ECBOT 30 Year Treasury Bond Future September 2016
| Trading Metrics calculated at close of trading on 09-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2016 |
09-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
171-12 |
171-15 |
0-03 |
0.1% |
174-18 |
| High |
171-24 |
172-30 |
1-06 |
0.7% |
174-19 |
| Low |
170-26 |
171-08 |
0-14 |
0.3% |
171-04 |
| Close |
171-21 |
172-23 |
1-02 |
0.6% |
171-18 |
| Range |
0-30 |
1-22 |
0-24 |
80.0% |
3-15 |
| ATR |
1-27 |
1-27 |
0-00 |
-0.6% |
0-00 |
| Volume |
167,001 |
168,777 |
1,776 |
1.1% |
1,188,359 |
|
| Daily Pivots for day following 09-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
177-12 |
176-23 |
173-21 |
|
| R3 |
175-22 |
175-01 |
173-06 |
|
| R2 |
174-00 |
174-00 |
173-01 |
|
| R1 |
173-11 |
173-11 |
172-28 |
173-22 |
| PP |
172-10 |
172-10 |
172-10 |
172-15 |
| S1 |
171-21 |
171-21 |
172-18 |
172-00 |
| S2 |
170-20 |
170-20 |
172-13 |
|
| S3 |
168-30 |
169-31 |
172-08 |
|
| S4 |
167-08 |
168-09 |
171-25 |
|
|
| 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% |
1-20 |
0.9% |
64% |
False |
False |
201,659 |
| 10 |
174-22 |
170-26 |
3-28 |
2.2% |
1-28 |
1.1% |
49% |
False |
False |
229,567 |
| 20 |
175-07 |
169-31 |
5-08 |
3.0% |
1-24 |
1.0% |
52% |
False |
False |
219,497 |
| 40 |
177-11 |
165-25 |
11-18 |
6.7% |
1-29 |
1.1% |
60% |
False |
False |
243,170 |
| 60 |
177-11 |
161-23 |
15-20 |
9.0% |
1-23 |
1.0% |
70% |
False |
False |
218,690 |
| 80 |
177-11 |
159-20 |
17-23 |
10.3% |
1-19 |
0.9% |
74% |
False |
False |
164,156 |
| 100 |
177-11 |
159-20 |
17-23 |
10.3% |
1-14 |
0.8% |
74% |
False |
False |
131,343 |
| 120 |
177-11 |
159-20 |
17-23 |
10.3% |
1-08 |
0.7% |
74% |
False |
False |
109,453 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
180-04 |
|
2.618 |
177-11 |
|
1.618 |
175-21 |
|
1.000 |
174-20 |
|
0.618 |
173-31 |
|
HIGH |
172-30 |
|
0.618 |
172-09 |
|
0.500 |
172-03 |
|
0.382 |
171-29 |
|
LOW |
171-08 |
|
0.618 |
170-07 |
|
1.000 |
169-18 |
|
1.618 |
168-17 |
|
2.618 |
166-27 |
|
4.250 |
164-02 |
|
|
| Fisher Pivots for day following 09-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
172-16 |
172-18 |
| PP |
172-10 |
172-13 |
| S1 |
172-03 |
172-08 |
|