ECBOT 30 Year Treasury Bond Future December 2016
Trading Metrics calculated at close of trading on 25-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2016 |
25-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
171-06 |
170-22 |
-0-16 |
-0.3% |
171-20 |
High |
171-12 |
171-04 |
-0-08 |
-0.1% |
171-28 |
Low |
170-14 |
169-28 |
-0-18 |
-0.3% |
168-31 |
Close |
170-26 |
170-08 |
-0-18 |
-0.3% |
169-20 |
Range |
0-30 |
1-08 |
0-10 |
33.3% |
2-29 |
ATR |
1-17 |
1-16 |
-0-01 |
-1.3% |
0-00 |
Volume |
64,155 |
248,404 |
184,249 |
287.2% |
8,170 |
|
Daily Pivots for day following 25-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
174-05 |
173-15 |
170-30 |
|
R3 |
172-29 |
172-07 |
170-19 |
|
R2 |
171-21 |
171-21 |
170-15 |
|
R1 |
170-31 |
170-31 |
170-12 |
170-22 |
PP |
170-13 |
170-13 |
170-13 |
170-09 |
S1 |
169-23 |
169-23 |
170-04 |
169-14 |
S2 |
169-05 |
169-05 |
170-01 |
|
S3 |
167-29 |
168-15 |
169-29 |
|
S4 |
166-21 |
167-07 |
169-18 |
|
|
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% |
49% |
False |
False |
73,875 |
10 |
172-14 |
168-31 |
3-15 |
2.0% |
1-13 |
0.8% |
37% |
False |
False |
37,650 |
20 |
173-07 |
168-31 |
4-08 |
2.5% |
1-18 |
0.9% |
30% |
False |
False |
19,122 |
40 |
175-19 |
168-19 |
7-00 |
4.1% |
1-18 |
0.9% |
24% |
False |
False |
9,599 |
60 |
175-19 |
163-13 |
12-06 |
7.2% |
1-06 |
0.7% |
56% |
False |
False |
6,402 |
80 |
175-19 |
159-29 |
15-22 |
9.2% |
0-28 |
0.5% |
66% |
False |
False |
4,801 |
100 |
175-19 |
158-20 |
16-31 |
10.0% |
0-23 |
0.4% |
69% |
False |
False |
3,841 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
176-14 |
2.618 |
174-13 |
1.618 |
173-05 |
1.000 |
172-12 |
0.618 |
171-29 |
HIGH |
171-04 |
0.618 |
170-21 |
0.500 |
170-16 |
0.382 |
170-11 |
LOW |
169-28 |
0.618 |
169-03 |
1.000 |
168-20 |
1.618 |
167-27 |
2.618 |
166-19 |
4.250 |
164-18 |
|
|
Fisher Pivots for day following 25-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
170-16 |
170-23 |
PP |
170-13 |
170-18 |
S1 |
170-11 |
170-13 |
|