ECBOT 30 Year Treasury Bond Future September 2016
| Trading Metrics calculated at close of trading on 31-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2016 |
31-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
172-01 |
171-27 |
-0-06 |
-0.1% |
170-30 |
| High |
172-02 |
172-03 |
0-01 |
0.0% |
173-03 |
| Low |
171-14 |
171-10 |
-0-04 |
-0.1% |
170-09 |
| Close |
171-25 |
171-27 |
0-02 |
0.0% |
170-10 |
| Range |
0-20 |
0-25 |
0-05 |
25.0% |
2-26 |
| ATR |
1-20 |
1-18 |
-0-02 |
-3.7% |
0-00 |
| Volume |
226,280 |
42,013 |
-184,267 |
-81.4% |
1,546,842 |
|
| Daily Pivots for day following 31-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
174-03 |
173-24 |
172-09 |
|
| R3 |
173-10 |
172-31 |
172-02 |
|
| R2 |
172-17 |
172-17 |
172-00 |
|
| R1 |
172-06 |
172-06 |
171-29 |
172-08 |
| PP |
171-24 |
171-24 |
171-24 |
171-25 |
| S1 |
171-13 |
171-13 |
171-25 |
171-14 |
| S2 |
170-31 |
170-31 |
171-22 |
|
| S3 |
170-06 |
170-20 |
171-20 |
|
| S4 |
169-13 |
169-27 |
171-13 |
|
|
| 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% |
1-15 |
0.9% |
57% |
False |
False |
309,678 |
| 10 |
173-03 |
170-07 |
2-28 |
1.7% |
1-13 |
0.8% |
57% |
False |
False |
257,204 |
| 20 |
173-30 |
170-07 |
3-23 |
2.2% |
1-17 |
0.9% |
44% |
False |
False |
230,071 |
| 40 |
177-11 |
169-31 |
7-12 |
4.3% |
1-22 |
1.0% |
25% |
False |
False |
230,650 |
| 60 |
177-11 |
165-25 |
11-18 |
6.7% |
1-24 |
1.0% |
52% |
False |
False |
241,211 |
| 80 |
177-11 |
161-23 |
15-20 |
9.1% |
1-20 |
1.0% |
65% |
False |
False |
211,511 |
| 100 |
177-11 |
159-20 |
17-23 |
10.3% |
1-18 |
0.9% |
69% |
False |
False |
169,299 |
| 120 |
177-11 |
159-20 |
17-23 |
10.3% |
1-13 |
0.8% |
69% |
False |
False |
141,089 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
175-13 |
|
2.618 |
174-04 |
|
1.618 |
173-11 |
|
1.000 |
172-28 |
|
0.618 |
172-18 |
|
HIGH |
172-03 |
|
0.618 |
171-25 |
|
0.500 |
171-22 |
|
0.382 |
171-20 |
|
LOW |
171-10 |
|
0.618 |
170-27 |
|
1.000 |
170-17 |
|
1.618 |
170-02 |
|
2.618 |
169-09 |
|
4.250 |
168-00 |
|
|
| Fisher Pivots for day following 31-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
171-26 |
171-20 |
| PP |
171-24 |
171-13 |
| S1 |
171-22 |
171-06 |
|