ECBOT 30 Year Treasury Bond Future September 2016
Trading Metrics calculated at close of trading on 10-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2016 |
10-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
171-15 |
172-20 |
1-05 |
0.7% |
174-18 |
High |
172-30 |
173-22 |
0-24 |
0.4% |
174-19 |
Low |
171-08 |
172-18 |
1-10 |
0.8% |
171-04 |
Close |
172-23 |
173-15 |
0-24 |
0.4% |
171-18 |
Range |
1-22 |
1-04 |
-0-18 |
-33.3% |
3-15 |
ATR |
1-27 |
1-25 |
-0-02 |
-2.8% |
0-00 |
Volume |
168,777 |
179,521 |
10,744 |
6.4% |
1,188,359 |
|
Daily Pivots for day following 10-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
176-20 |
176-05 |
174-03 |
|
R3 |
175-16 |
175-01 |
173-25 |
|
R2 |
174-12 |
174-12 |
173-22 |
|
R1 |
173-29 |
173-29 |
173-18 |
174-04 |
PP |
173-08 |
173-08 |
173-08 |
173-11 |
S1 |
172-25 |
172-25 |
173-12 |
173-00 |
S2 |
172-04 |
172-04 |
173-08 |
|
S3 |
171-00 |
171-21 |
173-05 |
|
S4 |
169-28 |
170-17 |
172-27 |
|
|
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% |
89% |
False |
False |
196,935 |
10 |
174-22 |
170-26 |
3-28 |
2.2% |
1-23 |
1.0% |
69% |
False |
False |
223,392 |
20 |
175-04 |
169-31 |
5-05 |
3.0% |
1-23 |
1.0% |
68% |
False |
False |
215,979 |
40 |
177-11 |
165-25 |
11-18 |
6.7% |
1-29 |
1.1% |
66% |
False |
False |
240,200 |
60 |
177-11 |
161-23 |
15-20 |
9.0% |
1-23 |
1.0% |
75% |
False |
False |
221,653 |
80 |
177-11 |
159-20 |
17-23 |
10.2% |
1-19 |
0.9% |
78% |
False |
False |
166,399 |
100 |
177-11 |
159-20 |
17-23 |
10.2% |
1-15 |
0.8% |
78% |
False |
False |
133,139 |
120 |
177-11 |
159-20 |
17-23 |
10.2% |
1-08 |
0.7% |
78% |
False |
False |
110,949 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
178-15 |
2.618 |
176-20 |
1.618 |
175-16 |
1.000 |
174-26 |
0.618 |
174-12 |
HIGH |
173-22 |
0.618 |
173-08 |
0.500 |
173-04 |
0.382 |
173-00 |
LOW |
172-18 |
0.618 |
171-28 |
1.000 |
171-14 |
1.618 |
170-24 |
2.618 |
169-20 |
4.250 |
167-25 |
|
|
Fisher Pivots for day following 10-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
173-11 |
173-02 |
PP |
173-08 |
172-21 |
S1 |
173-04 |
172-08 |
|