ECBOT 30 Year Treasury Bond Future December 2016
| Trading Metrics calculated at close of trading on 16-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2016 |
16-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
171-20 |
170-10 |
-1-10 |
-0.8% |
169-26 |
| High |
171-28 |
171-01 |
-0-27 |
-0.5% |
172-14 |
| Low |
170-03 |
169-19 |
-0-16 |
-0.3% |
169-12 |
| Close |
170-09 |
169-20 |
-0-21 |
-0.4% |
171-16 |
| Range |
1-25 |
1-14 |
-0-11 |
-19.3% |
3-02 |
| ATR |
1-21 |
1-21 |
-0-01 |
-1.0% |
0-00 |
| Volume |
860 |
2,024 |
1,164 |
135.3% |
4,658 |
|
| Daily Pivots for day following 16-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
174-13 |
173-14 |
170-13 |
|
| R3 |
172-31 |
172-00 |
170-01 |
|
| R2 |
171-17 |
171-17 |
169-28 |
|
| R1 |
170-18 |
170-18 |
169-24 |
170-11 |
| PP |
170-03 |
170-03 |
170-03 |
169-31 |
| S1 |
169-04 |
169-04 |
169-16 |
168-29 |
| S2 |
168-21 |
168-21 |
169-12 |
|
| S3 |
167-07 |
167-22 |
169-07 |
|
| S4 |
165-25 |
166-08 |
168-27 |
|
|
| Weekly Pivots for week ending 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
180-09 |
178-31 |
173-06 |
|
| R3 |
177-07 |
175-29 |
172-11 |
|
| R2 |
174-05 |
174-05 |
172-02 |
|
| R1 |
172-27 |
172-27 |
171-25 |
173-16 |
| PP |
171-03 |
171-03 |
171-03 |
171-14 |
| S1 |
169-25 |
169-25 |
171-07 |
170-14 |
| S2 |
168-01 |
168-01 |
170-30 |
|
| S3 |
164-31 |
166-23 |
170-21 |
|
| S4 |
161-29 |
163-21 |
169-26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
172-14 |
169-19 |
2-27 |
1.7% |
1-19 |
0.9% |
1% |
False |
True |
1,262 |
| 10 |
172-14 |
169-12 |
3-02 |
1.8% |
1-18 |
0.9% |
8% |
False |
False |
885 |
| 20 |
173-07 |
168-19 |
4-20 |
2.7% |
1-20 |
1.0% |
22% |
False |
False |
547 |
| 40 |
175-19 |
164-18 |
11-01 |
6.5% |
1-15 |
0.9% |
46% |
False |
False |
299 |
| 60 |
175-19 |
160-31 |
14-20 |
8.6% |
1-01 |
0.6% |
59% |
False |
False |
199 |
| 80 |
175-19 |
158-20 |
16-31 |
10.0% |
0-25 |
0.5% |
65% |
False |
False |
149 |
| 100 |
175-19 |
158-20 |
16-31 |
10.0% |
0-20 |
0.4% |
65% |
False |
False |
119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
177-05 |
|
2.618 |
174-25 |
|
1.618 |
173-11 |
|
1.000 |
172-15 |
|
0.618 |
171-29 |
|
HIGH |
171-01 |
|
0.618 |
170-15 |
|
0.500 |
170-10 |
|
0.382 |
170-05 |
|
LOW |
169-19 |
|
0.618 |
168-23 |
|
1.000 |
168-05 |
|
1.618 |
167-09 |
|
2.618 |
165-27 |
|
4.250 |
163-16 |
|
|
| Fisher Pivots for day following 16-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
170-10 |
171-01 |
| PP |
170-03 |
170-18 |
| S1 |
169-27 |
170-03 |
|