ECBOT 30 Year Treasury Bond Future December 2016
Trading Metrics calculated at close of trading on 25-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2016 |
25-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
164-31 |
164-09 |
-0-22 |
-0.4% |
163-02 |
High |
165-10 |
165-05 |
-0-05 |
-0.1% |
165-07 |
Low |
163-30 |
163-24 |
-0-06 |
-0.1% |
162-19 |
Close |
164-10 |
164-22 |
0-12 |
0.2% |
164-26 |
Range |
1-12 |
1-13 |
0-01 |
2.3% |
2-20 |
ATR |
1-13 |
1-13 |
0-00 |
0.0% |
0-00 |
Volume |
191,147 |
218,700 |
27,553 |
14.4% |
1,165,758 |
|
Daily Pivots for day following 25-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
168-24 |
168-04 |
165-15 |
|
R3 |
167-11 |
166-23 |
165-02 |
|
R2 |
165-30 |
165-30 |
164-30 |
|
R1 |
165-10 |
165-10 |
164-26 |
165-20 |
PP |
164-17 |
164-17 |
164-17 |
164-22 |
S1 |
163-29 |
163-29 |
164-18 |
164-07 |
S2 |
163-04 |
163-04 |
164-14 |
|
S3 |
161-23 |
162-16 |
164-10 |
|
S4 |
160-10 |
161-03 |
163-29 |
|
|
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 |
165-10 |
163-24 |
1-18 |
0.9% |
1-07 |
0.7% |
60% |
False |
True |
218,103 |
10 |
165-13 |
162-19 |
2-26 |
1.7% |
1-09 |
0.8% |
74% |
False |
False |
236,392 |
20 |
170-03 |
162-19 |
7-16 |
4.6% |
1-12 |
0.8% |
28% |
False |
False |
238,120 |
40 |
171-16 |
162-19 |
8-29 |
5.4% |
1-15 |
0.9% |
24% |
False |
False |
240,135 |
60 |
172-14 |
162-19 |
9-27 |
6.0% |
1-16 |
0.9% |
21% |
False |
False |
174,725 |
80 |
175-19 |
162-19 |
13-00 |
7.9% |
1-17 |
0.9% |
16% |
False |
False |
131,077 |
100 |
175-19 |
162-19 |
13-00 |
7.9% |
1-11 |
0.8% |
16% |
False |
False |
104,864 |
120 |
175-19 |
159-29 |
15-22 |
9.5% |
1-04 |
0.7% |
30% |
False |
False |
87,386 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
171-04 |
2.618 |
168-27 |
1.618 |
167-14 |
1.000 |
166-18 |
0.618 |
166-01 |
HIGH |
165-05 |
0.618 |
164-20 |
0.500 |
164-15 |
0.382 |
164-09 |
LOW |
163-24 |
0.618 |
162-28 |
1.000 |
162-11 |
1.618 |
161-15 |
2.618 |
160-02 |
4.250 |
157-25 |
|
|
Fisher Pivots for day following 25-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
164-20 |
164-20 |
PP |
164-17 |
164-19 |
S1 |
164-15 |
164-17 |
|