ECBOT 30 Year Treasury Bond Future September 2016
| Trading Metrics calculated at close of trading on 29-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2016 |
29-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
171-22 |
170-11 |
-1-11 |
-0.8% |
170-30 |
| High |
173-03 |
172-05 |
-0-30 |
-0.5% |
173-03 |
| Low |
170-09 |
170-07 |
-0-02 |
0.0% |
170-09 |
| Close |
170-10 |
172-03 |
1-25 |
1.0% |
170-10 |
| Range |
2-26 |
1-30 |
-0-28 |
-31.1% |
2-26 |
| ATR |
1-22 |
1-23 |
0-01 |
1.1% |
0-00 |
| Volume |
460,461 |
381,336 |
-79,125 |
-17.2% |
1,546,842 |
|
| Daily Pivots for day following 29-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
177-10 |
176-20 |
173-05 |
|
| R3 |
175-12 |
174-22 |
172-20 |
|
| R2 |
173-14 |
173-14 |
172-14 |
|
| R1 |
172-24 |
172-24 |
172-09 |
173-03 |
| PP |
171-16 |
171-16 |
171-16 |
171-21 |
| S1 |
170-26 |
170-26 |
171-29 |
171-05 |
| S2 |
169-18 |
169-18 |
171-24 |
|
| S3 |
167-20 |
168-28 |
171-18 |
|
| S4 |
165-22 |
166-30 |
171-01 |
|
|
| Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
179-21 |
177-26 |
171-28 |
|
| R3 |
176-27 |
175-00 |
171-03 |
|
| R2 |
174-01 |
174-01 |
170-26 |
|
| R1 |
172-06 |
172-06 |
170-18 |
171-22 |
| PP |
171-07 |
171-07 |
171-07 |
171-00 |
| S1 |
169-12 |
169-12 |
170-02 |
168-28 |
| S2 |
168-13 |
168-13 |
169-26 |
|
| S3 |
165-19 |
166-18 |
169-17 |
|
| S4 |
162-25 |
163-24 |
168-24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
173-03 |
170-07 |
2-28 |
1.7% |
1-21 |
1.0% |
65% |
False |
True |
347,436 |
| 10 |
173-03 |
170-07 |
2-28 |
1.7% |
1-17 |
0.9% |
65% |
False |
True |
276,287 |
| 20 |
173-30 |
170-07 |
3-23 |
2.2% |
1-20 |
0.9% |
50% |
False |
True |
241,669 |
| 40 |
177-11 |
169-31 |
7-12 |
4.3% |
1-24 |
1.0% |
29% |
False |
False |
237,425 |
| 60 |
177-11 |
165-20 |
11-23 |
6.8% |
1-24 |
1.0% |
55% |
False |
False |
243,335 |
| 80 |
177-11 |
161-23 |
15-20 |
9.1% |
1-21 |
1.0% |
66% |
False |
False |
208,170 |
| 100 |
177-11 |
159-20 |
17-23 |
10.3% |
1-18 |
0.9% |
70% |
False |
False |
166,618 |
| 120 |
177-11 |
159-20 |
17-23 |
10.3% |
1-13 |
0.8% |
70% |
False |
False |
138,853 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
180-12 |
|
2.618 |
177-07 |
|
1.618 |
175-09 |
|
1.000 |
174-03 |
|
0.618 |
173-11 |
|
HIGH |
172-05 |
|
0.618 |
171-13 |
|
0.500 |
171-06 |
|
0.382 |
170-31 |
|
LOW |
170-07 |
|
0.618 |
169-01 |
|
1.000 |
168-09 |
|
1.618 |
167-03 |
|
2.618 |
165-05 |
|
4.250 |
162-00 |
|
|
| Fisher Pivots for day following 29-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
171-25 |
171-30 |
| PP |
171-16 |
171-26 |
| S1 |
171-06 |
171-21 |
|