ECBOT 30 Year Treasury Bond Future December 2016
| Trading Metrics calculated at close of trading on 11-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2016 |
11-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
165-04 |
164-09 |
-0-27 |
-0.5% |
168-14 |
| High |
165-07 |
164-23 |
-0-16 |
-0.3% |
168-25 |
| Low |
163-21 |
163-24 |
0-03 |
0.1% |
164-08 |
| Close |
164-05 |
164-11 |
0-06 |
0.1% |
164-29 |
| Range |
1-18 |
0-31 |
-0-19 |
-38.0% |
4-17 |
| ATR |
1-18 |
1-16 |
-0-01 |
-2.7% |
0-00 |
| Volume |
67,147 |
238,828 |
171,681 |
255.7% |
1,297,589 |
|
| Daily Pivots for day following 11-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167-06 |
166-23 |
164-28 |
|
| R3 |
166-07 |
165-24 |
164-20 |
|
| R2 |
165-08 |
165-08 |
164-17 |
|
| R1 |
164-25 |
164-25 |
164-14 |
165-01 |
| PP |
164-09 |
164-09 |
164-09 |
164-12 |
| S1 |
163-26 |
163-26 |
164-08 |
164-02 |
| S2 |
163-10 |
163-10 |
164-05 |
|
| S3 |
162-11 |
162-27 |
164-02 |
|
| S4 |
161-12 |
161-28 |
163-26 |
|
|
| Weekly Pivots for week ending 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
179-18 |
176-25 |
167-13 |
|
| R3 |
175-01 |
172-08 |
166-05 |
|
| R2 |
170-16 |
170-16 |
165-24 |
|
| R1 |
167-23 |
167-23 |
165-10 |
166-27 |
| PP |
165-31 |
165-31 |
165-31 |
165-18 |
| S1 |
163-06 |
163-06 |
164-16 |
162-10 |
| S2 |
161-14 |
161-14 |
164-02 |
|
| S3 |
156-29 |
158-21 |
163-21 |
|
| S4 |
152-12 |
154-04 |
162-13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
166-27 |
163-21 |
3-06 |
1.9% |
1-11 |
0.8% |
22% |
False |
False |
228,405 |
| 10 |
170-03 |
163-21 |
6-14 |
3.9% |
1-15 |
0.9% |
11% |
False |
False |
239,848 |
| 20 |
170-03 |
163-21 |
6-14 |
3.9% |
1-14 |
0.9% |
11% |
False |
False |
227,616 |
| 40 |
171-20 |
163-21 |
7-31 |
4.8% |
1-17 |
0.9% |
9% |
False |
False |
202,812 |
| 60 |
173-07 |
163-21 |
9-18 |
5.8% |
1-18 |
0.9% |
7% |
False |
False |
135,361 |
| 80 |
175-19 |
163-21 |
11-30 |
7.3% |
1-16 |
0.9% |
6% |
False |
False |
101,530 |
| 100 |
175-19 |
160-31 |
14-20 |
8.9% |
1-07 |
0.7% |
23% |
False |
False |
81,224 |
| 120 |
175-19 |
158-20 |
16-31 |
10.3% |
1-01 |
0.6% |
34% |
False |
False |
67,687 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
168-27 |
|
2.618 |
167-08 |
|
1.618 |
166-09 |
|
1.000 |
165-22 |
|
0.618 |
165-10 |
|
HIGH |
164-23 |
|
0.618 |
164-11 |
|
0.500 |
164-08 |
|
0.382 |
164-04 |
|
LOW |
163-24 |
|
0.618 |
163-05 |
|
1.000 |
162-25 |
|
1.618 |
162-06 |
|
2.618 |
161-07 |
|
4.250 |
159-20 |
|
|
| Fisher Pivots for day following 11-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
164-10 |
164-20 |
| PP |
164-09 |
164-17 |
| S1 |
164-08 |
164-14 |
|