ECBOT 30 Year Treasury Bond Future September 2016
| Trading Metrics calculated at close of trading on 04-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2016 |
04-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
171-31 |
172-05 |
0-06 |
0.1% |
171-25 |
| High |
172-21 |
173-26 |
1-05 |
0.7% |
174-22 |
| Low |
171-14 |
171-25 |
0-11 |
0.2% |
170-31 |
| Close |
172-05 |
173-05 |
1-00 |
0.6% |
174-14 |
| Range |
1-07 |
2-01 |
0-26 |
66.7% |
3-23 |
| ATR |
1-28 |
1-29 |
0-00 |
0.6% |
0-00 |
| Volume |
203,141 |
222,315 |
19,174 |
9.4% |
1,130,397 |
|
| Daily Pivots for day following 04-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
179-00 |
178-04 |
174-09 |
|
| R3 |
176-31 |
176-03 |
173-23 |
|
| R2 |
174-30 |
174-30 |
173-17 |
|
| R1 |
174-02 |
174-02 |
173-11 |
174-16 |
| PP |
172-29 |
172-29 |
172-29 |
173-04 |
| S1 |
172-01 |
172-01 |
172-31 |
172-15 |
| S2 |
170-28 |
170-28 |
172-25 |
|
| S3 |
168-27 |
170-00 |
172-19 |
|
| S4 |
166-26 |
167-31 |
172-01 |
|
|
| Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
184-17 |
183-06 |
176-15 |
|
| R3 |
180-26 |
179-15 |
175-15 |
|
| R2 |
177-03 |
177-03 |
175-04 |
|
| R1 |
175-24 |
175-24 |
174-25 |
176-14 |
| PP |
173-12 |
173-12 |
173-12 |
173-22 |
| S1 |
172-01 |
172-01 |
174-03 |
172-22 |
| S2 |
169-21 |
169-21 |
173-24 |
|
| S3 |
165-30 |
168-10 |
173-13 |
|
| S4 |
162-07 |
164-19 |
172-13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
174-22 |
171-04 |
3-18 |
2.1% |
2-00 |
1.2% |
57% |
False |
False |
251,476 |
| 10 |
174-22 |
170-22 |
4-00 |
2.3% |
1-26 |
1.0% |
62% |
False |
False |
228,067 |
| 20 |
177-11 |
169-31 |
7-12 |
4.3% |
1-27 |
1.1% |
43% |
False |
False |
229,794 |
| 40 |
177-11 |
165-25 |
11-18 |
6.7% |
1-28 |
1.1% |
64% |
False |
False |
247,777 |
| 60 |
177-11 |
161-23 |
15-20 |
9.0% |
1-22 |
1.0% |
73% |
False |
False |
209,022 |
| 80 |
177-11 |
159-20 |
17-23 |
10.2% |
1-19 |
0.9% |
76% |
False |
False |
156,880 |
| 100 |
177-11 |
159-20 |
17-23 |
10.2% |
1-13 |
0.8% |
76% |
False |
False |
125,515 |
| 120 |
177-11 |
159-20 |
17-23 |
10.2% |
1-07 |
0.7% |
76% |
False |
False |
104,596 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
182-14 |
|
2.618 |
179-04 |
|
1.618 |
177-03 |
|
1.000 |
175-27 |
|
0.618 |
175-02 |
|
HIGH |
173-26 |
|
0.618 |
173-01 |
|
0.500 |
172-26 |
|
0.382 |
172-18 |
|
LOW |
171-25 |
|
0.618 |
170-17 |
|
1.000 |
169-24 |
|
1.618 |
168-16 |
|
2.618 |
166-15 |
|
4.250 |
163-05 |
|
|
| Fisher Pivots for day following 04-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
173-01 |
172-30 |
| PP |
172-29 |
172-22 |
| S1 |
172-26 |
172-15 |
|