ECBOT 30 Year Treasury Bond Future September 2016
| Trading Metrics calculated at close of trading on 22-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2016 |
22-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
172-00 |
170-30 |
-1-02 |
-0.6% |
173-03 |
| High |
172-01 |
172-16 |
0-15 |
0.3% |
173-12 |
| Low |
170-14 |
170-21 |
0-07 |
0.1% |
170-14 |
| Close |
171-03 |
172-12 |
1-09 |
0.7% |
171-03 |
| Range |
1-19 |
1-27 |
0-08 |
15.7% |
2-30 |
| ATR |
1-22 |
1-23 |
0-00 |
0.6% |
0-00 |
| Volume |
195,488 |
190,994 |
-4,494 |
-2.3% |
991,878 |
|
| Daily Pivots for day following 22-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
177-12 |
176-23 |
173-12 |
|
| R3 |
175-17 |
174-28 |
172-28 |
|
| R2 |
173-22 |
173-22 |
172-23 |
|
| R1 |
173-01 |
173-01 |
172-17 |
173-12 |
| PP |
171-27 |
171-27 |
171-27 |
172-00 |
| S1 |
171-06 |
171-06 |
172-07 |
171-16 |
| S2 |
170-00 |
170-00 |
172-01 |
|
| S3 |
168-05 |
169-11 |
171-28 |
|
| S4 |
166-10 |
167-16 |
171-12 |
|
|
| Weekly Pivots for week ending 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
180-14 |
178-23 |
172-23 |
|
| R3 |
177-16 |
175-25 |
171-29 |
|
| R2 |
174-18 |
174-18 |
171-20 |
|
| R1 |
172-27 |
172-27 |
171-12 |
172-08 |
| PP |
171-20 |
171-20 |
171-20 |
171-11 |
| S1 |
169-29 |
169-29 |
170-26 |
169-10 |
| S2 |
168-22 |
168-22 |
170-18 |
|
| S3 |
165-24 |
166-31 |
170-09 |
|
| S4 |
162-26 |
164-01 |
169-15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
172-16 |
170-14 |
2-02 |
1.2% |
1-13 |
0.8% |
94% |
True |
False |
205,137 |
| 10 |
173-30 |
170-14 |
3-16 |
2.0% |
1-18 |
0.9% |
55% |
False |
False |
195,958 |
| 20 |
174-22 |
170-14 |
4-08 |
2.5% |
1-23 |
1.0% |
46% |
False |
False |
214,976 |
| 40 |
177-11 |
169-31 |
7-12 |
4.3% |
1-26 |
1.1% |
33% |
False |
False |
230,762 |
| 60 |
177-11 |
161-23 |
15-20 |
9.1% |
1-24 |
1.0% |
68% |
False |
False |
236,303 |
| 80 |
177-11 |
160-15 |
16-28 |
9.8% |
1-21 |
1.0% |
71% |
False |
False |
186,502 |
| 100 |
177-11 |
159-20 |
17-23 |
10.3% |
1-17 |
0.9% |
72% |
False |
False |
149,251 |
| 120 |
177-11 |
159-20 |
17-23 |
10.3% |
1-11 |
0.8% |
72% |
False |
False |
124,376 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
180-11 |
|
2.618 |
177-10 |
|
1.618 |
175-15 |
|
1.000 |
174-11 |
|
0.618 |
173-20 |
|
HIGH |
172-16 |
|
0.618 |
171-25 |
|
0.500 |
171-18 |
|
0.382 |
171-12 |
|
LOW |
170-21 |
|
0.618 |
169-17 |
|
1.000 |
168-26 |
|
1.618 |
167-22 |
|
2.618 |
165-27 |
|
4.250 |
162-26 |
|
|
| Fisher Pivots for day following 22-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
172-04 |
172-02 |
| PP |
171-27 |
171-25 |
| S1 |
171-18 |
171-15 |
|