ECBOT 30 Year Treasury Bond Future December 2016
| Trading Metrics calculated at close of trading on 17-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2016 |
17-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
170-10 |
169-23 |
-0-19 |
-0.3% |
169-26 |
| High |
171-01 |
170-19 |
-0-14 |
-0.3% |
172-14 |
| Low |
169-19 |
169-14 |
-0-05 |
-0.1% |
169-12 |
| Close |
169-20 |
170-04 |
0-16 |
0.3% |
171-16 |
| Range |
1-14 |
1-05 |
-0-09 |
-19.6% |
3-02 |
| ATR |
1-21 |
1-20 |
-0-01 |
-2.1% |
0-00 |
| Volume |
2,024 |
1,348 |
-676 |
-33.4% |
4,658 |
|
| Daily Pivots for day following 17-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
173-17 |
172-31 |
170-24 |
|
| R3 |
172-12 |
171-26 |
170-14 |
|
| R2 |
171-07 |
171-07 |
170-11 |
|
| R1 |
170-21 |
170-21 |
170-07 |
170-30 |
| PP |
170-02 |
170-02 |
170-02 |
170-06 |
| S1 |
169-16 |
169-16 |
170-01 |
169-25 |
| S2 |
168-29 |
168-29 |
169-29 |
|
| S3 |
167-24 |
168-11 |
169-26 |
|
| S4 |
166-19 |
167-06 |
169-16 |
|
|
| 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 |
169-14 |
3-00 |
1.8% |
1-19 |
0.9% |
23% |
False |
True |
1,334 |
| 10 |
172-14 |
169-12 |
3-02 |
1.8% |
1-19 |
0.9% |
24% |
False |
False |
968 |
| 20 |
173-07 |
168-19 |
4-20 |
2.7% |
1-20 |
1.0% |
33% |
False |
False |
610 |
| 40 |
175-19 |
164-18 |
11-01 |
6.5% |
1-16 |
0.9% |
50% |
False |
False |
333 |
| 60 |
175-19 |
160-31 |
14-20 |
8.6% |
1-01 |
0.6% |
63% |
False |
False |
222 |
| 80 |
175-19 |
158-20 |
16-31 |
10.0% |
0-25 |
0.5% |
68% |
False |
False |
166 |
| 100 |
175-19 |
158-20 |
16-31 |
10.0% |
0-20 |
0.4% |
68% |
False |
False |
133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
175-16 |
|
2.618 |
173-20 |
|
1.618 |
172-15 |
|
1.000 |
171-24 |
|
0.618 |
171-10 |
|
HIGH |
170-19 |
|
0.618 |
170-05 |
|
0.500 |
170-01 |
|
0.382 |
169-28 |
|
LOW |
169-14 |
|
0.618 |
168-23 |
|
1.000 |
168-09 |
|
1.618 |
167-18 |
|
2.618 |
166-13 |
|
4.250 |
164-17 |
|
|
| Fisher Pivots for day following 17-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
170-03 |
170-21 |
| PP |
170-02 |
170-15 |
| S1 |
170-01 |
170-10 |
|