ECBOT 30 Year Treasury Bond Future September 2016
Trading Metrics calculated at close of trading on 24-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2016 |
24-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
172-11 |
172-22 |
0-11 |
0.2% |
173-03 |
High |
173-01 |
172-26 |
-0-07 |
-0.1% |
173-12 |
Low |
171-21 |
171-28 |
0-07 |
0.1% |
170-14 |
Close |
172-14 |
172-08 |
-0-06 |
-0.1% |
171-03 |
Range |
1-12 |
0-30 |
-0-14 |
-31.8% |
2-30 |
ATR |
1-22 |
1-20 |
-0-02 |
-3.2% |
0-00 |
Volume |
227,810 |
229,275 |
1,465 |
0.6% |
991,878 |
|
Daily Pivots for day following 24-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
175-04 |
174-20 |
172-24 |
|
R3 |
174-06 |
173-22 |
172-16 |
|
R2 |
173-08 |
173-08 |
172-14 |
|
R1 |
172-24 |
172-24 |
172-11 |
172-17 |
PP |
172-10 |
172-10 |
172-10 |
172-06 |
S1 |
171-26 |
171-26 |
172-05 |
171-19 |
S2 |
171-12 |
171-12 |
172-02 |
|
S3 |
170-14 |
170-28 |
172-00 |
|
S4 |
169-16 |
169-30 |
171-24 |
|
|
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 |
173-01 |
170-14 |
2-19 |
1.5% |
1-11 |
0.8% |
70% |
False |
False |
204,730 |
10 |
173-30 |
170-14 |
3-16 |
2.0% |
1-17 |
0.9% |
52% |
False |
False |
206,836 |
20 |
174-22 |
170-14 |
4-08 |
2.5% |
1-20 |
0.9% |
43% |
False |
False |
215,114 |
40 |
177-11 |
169-31 |
7-12 |
4.3% |
1-25 |
1.0% |
31% |
False |
False |
229,397 |
60 |
177-11 |
162-25 |
14-18 |
8.5% |
1-24 |
1.0% |
65% |
False |
False |
236,091 |
80 |
177-11 |
160-28 |
16-15 |
9.6% |
1-20 |
0.9% |
69% |
False |
False |
192,197 |
100 |
177-11 |
159-20 |
17-23 |
10.3% |
1-18 |
0.9% |
71% |
False |
False |
153,821 |
120 |
177-11 |
159-20 |
17-23 |
10.3% |
1-12 |
0.8% |
71% |
False |
False |
128,185 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
176-26 |
2.618 |
175-09 |
1.618 |
174-11 |
1.000 |
173-24 |
0.618 |
173-13 |
HIGH |
172-26 |
0.618 |
172-15 |
0.500 |
172-11 |
0.382 |
172-07 |
LOW |
171-28 |
0.618 |
171-09 |
1.000 |
170-30 |
1.618 |
170-11 |
2.618 |
169-13 |
4.250 |
167-28 |
|
|
Fisher Pivots for day following 24-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
172-11 |
172-04 |
PP |
172-10 |
171-31 |
S1 |
172-09 |
171-27 |
|