ECBOT 30 Year Treasury Bond Future September 2016
| Trading Metrics calculated at close of trading on 16-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2016 |
16-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
167-00 |
167-17 |
0-17 |
0.3% |
168-20 |
| High |
167-18 |
168-03 |
0-17 |
0.3% |
169-03 |
| Low |
166-04 |
167-04 |
1-00 |
0.6% |
166-04 |
| Close |
166-30 |
167-06 |
0-08 |
0.1% |
167-06 |
| Range |
1-14 |
0-31 |
-0-15 |
-32.6% |
2-31 |
| ATR |
1-23 |
1-22 |
-0-01 |
-2.4% |
0-00 |
| Volume |
578 |
239 |
-339 |
-58.7% |
4,275 |
|
| Daily Pivots for day following 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
170-12 |
169-24 |
167-23 |
|
| R3 |
169-13 |
168-25 |
167-15 |
|
| R2 |
168-14 |
168-14 |
167-12 |
|
| R1 |
167-26 |
167-26 |
167-09 |
167-20 |
| PP |
167-15 |
167-15 |
167-15 |
167-12 |
| S1 |
166-27 |
166-27 |
167-03 |
166-22 |
| S2 |
166-16 |
166-16 |
167-00 |
|
| S3 |
165-17 |
165-28 |
166-29 |
|
| S4 |
164-18 |
164-29 |
166-21 |
|
|
| Weekly Pivots for week ending 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
176-12 |
174-24 |
168-26 |
|
| R3 |
173-13 |
171-25 |
168-00 |
|
| R2 |
170-14 |
170-14 |
167-23 |
|
| R1 |
168-26 |
168-26 |
167-15 |
168-04 |
| PP |
167-15 |
167-15 |
167-15 |
167-04 |
| S1 |
165-27 |
165-27 |
166-29 |
165-06 |
| S2 |
164-16 |
164-16 |
166-21 |
|
| S3 |
161-17 |
162-28 |
166-12 |
|
| S4 |
158-18 |
159-29 |
165-18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
169-03 |
166-04 |
2-31 |
1.8% |
1-16 |
0.9% |
36% |
False |
False |
855 |
| 10 |
172-30 |
166-04 |
6-26 |
4.1% |
1-26 |
1.1% |
16% |
False |
False |
3,896 |
| 20 |
173-03 |
166-04 |
6-31 |
4.2% |
1-21 |
1.0% |
15% |
False |
False |
122,701 |
| 40 |
174-22 |
166-04 |
8-18 |
5.1% |
1-21 |
1.0% |
12% |
False |
False |
168,046 |
| 60 |
177-11 |
165-25 |
11-18 |
6.9% |
1-28 |
1.1% |
12% |
False |
False |
200,052 |
| 80 |
177-11 |
161-23 |
15-20 |
9.3% |
1-23 |
1.0% |
35% |
False |
False |
209,051 |
| 100 |
177-11 |
160-01 |
17-10 |
10.4% |
1-20 |
1.0% |
41% |
False |
False |
169,889 |
| 120 |
177-11 |
159-20 |
17-23 |
10.6% |
1-17 |
0.9% |
43% |
False |
False |
141,605 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
172-07 |
|
2.618 |
170-20 |
|
1.618 |
169-21 |
|
1.000 |
169-02 |
|
0.618 |
168-22 |
|
HIGH |
168-03 |
|
0.618 |
167-23 |
|
0.500 |
167-20 |
|
0.382 |
167-16 |
|
LOW |
167-04 |
|
0.618 |
166-17 |
|
1.000 |
166-05 |
|
1.618 |
165-18 |
|
2.618 |
164-19 |
|
4.250 |
163-00 |
|
|
| Fisher Pivots for day following 16-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
167-20 |
167-05 |
| PP |
167-15 |
167-04 |
| S1 |
167-10 |
167-04 |
|