ECBOT 30 Year Treasury Bond Future September 2016
| Trading Metrics calculated at close of trading on 15-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2016 |
15-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
166-23 |
167-00 |
0-09 |
0.2% |
170-27 |
| High |
167-28 |
167-18 |
-0-10 |
-0.2% |
172-30 |
| Low |
166-14 |
166-04 |
-0-10 |
-0.2% |
168-01 |
| Close |
167-13 |
166-30 |
-0-15 |
-0.3% |
168-12 |
| Range |
1-14 |
1-14 |
0-00 |
0.0% |
4-29 |
| ATR |
1-24 |
1-23 |
-0-01 |
-1.3% |
0-00 |
| Volume |
1,167 |
578 |
-589 |
-50.5% |
21,335 |
|
| Daily Pivots for day following 15-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
171-06 |
170-16 |
167-23 |
|
| R3 |
169-24 |
169-02 |
167-11 |
|
| R2 |
168-10 |
168-10 |
167-06 |
|
| R1 |
167-20 |
167-20 |
167-02 |
167-08 |
| PP |
166-28 |
166-28 |
166-28 |
166-22 |
| S1 |
166-06 |
166-06 |
166-26 |
165-26 |
| S2 |
165-14 |
165-14 |
166-22 |
|
| S3 |
164-00 |
164-24 |
166-17 |
|
| S4 |
162-18 |
163-10 |
166-05 |
|
|
| 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 |
170-15 |
166-04 |
4-11 |
2.6% |
1-25 |
1.1% |
19% |
False |
True |
2,248 |
| 10 |
172-30 |
166-04 |
6-26 |
4.1% |
1-29 |
1.1% |
12% |
False |
True |
6,183 |
| 20 |
173-03 |
166-04 |
6-31 |
4.2% |
1-21 |
1.0% |
12% |
False |
True |
131,694 |
| 40 |
174-22 |
166-04 |
8-18 |
5.1% |
1-22 |
1.0% |
9% |
False |
True |
174,522 |
| 60 |
177-11 |
165-25 |
11-18 |
6.9% |
1-27 |
1.1% |
10% |
False |
False |
202,742 |
| 80 |
177-11 |
161-23 |
15-20 |
9.4% |
1-23 |
1.0% |
33% |
False |
False |
211,108 |
| 100 |
177-11 |
159-20 |
17-23 |
10.6% |
1-20 |
1.0% |
41% |
False |
False |
169,893 |
| 120 |
177-11 |
159-20 |
17-23 |
10.6% |
1-17 |
0.9% |
41% |
False |
False |
141,604 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
173-22 |
|
2.618 |
171-10 |
|
1.618 |
169-28 |
|
1.000 |
169-00 |
|
0.618 |
168-14 |
|
HIGH |
167-18 |
|
0.618 |
167-00 |
|
0.500 |
166-27 |
|
0.382 |
166-22 |
|
LOW |
166-04 |
|
0.618 |
165-08 |
|
1.000 |
164-22 |
|
1.618 |
163-26 |
|
2.618 |
162-12 |
|
4.250 |
160-00 |
|
|
| Fisher Pivots for day following 15-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
166-29 |
167-20 |
| PP |
166-28 |
167-12 |
| S1 |
166-27 |
167-05 |
|