ECBOT 30 Year Treasury Bond Future September 2016
Trading Metrics calculated at close of trading on 25-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2016 |
25-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
172-22 |
172-05 |
-0-17 |
-0.3% |
173-03 |
High |
172-26 |
172-18 |
-0-08 |
-0.1% |
173-12 |
Low |
171-28 |
171-10 |
-0-18 |
-0.3% |
170-14 |
Close |
172-08 |
171-23 |
-0-17 |
-0.3% |
171-03 |
Range |
0-30 |
1-08 |
0-10 |
33.3% |
2-30 |
ATR |
1-20 |
1-19 |
-0-01 |
-1.7% |
0-00 |
Volume |
229,275 |
438,302 |
209,027 |
91.2% |
991,878 |
|
Daily Pivots for day following 25-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
175-20 |
174-29 |
172-13 |
|
R3 |
174-12 |
173-21 |
172-02 |
|
R2 |
173-04 |
173-04 |
171-30 |
|
R1 |
172-13 |
172-13 |
171-27 |
172-04 |
PP |
171-28 |
171-28 |
171-28 |
171-23 |
S1 |
171-05 |
171-05 |
171-19 |
170-28 |
S2 |
170-20 |
170-20 |
171-16 |
|
S3 |
169-12 |
169-29 |
171-12 |
|
S4 |
168-04 |
168-21 |
171-01 |
|
|
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% |
1-13 |
0.8% |
49% |
False |
False |
256,373 |
10 |
173-30 |
170-14 |
3-16 |
2.0% |
1-14 |
0.8% |
37% |
False |
False |
229,861 |
20 |
174-22 |
170-14 |
4-08 |
2.5% |
1-20 |
0.9% |
30% |
False |
False |
226,320 |
40 |
177-11 |
169-31 |
7-12 |
4.3% |
1-24 |
1.0% |
24% |
False |
False |
233,920 |
60 |
177-11 |
163-22 |
13-21 |
8.0% |
1-24 |
1.0% |
59% |
False |
False |
238,686 |
80 |
177-11 |
161-23 |
15-20 |
9.1% |
1-20 |
0.9% |
64% |
False |
False |
197,670 |
100 |
177-11 |
159-20 |
17-23 |
10.3% |
1-18 |
0.9% |
68% |
False |
False |
158,202 |
120 |
177-11 |
159-20 |
17-23 |
10.3% |
1-12 |
0.8% |
68% |
False |
False |
131,838 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
177-28 |
2.618 |
175-27 |
1.618 |
174-19 |
1.000 |
173-26 |
0.618 |
173-11 |
HIGH |
172-18 |
0.618 |
172-03 |
0.500 |
171-30 |
0.382 |
171-25 |
LOW |
171-10 |
0.618 |
170-17 |
1.000 |
170-02 |
1.618 |
169-09 |
2.618 |
168-01 |
4.250 |
166-00 |
|
|
Fisher Pivots for day following 25-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
171-30 |
172-06 |
PP |
171-28 |
172-01 |
S1 |
171-25 |
171-28 |
|