ECBOT 30 Year Treasury Bond Future September 2016
| Trading Metrics calculated at close of trading on 19-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2016 |
19-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
171-29 |
172-00 |
0-03 |
0.1% |
173-03 |
| High |
172-08 |
172-01 |
-0-07 |
-0.1% |
173-12 |
| Low |
171-09 |
170-14 |
-0-27 |
-0.5% |
170-14 |
| Close |
171-29 |
171-03 |
-0-26 |
-0.5% |
171-03 |
| Range |
0-31 |
1-19 |
0-20 |
64.5% |
2-30 |
| ATR |
1-22 |
1-22 |
0-00 |
-0.4% |
0-00 |
| Volume |
180,086 |
195,488 |
15,402 |
8.6% |
991,878 |
|
| Daily Pivots for day following 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
175-31 |
175-04 |
171-31 |
|
| R3 |
174-12 |
173-17 |
171-17 |
|
| R2 |
172-25 |
172-25 |
171-12 |
|
| R1 |
171-30 |
171-30 |
171-08 |
171-18 |
| PP |
171-06 |
171-06 |
171-06 |
171-00 |
| S1 |
170-11 |
170-11 |
170-30 |
169-31 |
| S2 |
169-19 |
169-19 |
170-26 |
|
| S3 |
168-00 |
168-24 |
170-21 |
|
| S4 |
166-13 |
167-05 |
170-07 |
|
|
| Weekly Pivots for week ending 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
180-14 |
178-23 |
172-23 |
|
| R3 |
177-16 |
175-25 |
171-29 |
|
| R2 |
174-18 |
174-18 |
171-20 |
|
| R1 |
172-27 |
172-27 |
171-12 |
172-08 |
| PP |
171-20 |
171-20 |
171-20 |
171-11 |
| S1 |
169-29 |
169-29 |
170-26 |
169-10 |
| S2 |
168-22 |
168-22 |
170-18 |
|
| S3 |
165-24 |
166-31 |
170-09 |
|
| S4 |
162-26 |
164-01 |
169-15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
173-12 |
170-14 |
2-30 |
1.7% |
1-13 |
0.8% |
22% |
False |
True |
198,375 |
| 10 |
173-30 |
170-14 |
3-16 |
2.0% |
1-15 |
0.9% |
19% |
False |
True |
193,558 |
| 20 |
174-22 |
170-14 |
4-08 |
2.5% |
1-22 |
1.0% |
15% |
False |
True |
212,717 |
| 40 |
177-11 |
165-25 |
11-18 |
6.8% |
1-31 |
1.1% |
46% |
False |
False |
238,721 |
| 60 |
177-11 |
161-23 |
15-20 |
9.1% |
1-24 |
1.0% |
60% |
False |
False |
236,919 |
| 80 |
177-11 |
160-15 |
16-28 |
9.9% |
1-20 |
1.0% |
63% |
False |
False |
184,117 |
| 100 |
177-11 |
159-20 |
17-23 |
10.4% |
1-17 |
0.9% |
65% |
False |
False |
147,341 |
| 120 |
177-11 |
159-20 |
17-23 |
10.4% |
1-11 |
0.8% |
65% |
False |
False |
122,785 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
178-26 |
|
2.618 |
176-07 |
|
1.618 |
174-20 |
|
1.000 |
173-20 |
|
0.618 |
173-01 |
|
HIGH |
172-01 |
|
0.618 |
171-14 |
|
0.500 |
171-08 |
|
0.382 |
171-01 |
|
LOW |
170-14 |
|
0.618 |
169-14 |
|
1.000 |
168-27 |
|
1.618 |
167-27 |
|
2.618 |
166-08 |
|
4.250 |
163-21 |
|
|
| Fisher Pivots for day following 19-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
171-08 |
171-11 |
| PP |
171-06 |
171-08 |
| S1 |
171-04 |
171-06 |
|