECBOT 30 Year Treasury Bond Future December 2016
| Trading Metrics calculated at close of trading on 26-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2016 |
26-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
169-31 |
170-21 |
0-22 |
0.4% |
170-22 |
| High |
170-20 |
171-07 |
0-19 |
0.3% |
171-02 |
| Low |
169-25 |
169-25 |
0-00 |
0.0% |
168-19 |
| Close |
170-03 |
170-13 |
0-10 |
0.2% |
170-06 |
| Range |
0-27 |
1-14 |
0-19 |
70.4% |
2-15 |
| ATR |
1-15 |
1-15 |
0-00 |
-0.2% |
0-00 |
| Volume |
51 |
62 |
11 |
21.6% |
573 |
|
| Daily Pivots for day following 26-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
174-25 |
174-01 |
171-06 |
|
| R3 |
173-11 |
172-19 |
170-26 |
|
| R2 |
171-29 |
171-29 |
170-21 |
|
| R1 |
171-05 |
171-05 |
170-17 |
170-26 |
| PP |
170-15 |
170-15 |
170-15 |
170-10 |
| S1 |
169-23 |
169-23 |
170-09 |
169-12 |
| S2 |
169-01 |
169-01 |
170-05 |
|
| S3 |
167-19 |
168-09 |
170-00 |
|
| S4 |
166-05 |
166-27 |
169-20 |
|
|
| Weekly Pivots for week ending 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
177-11 |
176-08 |
171-17 |
|
| R3 |
174-28 |
173-25 |
170-28 |
|
| R2 |
172-13 |
172-13 |
170-20 |
|
| R1 |
171-10 |
171-10 |
170-13 |
170-20 |
| PP |
169-30 |
169-30 |
169-30 |
169-20 |
| S1 |
168-27 |
168-27 |
169-31 |
168-05 |
| S2 |
167-15 |
167-15 |
169-24 |
|
| S3 |
165-00 |
166-12 |
169-16 |
|
| S4 |
162-17 |
163-29 |
168-27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
171-07 |
168-19 |
2-20 |
1.5% |
1-11 |
0.8% |
69% |
True |
False |
85 |
| 10 |
173-22 |
168-19 |
5-03 |
3.0% |
1-15 |
0.9% |
36% |
False |
False |
92 |
| 20 |
175-19 |
168-19 |
7-00 |
4.1% |
1-15 |
0.9% |
26% |
False |
False |
69 |
| 40 |
175-19 |
162-02 |
13-17 |
7.9% |
0-28 |
0.5% |
62% |
False |
False |
36 |
| 60 |
175-19 |
159-18 |
16-01 |
9.4% |
0-19 |
0.4% |
68% |
False |
False |
24 |
| 80 |
175-19 |
158-20 |
16-31 |
10.0% |
0-14 |
0.3% |
69% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
177-11 |
|
2.618 |
174-31 |
|
1.618 |
173-17 |
|
1.000 |
172-21 |
|
0.618 |
172-03 |
|
HIGH |
171-07 |
|
0.618 |
170-21 |
|
0.500 |
170-16 |
|
0.382 |
170-11 |
|
LOW |
169-25 |
|
0.618 |
168-29 |
|
1.000 |
168-11 |
|
1.618 |
167-15 |
|
2.618 |
166-01 |
|
4.250 |
163-22 |
|
|
| Fisher Pivots for day following 26-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
170-16 |
170-11 |
| PP |
170-15 |
170-10 |
| S1 |
170-14 |
170-08 |
|