ECBOT 30 Year Treasury Bond Future December 2016
Trading Metrics calculated at close of trading on 19-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2016 |
19-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
170-18 |
170-08 |
-0-10 |
-0.2% |
171-20 |
High |
170-24 |
170-17 |
-0-07 |
-0.1% |
171-28 |
Low |
169-26 |
168-31 |
-0-27 |
-0.5% |
168-31 |
Close |
170-14 |
169-20 |
-0-26 |
-0.5% |
169-20 |
Range |
0-30 |
1-18 |
0-20 |
66.7% |
2-29 |
ATR |
1-18 |
1-18 |
0-00 |
0.0% |
0-00 |
Volume |
1,419 |
2,519 |
1,100 |
77.5% |
8,170 |
|
Daily Pivots for day following 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
174-13 |
173-18 |
170-16 |
|
R3 |
172-27 |
172-00 |
170-02 |
|
R2 |
171-09 |
171-09 |
169-29 |
|
R1 |
170-14 |
170-14 |
169-25 |
170-03 |
PP |
169-23 |
169-23 |
169-23 |
169-17 |
S1 |
168-28 |
168-28 |
169-15 |
168-17 |
S2 |
168-05 |
168-05 |
169-11 |
|
S3 |
166-19 |
167-10 |
169-06 |
|
S4 |
165-01 |
165-24 |
168-24 |
|
|
Weekly Pivots for week ending 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
178-28 |
177-05 |
171-07 |
|
R3 |
175-31 |
174-08 |
170-14 |
|
R2 |
173-02 |
173-02 |
170-05 |
|
R1 |
171-11 |
171-11 |
169-29 |
170-24 |
PP |
170-05 |
170-05 |
170-05 |
169-28 |
S1 |
168-14 |
168-14 |
169-11 |
167-27 |
S2 |
167-08 |
167-08 |
169-03 |
|
S3 |
164-11 |
165-17 |
168-26 |
|
S4 |
161-14 |
162-20 |
168-01 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
171-28 |
168-31 |
2-29 |
1.7% |
1-12 |
0.8% |
23% |
False |
True |
1,634 |
10 |
172-14 |
168-31 |
3-15 |
2.0% |
1-13 |
0.8% |
19% |
False |
True |
1,282 |
20 |
173-07 |
168-31 |
4-08 |
2.5% |
1-19 |
0.9% |
15% |
False |
True |
796 |
40 |
175-19 |
168-17 |
7-02 |
4.2% |
1-18 |
0.9% |
15% |
False |
False |
431 |
60 |
175-19 |
161-22 |
13-29 |
8.2% |
1-03 |
0.6% |
57% |
False |
False |
287 |
80 |
175-19 |
159-18 |
16-01 |
9.5% |
0-26 |
0.5% |
63% |
False |
False |
216 |
100 |
175-19 |
158-20 |
16-31 |
10.0% |
0-21 |
0.4% |
65% |
False |
False |
172 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
177-06 |
2.618 |
174-20 |
1.618 |
173-02 |
1.000 |
172-03 |
0.618 |
171-16 |
HIGH |
170-17 |
0.618 |
169-30 |
0.500 |
169-24 |
0.382 |
169-18 |
LOW |
168-31 |
0.618 |
168-00 |
1.000 |
167-13 |
1.618 |
166-14 |
2.618 |
164-28 |
4.250 |
162-11 |
|
|
Fisher Pivots for day following 19-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
169-24 |
169-28 |
PP |
169-23 |
169-25 |
S1 |
169-21 |
169-23 |
|