ECBOT 30 Year Treasury Bond Future September 2016
Trading Metrics calculated at close of trading on 30-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2016 |
30-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
170-11 |
172-01 |
1-22 |
1.0% |
170-30 |
High |
172-05 |
172-02 |
-0-03 |
-0.1% |
173-03 |
Low |
170-07 |
171-14 |
1-07 |
0.7% |
170-09 |
Close |
172-03 |
171-25 |
-0-10 |
-0.2% |
170-10 |
Range |
1-30 |
0-20 |
-1-10 |
-67.7% |
2-26 |
ATR |
1-23 |
1-20 |
-0-02 |
-4.4% |
0-00 |
Volume |
381,336 |
226,280 |
-155,056 |
-40.7% |
1,546,842 |
|
Daily Pivots for day following 30-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
173-20 |
173-11 |
172-04 |
|
R3 |
173-00 |
172-23 |
171-30 |
|
R2 |
172-12 |
172-12 |
171-29 |
|
R1 |
172-03 |
172-03 |
171-27 |
171-30 |
PP |
171-24 |
171-24 |
171-24 |
171-22 |
S1 |
171-15 |
171-15 |
171-23 |
171-10 |
S2 |
171-04 |
171-04 |
171-21 |
|
S3 |
170-16 |
170-27 |
171-20 |
|
S4 |
169-28 |
170-07 |
171-14 |
|
|
Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
179-21 |
177-26 |
171-28 |
|
R3 |
176-27 |
175-00 |
171-03 |
|
R2 |
174-01 |
174-01 |
170-26 |
|
R1 |
172-06 |
172-06 |
170-18 |
171-22 |
PP |
171-07 |
171-07 |
171-07 |
171-00 |
S1 |
169-12 |
169-12 |
170-02 |
168-28 |
S2 |
168-13 |
168-13 |
169-26 |
|
S3 |
165-19 |
166-18 |
169-17 |
|
S4 |
162-25 |
163-24 |
168-24 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
173-03 |
170-07 |
2-28 |
1.7% |
1-16 |
0.9% |
54% |
False |
False |
347,130 |
10 |
173-03 |
170-07 |
2-28 |
1.7% |
1-14 |
0.8% |
54% |
False |
False |
272,621 |
20 |
173-30 |
170-07 |
3-23 |
2.2% |
1-18 |
0.9% |
42% |
False |
False |
238,128 |
40 |
177-11 |
169-31 |
7-12 |
4.3% |
1-22 |
1.0% |
25% |
False |
False |
236,884 |
60 |
177-11 |
165-20 |
11-23 |
6.8% |
1-24 |
1.0% |
53% |
False |
False |
243,479 |
80 |
177-11 |
161-23 |
15-20 |
9.1% |
1-20 |
1.0% |
64% |
False |
False |
210,991 |
100 |
177-11 |
159-20 |
17-23 |
10.3% |
1-18 |
0.9% |
69% |
False |
False |
168,879 |
120 |
177-11 |
159-20 |
17-23 |
10.3% |
1-13 |
0.8% |
69% |
False |
False |
140,738 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
174-23 |
2.618 |
173-22 |
1.618 |
173-02 |
1.000 |
172-22 |
0.618 |
172-14 |
HIGH |
172-02 |
0.618 |
171-26 |
0.500 |
171-24 |
0.382 |
171-22 |
LOW |
171-14 |
0.618 |
171-02 |
1.000 |
170-26 |
1.618 |
170-14 |
2.618 |
169-26 |
4.250 |
168-25 |
|
|
Fisher Pivots for day following 30-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
171-25 |
171-24 |
PP |
171-24 |
171-22 |
S1 |
171-24 |
171-21 |
|