ECBOT 30 Year Treasury Bond Future December 2016
| Trading Metrics calculated at close of trading on 21-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2016 |
21-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
165-14 |
165-30 |
0-16 |
0.3% |
166-16 |
| High |
166-23 |
167-02 |
0-11 |
0.2% |
167-18 |
| Low |
165-13 |
164-13 |
-1-00 |
-0.6% |
164-17 |
| Close |
166-00 |
166-19 |
0-19 |
0.4% |
165-21 |
| Range |
1-10 |
2-21 |
1-11 |
102.4% |
3-01 |
| ATR |
1-19 |
1-22 |
0-02 |
4.7% |
0-00 |
| Volume |
181,099 |
274,911 |
93,812 |
51.8% |
1,346,315 |
|
| Daily Pivots for day following 21-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
174-00 |
172-30 |
168-02 |
|
| R3 |
171-11 |
170-09 |
167-10 |
|
| R2 |
168-22 |
168-22 |
167-03 |
|
| R1 |
167-20 |
167-20 |
166-27 |
168-05 |
| PP |
166-01 |
166-01 |
166-01 |
166-09 |
| S1 |
164-31 |
164-31 |
166-11 |
165-16 |
| S2 |
163-12 |
163-12 |
166-03 |
|
| S3 |
160-23 |
162-10 |
165-28 |
|
| S4 |
158-02 |
159-21 |
165-04 |
|
|
| Weekly Pivots for week ending 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
175-00 |
173-12 |
167-10 |
|
| R3 |
171-31 |
170-11 |
166-16 |
|
| R2 |
168-30 |
168-30 |
166-07 |
|
| R1 |
167-10 |
167-10 |
165-30 |
166-20 |
| PP |
165-29 |
165-29 |
165-29 |
165-18 |
| S1 |
164-09 |
164-09 |
165-12 |
163-19 |
| S2 |
162-28 |
162-28 |
165-03 |
|
| S3 |
159-27 |
161-08 |
164-26 |
|
| S4 |
156-26 |
158-07 |
164-00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
167-02 |
164-13 |
2-21 |
1.6% |
1-16 |
0.9% |
82% |
True |
True |
223,726 |
| 10 |
171-01 |
164-13 |
6-20 |
4.0% |
1-26 |
1.1% |
33% |
False |
True |
263,033 |
| 20 |
171-20 |
164-13 |
7-07 |
4.3% |
1-22 |
1.0% |
30% |
False |
True |
242,871 |
| 40 |
173-07 |
164-13 |
8-26 |
5.3% |
1-21 |
1.0% |
25% |
False |
True |
123,188 |
| 60 |
175-19 |
164-13 |
11-06 |
6.7% |
1-19 |
1.0% |
20% |
False |
True |
82,149 |
| 80 |
175-19 |
162-02 |
13-17 |
8.1% |
1-09 |
0.8% |
33% |
False |
False |
61,612 |
| 100 |
175-19 |
159-18 |
16-01 |
9.6% |
1-01 |
0.6% |
44% |
False |
False |
49,290 |
| 120 |
175-19 |
158-20 |
16-31 |
10.2% |
0-27 |
0.5% |
47% |
False |
False |
41,075 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
178-11 |
|
2.618 |
174-01 |
|
1.618 |
171-12 |
|
1.000 |
169-23 |
|
0.618 |
168-23 |
|
HIGH |
167-02 |
|
0.618 |
166-02 |
|
0.500 |
165-24 |
|
0.382 |
165-13 |
|
LOW |
164-13 |
|
0.618 |
162-24 |
|
1.000 |
161-24 |
|
1.618 |
160-03 |
|
2.618 |
157-14 |
|
4.250 |
153-04 |
|
|
| Fisher Pivots for day following 21-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
166-10 |
166-10 |
| PP |
166-01 |
166-01 |
| S1 |
165-24 |
165-24 |
|