ECBOT 30 Year Treasury Bond Future December 2016
| Trading Metrics calculated at close of trading on 05-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2016 |
05-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
170-24 |
171-24 |
1-00 |
0.6% |
173-00 |
| High |
172-11 |
172-06 |
-0-05 |
-0.1% |
173-02 |
| Low |
170-12 |
169-30 |
-0-14 |
-0.3% |
169-24 |
| Close |
171-22 |
170-03 |
-1-19 |
-0.9% |
170-03 |
| Range |
1-31 |
2-08 |
0-09 |
14.3% |
3-10 |
| ATR |
1-21 |
1-23 |
0-01 |
2.5% |
0-00 |
| Volume |
313 |
484 |
171 |
54.6% |
2,179 |
|
| Daily Pivots for day following 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
177-16 |
176-01 |
171-11 |
|
| R3 |
175-08 |
173-25 |
170-23 |
|
| R2 |
173-00 |
173-00 |
170-16 |
|
| R1 |
171-17 |
171-17 |
170-10 |
171-05 |
| PP |
170-24 |
170-24 |
170-24 |
170-17 |
| S1 |
169-09 |
169-09 |
169-28 |
168-29 |
| S2 |
168-16 |
168-16 |
169-22 |
|
| S3 |
166-08 |
167-01 |
169-15 |
|
| S4 |
164-00 |
164-25 |
168-27 |
|
|
| Weekly Pivots for week ending 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
180-29 |
178-26 |
171-29 |
|
| R3 |
177-19 |
175-16 |
171-00 |
|
| R2 |
174-09 |
174-09 |
170-22 |
|
| R1 |
172-06 |
172-06 |
170-13 |
171-19 |
| PP |
170-31 |
170-31 |
170-31 |
170-21 |
| S1 |
168-28 |
168-28 |
169-25 |
168-09 |
| S2 |
167-21 |
167-21 |
169-16 |
|
| S3 |
164-11 |
165-18 |
169-06 |
|
| S4 |
161-01 |
162-08 |
168-09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
173-02 |
169-24 |
3-10 |
1.9% |
1-26 |
1.1% |
10% |
False |
False |
435 |
| 10 |
173-07 |
169-18 |
3-21 |
2.1% |
1-25 |
1.0% |
15% |
False |
False |
309 |
| 20 |
175-15 |
168-19 |
6-28 |
4.0% |
1-22 |
1.0% |
22% |
False |
False |
202 |
| 40 |
175-19 |
164-18 |
11-01 |
6.5% |
1-07 |
0.7% |
50% |
False |
False |
111 |
| 60 |
175-19 |
159-29 |
15-22 |
9.2% |
0-28 |
0.5% |
65% |
False |
False |
74 |
| 80 |
175-19 |
158-20 |
16-31 |
10.0% |
0-21 |
0.4% |
68% |
False |
False |
55 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
181-24 |
|
2.618 |
178-02 |
|
1.618 |
175-26 |
|
1.000 |
174-14 |
|
0.618 |
173-18 |
|
HIGH |
172-06 |
|
0.618 |
171-10 |
|
0.500 |
171-02 |
|
0.382 |
170-26 |
|
LOW |
169-30 |
|
0.618 |
168-18 |
|
1.000 |
167-22 |
|
1.618 |
166-10 |
|
2.618 |
164-02 |
|
4.250 |
160-12 |
|
|
| Fisher Pivots for day following 05-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
171-02 |
171-05 |
| PP |
170-24 |
170-25 |
| S1 |
170-13 |
170-14 |
|