ECBOT 30 Year Treasury Bond Future December 2016
| Trading Metrics calculated at close of trading on 23-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2016 |
23-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
169-16 |
170-25 |
1-09 |
0.8% |
171-20 |
| High |
171-00 |
171-18 |
0-18 |
0.3% |
171-28 |
| Low |
169-06 |
170-06 |
1-00 |
0.6% |
168-31 |
| Close |
170-29 |
171-00 |
0-03 |
0.1% |
169-20 |
| Range |
1-26 |
1-12 |
-0-14 |
-24.1% |
2-29 |
| ATR |
1-19 |
1-18 |
0-00 |
-0.9% |
0-00 |
| Volume |
8,189 |
46,110 |
37,921 |
463.1% |
8,170 |
|
| Daily Pivots for day following 23-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
175-01 |
174-13 |
171-24 |
|
| R3 |
173-21 |
173-01 |
171-12 |
|
| R2 |
172-09 |
172-09 |
171-08 |
|
| R1 |
171-21 |
171-21 |
171-04 |
171-31 |
| PP |
170-29 |
170-29 |
170-29 |
171-02 |
| S1 |
170-09 |
170-09 |
170-28 |
170-19 |
| S2 |
169-17 |
169-17 |
170-24 |
|
| S3 |
168-05 |
168-29 |
170-20 |
|
| S4 |
166-25 |
167-17 |
170-08 |
|
|
| 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 |
171-18 |
168-31 |
2-19 |
1.5% |
1-12 |
0.8% |
78% |
True |
False |
11,917 |
| 10 |
172-14 |
168-31 |
3-15 |
2.0% |
1-15 |
0.9% |
59% |
False |
False |
6,589 |
| 20 |
173-07 |
168-31 |
4-08 |
2.5% |
1-20 |
1.0% |
48% |
False |
False |
3,505 |
| 40 |
175-19 |
168-19 |
7-00 |
4.1% |
1-18 |
0.9% |
34% |
False |
False |
1,787 |
| 60 |
175-19 |
162-02 |
13-17 |
7.9% |
1-04 |
0.7% |
66% |
False |
False |
1,192 |
| 80 |
175-19 |
159-18 |
16-01 |
9.4% |
0-28 |
0.5% |
71% |
False |
False |
894 |
| 100 |
175-19 |
158-20 |
16-31 |
9.9% |
0-22 |
0.4% |
73% |
False |
False |
715 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
177-13 |
|
2.618 |
175-05 |
|
1.618 |
173-25 |
|
1.000 |
172-30 |
|
0.618 |
172-13 |
|
HIGH |
171-18 |
|
0.618 |
171-01 |
|
0.500 |
170-28 |
|
0.382 |
170-23 |
|
LOW |
170-06 |
|
0.618 |
169-11 |
|
1.000 |
168-26 |
|
1.618 |
167-31 |
|
2.618 |
166-19 |
|
4.250 |
164-11 |
|
|
| Fisher Pivots for day following 23-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
170-31 |
170-24 |
| PP |
170-29 |
170-16 |
| S1 |
170-28 |
170-09 |
|