ECBOT 30 Year Treasury Bond Future September 2016
Trading Metrics calculated at close of trading on 08-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2016 |
08-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
173-10 |
171-12 |
-1-30 |
-1.1% |
174-18 |
High |
173-21 |
171-24 |
-1-29 |
-1.1% |
174-19 |
Low |
171-11 |
170-26 |
-0-17 |
-0.3% |
171-04 |
Close |
171-18 |
171-21 |
0-03 |
0.1% |
171-18 |
Range |
2-10 |
0-30 |
-1-12 |
-59.5% |
3-15 |
ATR |
1-30 |
1-27 |
-0-02 |
-3.7% |
0-00 |
Volume |
247,061 |
167,001 |
-80,060 |
-32.4% |
1,188,359 |
|
Daily Pivots for day following 08-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
174-07 |
173-28 |
172-06 |
|
R3 |
173-09 |
172-30 |
171-29 |
|
R2 |
172-11 |
172-11 |
171-26 |
|
R1 |
172-00 |
172-00 |
171-24 |
172-06 |
PP |
171-13 |
171-13 |
171-13 |
171-16 |
S1 |
171-02 |
171-02 |
171-18 |
171-08 |
S2 |
170-15 |
170-15 |
171-16 |
|
S3 |
169-17 |
170-04 |
171-13 |
|
S4 |
168-19 |
169-06 |
171-04 |
|
|
Weekly Pivots for week ending 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
182-27 |
180-21 |
173-15 |
|
R3 |
179-12 |
177-06 |
172-17 |
|
R2 |
175-29 |
175-29 |
172-06 |
|
R1 |
173-23 |
173-23 |
171-28 |
173-02 |
PP |
172-14 |
172-14 |
172-14 |
172-03 |
S1 |
170-08 |
170-08 |
171-08 |
169-20 |
S2 |
168-31 |
168-31 |
170-30 |
|
S3 |
165-16 |
166-25 |
170-19 |
|
S4 |
162-01 |
163-10 |
169-21 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
173-26 |
170-26 |
3-00 |
1.7% |
1-22 |
1.0% |
28% |
False |
True |
227,326 |
10 |
174-22 |
170-26 |
3-28 |
2.3% |
1-28 |
1.1% |
22% |
False |
True |
233,995 |
20 |
176-07 |
169-31 |
6-08 |
3.6% |
1-26 |
1.1% |
27% |
False |
False |
226,749 |
40 |
177-11 |
165-25 |
11-18 |
6.7% |
1-28 |
1.1% |
51% |
False |
False |
244,441 |
60 |
177-11 |
161-23 |
15-20 |
9.1% |
1-22 |
1.0% |
64% |
False |
False |
215,889 |
80 |
177-11 |
159-20 |
17-23 |
10.3% |
1-19 |
0.9% |
68% |
False |
False |
162,047 |
100 |
177-11 |
159-20 |
17-23 |
10.3% |
1-14 |
0.8% |
68% |
False |
False |
129,656 |
120 |
177-11 |
159-20 |
17-23 |
10.3% |
1-07 |
0.7% |
68% |
False |
False |
108,047 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
175-24 |
2.618 |
174-07 |
1.618 |
173-09 |
1.000 |
172-22 |
0.618 |
172-11 |
HIGH |
171-24 |
0.618 |
171-13 |
0.500 |
171-09 |
0.382 |
171-05 |
LOW |
170-26 |
0.618 |
170-07 |
1.000 |
169-28 |
1.618 |
169-09 |
2.618 |
168-11 |
4.250 |
166-26 |
|
|
Fisher Pivots for day following 08-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
171-17 |
172-10 |
PP |
171-13 |
172-03 |
S1 |
171-09 |
171-28 |
|