ECBOT 30 Year Treasury Bond Future December 2016
Trading Metrics calculated at close of trading on 18-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2016 |
18-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
169-23 |
170-18 |
0-27 |
0.5% |
169-26 |
High |
170-19 |
170-24 |
0-05 |
0.1% |
172-14 |
Low |
169-14 |
169-26 |
0-12 |
0.2% |
169-12 |
Close |
170-04 |
170-14 |
0-10 |
0.2% |
171-16 |
Range |
1-05 |
0-30 |
-0-07 |
-18.9% |
3-02 |
ATR |
1-20 |
1-18 |
-0-02 |
-3.0% |
0-00 |
Volume |
1,348 |
1,419 |
71 |
5.3% |
4,658 |
|
Daily Pivots for day following 18-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
173-05 |
172-23 |
170-30 |
|
R3 |
172-07 |
171-25 |
170-22 |
|
R2 |
171-09 |
171-09 |
170-20 |
|
R1 |
170-27 |
170-27 |
170-17 |
170-19 |
PP |
170-11 |
170-11 |
170-11 |
170-06 |
S1 |
169-29 |
169-29 |
170-11 |
169-21 |
S2 |
169-13 |
169-13 |
170-08 |
|
S3 |
168-15 |
168-31 |
170-06 |
|
S4 |
167-17 |
168-01 |
169-30 |
|
|
Weekly Pivots for week ending 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
180-09 |
178-31 |
173-06 |
|
R3 |
177-07 |
175-29 |
172-11 |
|
R2 |
174-05 |
174-05 |
172-02 |
|
R1 |
172-27 |
172-27 |
171-25 |
173-16 |
PP |
171-03 |
171-03 |
171-03 |
171-14 |
S1 |
169-25 |
169-25 |
171-07 |
170-14 |
S2 |
168-01 |
168-01 |
170-30 |
|
S3 |
164-31 |
166-23 |
170-21 |
|
S4 |
161-29 |
163-21 |
169-26 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
172-14 |
169-14 |
3-00 |
1.8% |
1-14 |
0.8% |
33% |
False |
False |
1,424 |
10 |
172-14 |
169-12 |
3-02 |
1.8% |
1-15 |
0.9% |
35% |
False |
False |
1,079 |
20 |
173-07 |
169-09 |
3-30 |
2.3% |
1-19 |
0.9% |
29% |
False |
False |
676 |
40 |
175-19 |
164-18 |
11-01 |
6.5% |
1-17 |
0.9% |
53% |
False |
False |
368 |
60 |
175-19 |
160-31 |
14-20 |
8.6% |
1-02 |
0.6% |
65% |
False |
False |
246 |
80 |
175-19 |
159-18 |
16-01 |
9.4% |
0-26 |
0.5% |
68% |
False |
False |
184 |
100 |
175-19 |
158-20 |
16-31 |
10.0% |
0-21 |
0.4% |
70% |
False |
False |
147 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
174-24 |
2.618 |
173-07 |
1.618 |
172-09 |
1.000 |
171-22 |
0.618 |
171-11 |
HIGH |
170-24 |
0.618 |
170-13 |
0.500 |
170-09 |
0.382 |
170-05 |
LOW |
169-26 |
0.618 |
169-07 |
1.000 |
168-28 |
1.618 |
168-09 |
2.618 |
167-11 |
4.250 |
165-26 |
|
|
Fisher Pivots for day following 18-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
170-12 |
170-12 |
PP |
170-11 |
170-10 |
S1 |
170-09 |
170-08 |
|