ECBOT 30 Year Treasury Bond Future December 2016
| Trading Metrics calculated at close of trading on 14-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2016 |
14-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
164-11 |
164-25 |
0-14 |
0.3% |
165-04 |
| High |
165-13 |
164-28 |
-0-17 |
-0.3% |
165-13 |
| Low |
164-09 |
163-00 |
-1-09 |
-0.8% |
163-00 |
| Close |
164-31 |
163-07 |
-1-24 |
-1.1% |
163-07 |
| Range |
1-04 |
1-28 |
0-24 |
66.7% |
2-13 |
| ATR |
1-14 |
1-15 |
0-01 |
2.6% |
0-00 |
| Volume |
251,472 |
303,101 |
51,629 |
20.5% |
1,094,294 |
|
| Daily Pivots for day following 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
169-10 |
168-05 |
164-08 |
|
| R3 |
167-14 |
166-09 |
163-24 |
|
| R2 |
165-18 |
165-18 |
163-18 |
|
| R1 |
164-13 |
164-13 |
163-13 |
164-02 |
| PP |
163-22 |
163-22 |
163-22 |
163-17 |
| S1 |
162-17 |
162-17 |
163-02 |
162-06 |
| S2 |
161-26 |
161-26 |
162-28 |
|
| S3 |
159-30 |
160-21 |
162-23 |
|
| S4 |
158-02 |
158-25 |
162-06 |
|
|
| Weekly Pivots for week ending 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
171-03 |
169-18 |
164-17 |
|
| R3 |
168-22 |
167-05 |
163-28 |
|
| R2 |
166-09 |
166-09 |
163-21 |
|
| R1 |
164-24 |
164-24 |
163-14 |
164-10 |
| PP |
163-28 |
163-28 |
163-28 |
163-21 |
| S1 |
162-11 |
162-11 |
163-00 |
161-29 |
| S2 |
161-15 |
161-15 |
162-25 |
|
| S3 |
159-02 |
159-30 |
162-18 |
|
| S4 |
156-21 |
157-17 |
161-29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
165-13 |
163-00 |
2-13 |
1.5% |
1-08 |
0.8% |
9% |
False |
True |
218,858 |
| 10 |
168-25 |
163-00 |
5-25 |
3.5% |
1-12 |
0.8% |
4% |
False |
True |
239,188 |
| 20 |
170-03 |
163-00 |
7-03 |
4.3% |
1-13 |
0.9% |
3% |
False |
True |
229,337 |
| 40 |
171-20 |
163-00 |
8-20 |
5.3% |
1-17 |
0.9% |
3% |
False |
True |
222,400 |
| 60 |
173-07 |
163-00 |
10-07 |
6.3% |
1-18 |
1.0% |
2% |
False |
True |
148,492 |
| 80 |
175-19 |
163-00 |
12-19 |
7.7% |
1-17 |
0.9% |
2% |
False |
True |
111,384 |
| 100 |
175-19 |
160-31 |
14-20 |
9.0% |
1-08 |
0.8% |
15% |
False |
False |
89,107 |
| 120 |
175-19 |
159-18 |
16-01 |
9.8% |
1-02 |
0.6% |
23% |
False |
False |
74,256 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
172-27 |
|
2.618 |
169-25 |
|
1.618 |
167-29 |
|
1.000 |
166-24 |
|
0.618 |
166-01 |
|
HIGH |
164-28 |
|
0.618 |
164-05 |
|
0.500 |
163-30 |
|
0.382 |
163-23 |
|
LOW |
163-00 |
|
0.618 |
161-27 |
|
1.000 |
161-04 |
|
1.618 |
159-31 |
|
2.618 |
158-03 |
|
4.250 |
155-01 |
|
|
| Fisher Pivots for day following 14-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
163-30 |
164-07 |
| PP |
163-22 |
163-28 |
| S1 |
163-15 |
163-18 |
|