ECBOT 30 Year Treasury Bond Future September 2016
| Trading Metrics calculated at close of trading on 08-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2016 |
08-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
172-13 |
172-11 |
-0-02 |
0.0% |
170-11 |
| High |
172-30 |
172-15 |
-0-15 |
-0.3% |
172-25 |
| Low |
172-05 |
169-19 |
-2-18 |
-1.5% |
170-07 |
| Close |
172-06 |
169-29 |
-2-09 |
-1.3% |
170-31 |
| Range |
0-25 |
2-28 |
2-03 |
268.0% |
2-18 |
| ATR |
1-20 |
1-23 |
0-03 |
5.5% |
0-00 |
| Volume |
4,084 |
3,807 |
-277 |
-6.8% |
686,093 |
|
| Daily Pivots for day following 08-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
179-09 |
177-15 |
171-16 |
|
| R3 |
176-13 |
174-19 |
170-22 |
|
| R2 |
173-17 |
173-17 |
170-14 |
|
| R1 |
171-23 |
171-23 |
170-05 |
171-06 |
| PP |
170-21 |
170-21 |
170-21 |
170-12 |
| S1 |
168-27 |
168-27 |
169-21 |
168-10 |
| S2 |
167-25 |
167-25 |
169-12 |
|
| S3 |
164-29 |
165-31 |
169-04 |
|
| S4 |
162-01 |
163-03 |
168-10 |
|
|
| 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 |
172-30 |
169-19 |
3-11 |
2.0% |
2-00 |
1.2% |
9% |
False |
True |
10,118 |
| 10 |
173-03 |
169-19 |
3-16 |
2.1% |
1-24 |
1.0% |
9% |
False |
True |
159,898 |
| 20 |
173-30 |
169-19 |
4-11 |
2.6% |
1-20 |
1.0% |
7% |
False |
True |
183,367 |
| 40 |
175-04 |
169-19 |
5-17 |
3.3% |
1-22 |
1.0% |
6% |
False |
True |
199,673 |
| 60 |
177-11 |
165-25 |
11-18 |
6.8% |
1-26 |
1.1% |
36% |
False |
False |
221,256 |
| 80 |
177-11 |
161-23 |
15-20 |
9.2% |
1-22 |
1.0% |
52% |
False |
False |
212,081 |
| 100 |
177-11 |
159-20 |
17-23 |
10.4% |
1-19 |
0.9% |
58% |
False |
False |
169,793 |
| 120 |
177-11 |
159-20 |
17-23 |
10.4% |
1-16 |
0.9% |
58% |
False |
False |
141,510 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
184-22 |
|
2.618 |
180-00 |
|
1.618 |
177-04 |
|
1.000 |
175-11 |
|
0.618 |
174-08 |
|
HIGH |
172-15 |
|
0.618 |
171-12 |
|
0.500 |
171-01 |
|
0.382 |
170-22 |
|
LOW |
169-19 |
|
0.618 |
167-26 |
|
1.000 |
166-23 |
|
1.618 |
164-30 |
|
2.618 |
162-02 |
|
4.250 |
157-12 |
|
|
| Fisher Pivots for day following 08-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
171-01 |
171-08 |
| PP |
170-21 |
170-26 |
| S1 |
170-09 |
170-12 |
|