ECBOT 30 Year Treasury Bond Future September 2016
Trading Metrics calculated at close of trading on 13-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2016 |
13-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
168-20 |
168-21 |
0-01 |
0.0% |
170-27 |
High |
168-21 |
169-03 |
0-14 |
0.3% |
172-30 |
Low |
167-28 |
166-09 |
-1-19 |
-0.9% |
168-01 |
Close |
168-11 |
166-26 |
-1-17 |
-0.9% |
168-12 |
Range |
0-25 |
2-26 |
2-01 |
260.0% |
4-29 |
ATR |
1-22 |
1-25 |
0-03 |
4.7% |
0-00 |
Volume |
899 |
1,392 |
493 |
54.8% |
21,335 |
|
Daily Pivots for day following 13-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
175-27 |
174-04 |
168-12 |
|
R3 |
173-01 |
171-10 |
167-19 |
|
R2 |
170-07 |
170-07 |
167-10 |
|
R1 |
168-16 |
168-16 |
167-02 |
167-30 |
PP |
167-13 |
167-13 |
167-13 |
167-04 |
S1 |
165-22 |
165-22 |
166-18 |
165-04 |
S2 |
164-19 |
164-19 |
166-10 |
|
S3 |
161-25 |
162-28 |
166-01 |
|
S4 |
158-31 |
160-02 |
165-08 |
|
|
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 |
166-09 |
6-21 |
4.0% |
1-30 |
1.2% |
8% |
False |
True |
3,477 |
10 |
172-30 |
166-09 |
6-21 |
4.0% |
1-24 |
1.0% |
8% |
False |
True |
32,838 |
20 |
173-03 |
166-09 |
6-26 |
4.1% |
1-21 |
1.0% |
8% |
False |
True |
154,562 |
40 |
174-22 |
166-09 |
8-13 |
5.0% |
1-22 |
1.0% |
6% |
False |
True |
182,451 |
60 |
177-11 |
165-25 |
11-18 |
6.9% |
1-27 |
1.1% |
9% |
False |
False |
209,221 |
80 |
177-11 |
161-23 |
15-20 |
9.4% |
1-23 |
1.0% |
33% |
False |
False |
211,972 |
100 |
177-11 |
159-20 |
17-23 |
10.6% |
1-20 |
1.0% |
41% |
False |
False |
169,883 |
120 |
177-11 |
159-20 |
17-23 |
10.6% |
1-17 |
0.9% |
41% |
False |
False |
141,589 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
181-02 |
2.618 |
176-15 |
1.618 |
173-21 |
1.000 |
171-29 |
0.618 |
170-27 |
HIGH |
169-03 |
0.618 |
168-01 |
0.500 |
167-22 |
0.382 |
167-11 |
LOW |
166-09 |
0.618 |
164-17 |
1.000 |
163-15 |
1.618 |
161-23 |
2.618 |
158-29 |
4.250 |
154-10 |
|
|
Fisher Pivots for day following 13-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
167-22 |
168-12 |
PP |
167-13 |
167-27 |
S1 |
167-03 |
167-11 |
|