ECBOT 30 Year Treasury Bond Future December 2016
Trading Metrics calculated at close of trading on 24-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2016 |
24-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
170-25 |
171-06 |
0-13 |
0.2% |
171-20 |
High |
171-18 |
171-12 |
-0-06 |
-0.1% |
171-28 |
Low |
170-06 |
170-14 |
0-08 |
0.1% |
168-31 |
Close |
171-00 |
170-26 |
-0-06 |
-0.1% |
169-20 |
Range |
1-12 |
0-30 |
-0-14 |
-31.8% |
2-29 |
ATR |
1-18 |
1-17 |
-0-01 |
-2.9% |
0-00 |
Volume |
46,110 |
64,155 |
18,045 |
39.1% |
8,170 |
|
Daily Pivots for day following 24-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
173-22 |
173-06 |
171-10 |
|
R3 |
172-24 |
172-08 |
171-02 |
|
R2 |
171-26 |
171-26 |
171-00 |
|
R1 |
171-10 |
171-10 |
170-29 |
171-03 |
PP |
170-28 |
170-28 |
170-28 |
170-24 |
S1 |
170-12 |
170-12 |
170-23 |
170-05 |
S2 |
169-30 |
169-30 |
170-20 |
|
S3 |
169-00 |
169-14 |
170-18 |
|
S4 |
168-02 |
168-16 |
170-10 |
|
|
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% |
1-10 |
0.8% |
71% |
False |
False |
24,478 |
10 |
172-14 |
168-31 |
3-15 |
2.0% |
1-15 |
0.9% |
53% |
False |
False |
12,906 |
20 |
173-07 |
168-31 |
4-08 |
2.5% |
1-18 |
0.9% |
43% |
False |
False |
6,709 |
40 |
175-19 |
168-19 |
7-00 |
4.1% |
1-18 |
0.9% |
32% |
False |
False |
3,391 |
60 |
175-19 |
162-09 |
13-10 |
7.8% |
1-05 |
0.7% |
64% |
False |
False |
2,262 |
80 |
175-19 |
159-29 |
15-22 |
9.2% |
0-28 |
0.5% |
70% |
False |
False |
1,696 |
100 |
175-19 |
158-20 |
16-31 |
9.9% |
0-22 |
0.4% |
72% |
False |
False |
1,357 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
175-12 |
2.618 |
173-27 |
1.618 |
172-29 |
1.000 |
172-10 |
0.618 |
171-31 |
HIGH |
171-12 |
0.618 |
171-01 |
0.500 |
170-29 |
0.382 |
170-25 |
LOW |
170-14 |
0.618 |
169-27 |
1.000 |
169-16 |
1.618 |
168-29 |
2.618 |
167-31 |
4.250 |
166-14 |
|
|
Fisher Pivots for day following 24-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
170-29 |
170-21 |
PP |
170-28 |
170-17 |
S1 |
170-27 |
170-12 |
|