ECBOT 30 Year Treasury Bond Future December 2016
| Trading Metrics calculated at close of trading on 18-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2016 |
18-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
163-02 |
164-00 |
0-30 |
0.6% |
165-04 |
| High |
164-08 |
164-15 |
0-07 |
0.1% |
165-13 |
| Low |
162-19 |
163-09 |
0-22 |
0.4% |
163-00 |
| Close |
163-30 |
164-09 |
0-11 |
0.2% |
163-07 |
| Range |
1-21 |
1-06 |
-0-15 |
-28.3% |
2-13 |
| ATR |
1-16 |
1-15 |
-0-01 |
-1.5% |
0-00 |
| Volume |
224,195 |
260,894 |
36,699 |
16.4% |
1,094,294 |
|
| Daily Pivots for day following 18-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167-18 |
167-04 |
164-30 |
|
| R3 |
166-12 |
165-30 |
164-19 |
|
| R2 |
165-06 |
165-06 |
164-16 |
|
| R1 |
164-24 |
164-24 |
164-12 |
164-31 |
| PP |
164-00 |
164-00 |
164-00 |
164-04 |
| S1 |
163-18 |
163-18 |
164-06 |
163-25 |
| S2 |
162-26 |
162-26 |
164-02 |
|
| S3 |
161-20 |
162-12 |
163-31 |
|
| S4 |
160-14 |
161-06 |
163-20 |
|
|
| 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 |
162-19 |
2-26 |
1.7% |
1-10 |
0.8% |
60% |
False |
False |
254,681 |
| 10 |
166-27 |
162-19 |
4-08 |
2.6% |
1-11 |
0.8% |
40% |
False |
False |
241,543 |
| 20 |
170-03 |
162-19 |
7-16 |
4.6% |
1-14 |
0.9% |
23% |
False |
False |
237,089 |
| 40 |
171-20 |
162-19 |
9-01 |
5.5% |
1-17 |
0.9% |
19% |
False |
False |
234,260 |
| 60 |
173-07 |
162-19 |
10-20 |
6.5% |
1-18 |
1.0% |
16% |
False |
False |
156,574 |
| 80 |
175-19 |
162-19 |
13-00 |
7.9% |
1-17 |
0.9% |
13% |
False |
False |
117,448 |
| 100 |
175-19 |
161-22 |
13-29 |
8.5% |
1-09 |
0.8% |
19% |
False |
False |
93,958 |
| 120 |
175-19 |
159-18 |
16-01 |
9.8% |
1-02 |
0.7% |
29% |
False |
False |
78,299 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
169-17 |
|
2.618 |
167-18 |
|
1.618 |
166-12 |
|
1.000 |
165-21 |
|
0.618 |
165-06 |
|
HIGH |
164-15 |
|
0.618 |
164-00 |
|
0.500 |
163-28 |
|
0.382 |
163-24 |
|
LOW |
163-09 |
|
0.618 |
162-18 |
|
1.000 |
162-03 |
|
1.618 |
161-12 |
|
2.618 |
160-06 |
|
4.250 |
158-08 |
|
|
| Fisher Pivots for day following 18-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
164-05 |
164-03 |
| PP |
164-00 |
163-29 |
| S1 |
163-28 |
163-24 |
|