ECBOT 30 Year Treasury Bond Future September 2016
| Trading Metrics calculated at close of trading on 15-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2016 |
15-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
172-01 |
173-03 |
1-02 |
0.6% |
171-12 |
| High |
173-30 |
173-12 |
-0-18 |
-0.3% |
173-30 |
| Low |
171-28 |
171-17 |
-0-11 |
-0.2% |
170-26 |
| Close |
172-31 |
171-24 |
-1-07 |
-0.7% |
172-31 |
| Range |
2-02 |
1-27 |
-0-07 |
-10.6% |
3-04 |
| ATR |
1-26 |
1-26 |
0-00 |
0.1% |
0-00 |
| Volume |
220,359 |
157,184 |
-63,175 |
-28.7% |
943,710 |
|
| Daily Pivots for day following 15-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
177-24 |
176-19 |
172-24 |
|
| R3 |
175-29 |
174-24 |
172-08 |
|
| R2 |
174-02 |
174-02 |
172-03 |
|
| R1 |
172-29 |
172-29 |
171-29 |
172-18 |
| PP |
172-07 |
172-07 |
172-07 |
172-02 |
| S1 |
171-02 |
171-02 |
171-19 |
170-23 |
| S2 |
170-12 |
170-12 |
171-13 |
|
| S3 |
168-17 |
169-07 |
171-08 |
|
| S4 |
166-22 |
167-12 |
170-24 |
|
|
| Weekly Pivots for week ending 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
181-30 |
180-19 |
174-22 |
|
| R3 |
178-26 |
177-15 |
173-26 |
|
| R2 |
175-22 |
175-22 |
173-17 |
|
| R1 |
174-11 |
174-11 |
173-08 |
175-00 |
| PP |
172-18 |
172-18 |
172-18 |
172-29 |
| S1 |
171-07 |
171-07 |
172-22 |
171-28 |
| S2 |
169-14 |
169-14 |
172-13 |
|
| S3 |
166-10 |
168-03 |
172-04 |
|
| S4 |
163-06 |
164-31 |
171-08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
173-30 |
171-08 |
2-22 |
1.6% |
1-23 |
1.0% |
19% |
False |
False |
186,778 |
| 10 |
173-30 |
170-26 |
3-04 |
1.8% |
1-23 |
1.0% |
30% |
False |
False |
207,052 |
| 20 |
174-22 |
169-31 |
4-23 |
2.7% |
1-22 |
1.0% |
38% |
False |
False |
210,339 |
| 40 |
177-11 |
165-25 |
11-18 |
6.7% |
1-30 |
1.1% |
52% |
False |
False |
236,550 |
| 60 |
177-11 |
161-23 |
15-20 |
9.1% |
1-23 |
1.0% |
64% |
False |
False |
231,108 |
| 80 |
177-11 |
159-20 |
17-23 |
10.3% |
1-20 |
0.9% |
68% |
False |
False |
173,714 |
| 100 |
177-11 |
159-20 |
17-23 |
10.3% |
1-16 |
0.9% |
68% |
False |
False |
138,994 |
| 120 |
177-11 |
159-20 |
17-23 |
10.3% |
1-10 |
0.8% |
68% |
False |
False |
115,829 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
181-07 |
|
2.618 |
178-06 |
|
1.618 |
176-11 |
|
1.000 |
175-07 |
|
0.618 |
174-16 |
|
HIGH |
173-12 |
|
0.618 |
172-21 |
|
0.500 |
172-14 |
|
0.382 |
172-08 |
|
LOW |
171-17 |
|
0.618 |
170-13 |
|
1.000 |
169-22 |
|
1.618 |
168-18 |
|
2.618 |
166-23 |
|
4.250 |
163-22 |
|
|
| Fisher Pivots for day following 15-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
172-14 |
172-24 |
| PP |
172-07 |
172-13 |
| S1 |
172-00 |
172-02 |
|