ECBOT 30 Year Treasury Bond Future December 2016
Trading Metrics calculated at close of trading on 30-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2016 |
30-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
168-29 |
170-19 |
1-22 |
1.0% |
169-16 |
High |
170-23 |
170-20 |
-0-03 |
-0.1% |
171-20 |
Low |
168-24 |
169-31 |
1-07 |
0.7% |
168-26 |
Close |
170-21 |
170-10 |
-0-11 |
-0.2% |
168-27 |
Range |
1-31 |
0-21 |
-1-10 |
-66.7% |
2-26 |
ATR |
1-20 |
1-18 |
-0-02 |
-4.1% |
0-00 |
Volume |
295,892 |
211,328 |
-84,564 |
-28.6% |
567,816 |
|
Daily Pivots for day following 30-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
172-09 |
171-30 |
170-22 |
|
R3 |
171-20 |
171-09 |
170-16 |
|
R2 |
170-31 |
170-31 |
170-14 |
|
R1 |
170-20 |
170-20 |
170-12 |
170-15 |
PP |
170-10 |
170-10 |
170-10 |
170-07 |
S1 |
169-31 |
169-31 |
170-08 |
169-26 |
S2 |
169-21 |
169-21 |
170-06 |
|
S3 |
169-00 |
169-10 |
170-04 |
|
S4 |
168-11 |
168-21 |
169-30 |
|
|
Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
178-06 |
176-11 |
170-13 |
|
R3 |
175-12 |
173-17 |
169-20 |
|
R2 |
172-18 |
172-18 |
169-12 |
|
R1 |
170-23 |
170-23 |
169-03 |
170-08 |
PP |
169-24 |
169-24 |
169-24 |
169-17 |
S1 |
167-29 |
167-29 |
168-19 |
167-14 |
S2 |
166-30 |
166-30 |
168-11 |
|
S3 |
164-04 |
165-03 |
168-02 |
|
S4 |
161-10 |
162-09 |
167-10 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
171-20 |
168-24 |
2-28 |
1.7% |
1-17 |
0.9% |
54% |
False |
False |
204,147 |
10 |
171-20 |
168-24 |
2-28 |
1.7% |
1-14 |
0.8% |
54% |
False |
False |
108,032 |
20 |
172-14 |
168-24 |
3-22 |
2.2% |
1-16 |
0.9% |
42% |
False |
False |
54,459 |
40 |
175-19 |
168-19 |
7-00 |
4.1% |
1-18 |
0.9% |
25% |
False |
False |
27,299 |
60 |
175-19 |
164-18 |
11-01 |
6.5% |
1-08 |
0.7% |
52% |
False |
False |
18,205 |
80 |
175-19 |
159-29 |
15-22 |
9.2% |
0-31 |
0.6% |
66% |
False |
False |
13,653 |
100 |
175-19 |
158-20 |
16-31 |
10.0% |
0-24 |
0.4% |
69% |
False |
False |
10,923 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
173-13 |
2.618 |
172-11 |
1.618 |
171-22 |
1.000 |
171-09 |
0.618 |
171-01 |
HIGH |
170-20 |
0.618 |
170-12 |
0.500 |
170-10 |
0.382 |
170-07 |
LOW |
169-31 |
0.618 |
169-18 |
1.000 |
169-10 |
1.618 |
168-29 |
2.618 |
168-08 |
4.250 |
167-06 |
|
|
Fisher Pivots for day following 30-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
170-10 |
170-09 |
PP |
170-10 |
170-07 |
S1 |
170-10 |
170-06 |
|