ECBOT 30 Year Treasury Bond Future September 2016
Trading Metrics calculated at close of trading on 18-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2016 |
18-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
171-06 |
171-29 |
0-23 |
0.4% |
171-12 |
High |
172-02 |
172-08 |
0-06 |
0.1% |
173-30 |
Low |
170-28 |
171-09 |
0-13 |
0.2% |
170-26 |
Close |
171-19 |
171-29 |
0-10 |
0.2% |
172-31 |
Range |
1-06 |
0-31 |
-0-07 |
-18.4% |
3-04 |
ATR |
1-24 |
1-22 |
-0-02 |
-3.2% |
0-00 |
Volume |
196,186 |
180,086 |
-16,100 |
-8.2% |
943,710 |
|
Daily Pivots for day following 18-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
174-23 |
174-09 |
172-14 |
|
R3 |
173-24 |
173-10 |
172-06 |
|
R2 |
172-25 |
172-25 |
172-03 |
|
R1 |
172-11 |
172-11 |
172-00 |
172-12 |
PP |
171-26 |
171-26 |
171-26 |
171-27 |
S1 |
171-12 |
171-12 |
171-26 |
171-14 |
S2 |
170-27 |
170-27 |
171-23 |
|
S3 |
169-28 |
170-13 |
171-20 |
|
S4 |
168-29 |
169-14 |
171-12 |
|
|
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 |
170-28 |
3-02 |
1.8% |
1-16 |
0.9% |
34% |
False |
False |
203,349 |
10 |
173-30 |
170-26 |
3-04 |
1.8% |
1-18 |
0.9% |
35% |
False |
False |
198,716 |
20 |
174-22 |
170-22 |
4-00 |
2.3% |
1-22 |
1.0% |
30% |
False |
False |
213,391 |
40 |
177-11 |
165-25 |
11-18 |
6.7% |
1-31 |
1.1% |
53% |
False |
False |
238,728 |
60 |
177-11 |
161-23 |
15-20 |
9.1% |
1-23 |
1.0% |
65% |
False |
False |
237,835 |
80 |
177-11 |
160-01 |
17-10 |
10.1% |
1-20 |
0.9% |
69% |
False |
False |
181,686 |
100 |
177-11 |
159-20 |
17-23 |
10.3% |
1-17 |
0.9% |
69% |
False |
False |
145,386 |
120 |
177-11 |
159-20 |
17-23 |
10.3% |
1-10 |
0.8% |
69% |
False |
False |
121,156 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
176-12 |
2.618 |
174-25 |
1.618 |
173-26 |
1.000 |
173-07 |
0.618 |
172-27 |
HIGH |
172-08 |
0.618 |
171-28 |
0.500 |
171-24 |
0.382 |
171-21 |
LOW |
171-09 |
0.618 |
170-22 |
1.000 |
170-10 |
1.618 |
169-23 |
2.618 |
168-24 |
4.250 |
167-05 |
|
|
Fisher Pivots for day following 18-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
171-28 |
171-27 |
PP |
171-26 |
171-24 |
S1 |
171-24 |
171-22 |
|