ECBOT 30 Year Treasury Bond Future September 2016
| Trading Metrics calculated at close of trading on 09-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2016 |
09-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
172-11 |
170-07 |
-2-04 |
-1.2% |
170-27 |
| High |
172-15 |
170-15 |
-2-00 |
-1.2% |
172-30 |
| Low |
169-19 |
168-01 |
-1-18 |
-0.9% |
168-01 |
| Close |
169-29 |
168-12 |
-1-17 |
-0.9% |
168-12 |
| Range |
2-28 |
2-14 |
-0-14 |
-15.2% |
4-29 |
| ATR |
1-23 |
1-24 |
0-02 |
3.0% |
0-00 |
| Volume |
3,807 |
7,206 |
3,399 |
89.3% |
21,335 |
|
| Daily Pivots for day following 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
176-09 |
174-24 |
169-23 |
|
| R3 |
173-27 |
172-10 |
169-01 |
|
| R2 |
171-13 |
171-13 |
168-26 |
|
| R1 |
169-28 |
169-28 |
168-19 |
169-14 |
| PP |
168-31 |
168-31 |
168-31 |
168-23 |
| S1 |
167-14 |
167-14 |
168-05 |
167-00 |
| S2 |
166-17 |
166-17 |
167-30 |
|
| S3 |
164-03 |
165-00 |
167-23 |
|
| S4 |
161-21 |
162-18 |
167-01 |
|
|
| Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
184-16 |
181-11 |
171-02 |
|
| R3 |
179-19 |
176-14 |
169-23 |
|
| R2 |
174-22 |
174-22 |
169-09 |
|
| R1 |
171-17 |
171-17 |
168-26 |
170-21 |
| PP |
169-25 |
169-25 |
169-25 |
169-11 |
| S1 |
166-20 |
166-20 |
167-30 |
165-24 |
| S2 |
164-28 |
164-28 |
167-15 |
|
| S3 |
159-31 |
161-23 |
167-01 |
|
| S4 |
155-02 |
156-26 |
165-22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
172-30 |
168-01 |
4-29 |
2.9% |
2-05 |
1.3% |
7% |
False |
True |
6,938 |
| 10 |
173-03 |
168-01 |
5-02 |
3.0% |
1-28 |
1.1% |
7% |
False |
True |
116,788 |
| 20 |
173-30 |
168-01 |
5-29 |
3.5% |
1-21 |
1.0% |
6% |
False |
True |
173,325 |
| 40 |
174-22 |
168-01 |
6-21 |
4.0% |
1-22 |
1.0% |
5% |
False |
True |
192,558 |
| 60 |
177-11 |
165-25 |
11-18 |
6.9% |
1-27 |
1.1% |
22% |
False |
False |
217,657 |
| 80 |
177-11 |
161-23 |
15-20 |
9.3% |
1-23 |
1.0% |
43% |
False |
False |
212,147 |
| 100 |
177-11 |
159-20 |
17-23 |
10.5% |
1-20 |
1.0% |
49% |
False |
False |
169,865 |
| 120 |
177-11 |
159-20 |
17-23 |
10.5% |
1-16 |
0.9% |
49% |
False |
False |
141,570 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
180-26 |
|
2.618 |
176-27 |
|
1.618 |
174-13 |
|
1.000 |
172-29 |
|
0.618 |
171-31 |
|
HIGH |
170-15 |
|
0.618 |
169-17 |
|
0.500 |
169-08 |
|
0.382 |
168-31 |
|
LOW |
168-01 |
|
0.618 |
166-17 |
|
1.000 |
165-19 |
|
1.618 |
164-03 |
|
2.618 |
161-21 |
|
4.250 |
157-22 |
|
|
| Fisher Pivots for day following 09-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
169-08 |
170-16 |
| PP |
168-31 |
169-25 |
| S1 |
168-21 |
169-02 |
|