ECBOT 30 Year Treasury Bond Future December 2016
| Trading Metrics calculated at close of trading on 09-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2016 |
09-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
169-26 |
170-01 |
0-07 |
0.1% |
173-00 |
| High |
170-10 |
171-14 |
1-04 |
0.7% |
173-02 |
| Low |
169-12 |
169-28 |
0-16 |
0.3% |
169-24 |
| Close |
170-06 |
171-08 |
1-02 |
0.6% |
170-03 |
| Range |
0-30 |
1-18 |
0-20 |
66.7% |
3-10 |
| ATR |
1-21 |
1-21 |
0-00 |
-0.4% |
0-00 |
| Volume |
232 |
999 |
767 |
330.6% |
2,179 |
|
| Daily Pivots for day following 09-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
175-17 |
174-31 |
172-04 |
|
| R3 |
173-31 |
173-13 |
171-22 |
|
| R2 |
172-13 |
172-13 |
171-17 |
|
| R1 |
171-27 |
171-27 |
171-13 |
172-04 |
| PP |
170-27 |
170-27 |
170-27 |
171-00 |
| S1 |
170-09 |
170-09 |
171-03 |
170-18 |
| S2 |
169-09 |
169-09 |
170-31 |
|
| S3 |
167-23 |
168-23 |
170-26 |
|
| S4 |
166-05 |
167-05 |
170-12 |
|
|
| Weekly Pivots for week ending 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
180-29 |
178-26 |
171-29 |
|
| R3 |
177-19 |
175-16 |
171-00 |
|
| R2 |
174-09 |
174-09 |
170-22 |
|
| R1 |
172-06 |
172-06 |
170-13 |
171-19 |
| PP |
170-31 |
170-31 |
170-31 |
170-21 |
| S1 |
168-28 |
168-28 |
169-25 |
168-09 |
| S2 |
167-21 |
167-21 |
169-16 |
|
| S3 |
164-11 |
165-18 |
169-06 |
|
| S4 |
161-01 |
162-08 |
168-09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
172-11 |
169-12 |
2-31 |
1.7% |
1-18 |
0.9% |
63% |
False |
False |
509 |
| 10 |
173-07 |
169-12 |
3-27 |
2.2% |
1-26 |
1.0% |
49% |
False |
False |
421 |
| 20 |
173-22 |
168-19 |
5-03 |
3.0% |
1-20 |
1.0% |
52% |
False |
False |
257 |
| 40 |
175-19 |
164-18 |
11-01 |
6.4% |
1-09 |
0.7% |
61% |
False |
False |
141 |
| 60 |
175-19 |
159-29 |
15-22 |
9.2% |
0-29 |
0.5% |
72% |
False |
False |
94 |
| 80 |
175-19 |
158-20 |
16-31 |
9.9% |
0-22 |
0.4% |
74% |
False |
False |
71 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
178-02 |
|
2.618 |
175-17 |
|
1.618 |
173-31 |
|
1.000 |
173-00 |
|
0.618 |
172-13 |
|
HIGH |
171-14 |
|
0.618 |
170-27 |
|
0.500 |
170-21 |
|
0.382 |
170-15 |
|
LOW |
169-28 |
|
0.618 |
168-29 |
|
1.000 |
168-10 |
|
1.618 |
167-11 |
|
2.618 |
165-25 |
|
4.250 |
163-08 |
|
|
| Fisher Pivots for day following 09-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
171-02 |
171-03 |
| PP |
170-27 |
170-30 |
| S1 |
170-21 |
170-25 |
|