ECBOT 30 Year Treasury Bond Future September 2016
| Trading Metrics calculated at close of trading on 16-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2016 |
16-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
173-03 |
171-21 |
-1-14 |
-0.8% |
171-12 |
| High |
173-12 |
172-16 |
-0-28 |
-0.5% |
173-30 |
| Low |
171-17 |
171-01 |
-0-16 |
-0.3% |
170-26 |
| Close |
171-24 |
171-03 |
-0-21 |
-0.4% |
172-31 |
| Range |
1-27 |
1-15 |
-0-12 |
-20.3% |
3-04 |
| ATR |
1-26 |
1-26 |
-0-01 |
-1.4% |
0-00 |
| Volume |
157,184 |
262,934 |
105,750 |
67.3% |
943,710 |
|
| Daily Pivots for day following 16-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
175-30 |
175-00 |
171-29 |
|
| R3 |
174-15 |
173-17 |
171-16 |
|
| R2 |
173-00 |
173-00 |
171-12 |
|
| R1 |
172-02 |
172-02 |
171-07 |
171-26 |
| PP |
171-17 |
171-17 |
171-17 |
171-13 |
| S1 |
170-19 |
170-19 |
170-31 |
170-10 |
| S2 |
170-02 |
170-02 |
170-26 |
|
| S3 |
168-19 |
169-04 |
170-22 |
|
| S4 |
167-04 |
167-21 |
170-09 |
|
|
| 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 |
171-01 |
2-29 |
1.7% |
1-22 |
1.0% |
2% |
False |
True |
205,610 |
| 10 |
173-30 |
170-26 |
3-04 |
1.8% |
1-21 |
1.0% |
9% |
False |
False |
203,634 |
| 20 |
174-22 |
169-31 |
4-23 |
2.8% |
1-23 |
1.0% |
24% |
False |
False |
215,141 |
| 40 |
177-11 |
165-25 |
11-18 |
6.8% |
1-31 |
1.1% |
46% |
False |
False |
237,809 |
| 60 |
177-11 |
161-23 |
15-20 |
9.1% |
1-23 |
1.0% |
60% |
False |
False |
235,299 |
| 80 |
177-11 |
159-20 |
17-23 |
10.4% |
1-20 |
1.0% |
65% |
False |
False |
176,995 |
| 100 |
177-11 |
159-20 |
17-23 |
10.4% |
1-16 |
0.9% |
65% |
False |
False |
141,624 |
| 120 |
177-11 |
159-20 |
17-23 |
10.4% |
1-10 |
0.8% |
65% |
False |
False |
118,020 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
178-24 |
|
2.618 |
176-11 |
|
1.618 |
174-28 |
|
1.000 |
173-31 |
|
0.618 |
173-13 |
|
HIGH |
172-16 |
|
0.618 |
171-30 |
|
0.500 |
171-24 |
|
0.382 |
171-19 |
|
LOW |
171-01 |
|
0.618 |
170-04 |
|
1.000 |
169-18 |
|
1.618 |
168-21 |
|
2.618 |
167-06 |
|
4.250 |
164-25 |
|
|
| Fisher Pivots for day following 16-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
171-24 |
172-16 |
| PP |
171-17 |
172-01 |
| S1 |
171-10 |
171-18 |
|