ECBOT 30 Year Treasury Bond Future September 2016
| Trading Metrics calculated at close of trading on 06-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2016 |
06-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
171-29 |
170-27 |
-1-02 |
-0.6% |
170-11 |
| High |
172-25 |
172-16 |
-0-09 |
-0.2% |
172-25 |
| Low |
170-08 |
170-10 |
0-02 |
0.0% |
170-07 |
| Close |
170-31 |
172-04 |
1-05 |
0.7% |
170-31 |
| Range |
2-17 |
2-06 |
-0-11 |
-13.6% |
2-18 |
| ATR |
1-21 |
1-22 |
0-01 |
2.4% |
0-00 |
| Volume |
13,359 |
6,238 |
-7,121 |
-53.3% |
686,093 |
|
| Daily Pivots for day following 06-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
178-07 |
177-11 |
173-10 |
|
| R3 |
176-01 |
175-05 |
172-23 |
|
| R2 |
173-27 |
173-27 |
172-17 |
|
| R1 |
172-31 |
172-31 |
172-10 |
173-13 |
| PP |
171-21 |
171-21 |
171-21 |
171-28 |
| S1 |
170-25 |
170-25 |
171-30 |
171-07 |
| S2 |
169-15 |
169-15 |
171-23 |
|
| S3 |
167-09 |
168-19 |
171-17 |
|
| S4 |
165-03 |
166-13 |
170-30 |
|
|
| Weekly Pivots for week ending 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
179-00 |
177-18 |
172-12 |
|
| R3 |
176-14 |
175-00 |
171-22 |
|
| R2 |
173-28 |
173-28 |
171-14 |
|
| R1 |
172-14 |
172-14 |
171-07 |
173-05 |
| PP |
171-10 |
171-10 |
171-10 |
171-22 |
| S1 |
169-28 |
169-28 |
170-23 |
170-19 |
| S2 |
168-24 |
168-24 |
170-16 |
|
| S3 |
166-06 |
167-10 |
170-08 |
|
| S4 |
163-20 |
164-24 |
169-18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
172-25 |
170-08 |
2-17 |
1.5% |
1-18 |
0.9% |
74% |
False |
False |
62,199 |
| 10 |
173-03 |
170-07 |
2-28 |
1.7% |
1-20 |
0.9% |
66% |
False |
False |
204,817 |
| 20 |
173-30 |
170-07 |
3-23 |
2.2% |
1-19 |
0.9% |
51% |
False |
False |
200,388 |
| 40 |
176-07 |
169-31 |
6-08 |
3.6% |
1-22 |
1.0% |
35% |
False |
False |
213,568 |
| 60 |
177-11 |
165-25 |
11-18 |
6.7% |
1-25 |
1.0% |
55% |
False |
False |
229,756 |
| 80 |
177-11 |
161-23 |
15-20 |
9.1% |
1-22 |
1.0% |
67% |
False |
False |
212,014 |
| 100 |
177-11 |
159-20 |
17-23 |
10.3% |
1-19 |
0.9% |
71% |
False |
False |
169,715 |
| 120 |
177-11 |
159-20 |
17-23 |
10.3% |
1-15 |
0.8% |
71% |
False |
False |
141,444 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
181-26 |
|
2.618 |
178-07 |
|
1.618 |
176-01 |
|
1.000 |
174-22 |
|
0.618 |
173-27 |
|
HIGH |
172-16 |
|
0.618 |
171-21 |
|
0.500 |
171-13 |
|
0.382 |
171-05 |
|
LOW |
170-10 |
|
0.618 |
168-31 |
|
1.000 |
168-04 |
|
1.618 |
166-25 |
|
2.618 |
164-19 |
|
4.250 |
161-00 |
|
|
| Fisher Pivots for day following 06-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
171-28 |
171-30 |
| PP |
171-21 |
171-23 |
| S1 |
171-13 |
171-16 |
|