ECBOT 30 Year Treasury Bond Future December 2016
Trading Metrics calculated at close of trading on 21-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2016 |
21-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
164-11 |
164-13 |
0-02 |
0.0% |
163-02 |
High |
165-07 |
165-06 |
-0-01 |
0.0% |
165-07 |
Low |
163-24 |
164-10 |
0-18 |
0.3% |
162-19 |
Close |
164-21 |
164-26 |
0-05 |
0.1% |
164-26 |
Range |
1-15 |
0-28 |
-0-19 |
-40.4% |
2-20 |
ATR |
1-14 |
1-13 |
-0-01 |
-2.8% |
0-00 |
Volume |
265,492 |
188,311 |
-77,181 |
-29.1% |
1,165,758 |
|
Daily Pivots for day following 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
167-13 |
166-31 |
165-09 |
|
R3 |
166-17 |
166-03 |
165-02 |
|
R2 |
165-21 |
165-21 |
164-31 |
|
R1 |
165-07 |
165-07 |
164-29 |
165-14 |
PP |
164-25 |
164-25 |
164-25 |
164-28 |
S1 |
164-11 |
164-11 |
164-23 |
164-18 |
S2 |
163-29 |
163-29 |
164-21 |
|
S3 |
163-01 |
163-15 |
164-18 |
|
S4 |
162-05 |
162-19 |
164-11 |
|
|
Weekly Pivots for week ending 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
172-03 |
171-02 |
166-08 |
|
R3 |
169-15 |
168-14 |
165-17 |
|
R2 |
166-27 |
166-27 |
165-09 |
|
R1 |
165-26 |
165-26 |
165-02 |
166-11 |
PP |
164-07 |
164-07 |
164-07 |
164-15 |
S1 |
163-06 |
163-06 |
164-18 |
163-23 |
S2 |
161-19 |
161-19 |
164-11 |
|
S3 |
158-31 |
160-18 |
164-03 |
|
S4 |
156-11 |
157-30 |
163-12 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
165-07 |
162-19 |
2-20 |
1.6% |
1-08 |
0.8% |
85% |
False |
False |
233,151 |
10 |
165-13 |
162-19 |
2-26 |
1.7% |
1-08 |
0.8% |
79% |
False |
False |
226,005 |
20 |
170-03 |
162-19 |
7-16 |
4.6% |
1-12 |
0.8% |
30% |
False |
False |
237,001 |
40 |
171-20 |
162-19 |
9-01 |
5.5% |
1-17 |
0.9% |
25% |
False |
False |
242,310 |
60 |
173-07 |
162-19 |
10-20 |
6.4% |
1-17 |
0.9% |
21% |
False |
False |
167,914 |
80 |
175-19 |
162-19 |
13-00 |
7.9% |
1-17 |
0.9% |
17% |
False |
False |
125,955 |
100 |
175-19 |
162-19 |
13-00 |
7.9% |
1-10 |
0.8% |
17% |
False |
False |
100,765 |
120 |
175-19 |
159-29 |
15-22 |
9.5% |
1-03 |
0.7% |
31% |
False |
False |
83,971 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
168-29 |
2.618 |
167-15 |
1.618 |
166-19 |
1.000 |
166-02 |
0.618 |
165-23 |
HIGH |
165-06 |
0.618 |
164-27 |
0.500 |
164-24 |
0.382 |
164-21 |
LOW |
164-10 |
0.618 |
163-25 |
1.000 |
163-14 |
1.618 |
162-29 |
2.618 |
162-01 |
4.250 |
160-19 |
|
|
Fisher Pivots for day following 21-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
164-25 |
164-23 |
PP |
164-25 |
164-19 |
S1 |
164-24 |
164-16 |
|