ECBOT 30 Year Treasury Bond Future September 2016
| Trading Metrics calculated at close of trading on 11-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2016 |
11-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
172-20 |
173-13 |
0-25 |
0.5% |
174-18 |
| High |
173-22 |
173-16 |
-0-06 |
-0.1% |
174-19 |
| Low |
172-18 |
171-19 |
-0-31 |
-0.6% |
171-04 |
| Close |
173-15 |
171-25 |
-1-22 |
-1.0% |
171-18 |
| Range |
1-04 |
1-29 |
0-25 |
69.4% |
3-15 |
| ATR |
1-25 |
1-26 |
0-00 |
0.5% |
0-00 |
| Volume |
179,521 |
208,052 |
28,531 |
15.9% |
1,188,359 |
|
| Daily Pivots for day following 11-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
178-00 |
176-26 |
172-27 |
|
| R3 |
176-03 |
174-29 |
172-10 |
|
| R2 |
174-06 |
174-06 |
172-04 |
|
| R1 |
173-00 |
173-00 |
171-31 |
172-20 |
| PP |
172-09 |
172-09 |
172-09 |
172-04 |
| S1 |
171-03 |
171-03 |
171-19 |
170-24 |
| S2 |
170-12 |
170-12 |
171-14 |
|
| S3 |
168-15 |
169-06 |
171-08 |
|
| S4 |
166-18 |
167-09 |
170-23 |
|
|
| 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 |
173-22 |
170-26 |
2-28 |
1.7% |
1-19 |
0.9% |
34% |
False |
False |
194,082 |
| 10 |
174-22 |
170-26 |
3-28 |
2.3% |
1-26 |
1.0% |
25% |
False |
False |
222,779 |
| 20 |
174-22 |
169-31 |
4-23 |
2.7% |
1-22 |
1.0% |
38% |
False |
False |
211,791 |
| 40 |
177-11 |
165-25 |
11-18 |
6.7% |
1-30 |
1.1% |
52% |
False |
False |
239,823 |
| 60 |
177-11 |
161-23 |
15-20 |
9.1% |
1-23 |
1.0% |
64% |
False |
False |
225,087 |
| 80 |
177-11 |
159-20 |
17-23 |
10.3% |
1-20 |
0.9% |
69% |
False |
False |
169,000 |
| 100 |
177-11 |
159-20 |
17-23 |
10.3% |
1-15 |
0.9% |
69% |
False |
False |
135,219 |
| 120 |
177-11 |
159-20 |
17-23 |
10.3% |
1-09 |
0.7% |
69% |
False |
False |
112,683 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
181-19 |
|
2.618 |
178-16 |
|
1.618 |
176-19 |
|
1.000 |
175-13 |
|
0.618 |
174-22 |
|
HIGH |
173-16 |
|
0.618 |
172-25 |
|
0.500 |
172-18 |
|
0.382 |
172-10 |
|
LOW |
171-19 |
|
0.618 |
170-13 |
|
1.000 |
169-22 |
|
1.618 |
168-16 |
|
2.618 |
166-19 |
|
4.250 |
163-16 |
|
|
| Fisher Pivots for day following 11-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
172-18 |
172-15 |
| PP |
172-09 |
172-08 |
| S1 |
172-01 |
172-00 |
|