ECBOT 30 Year Treasury Bond Future December 2016
| Trading Metrics calculated at close of trading on 22-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2016 |
22-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
170-08 |
169-16 |
-0-24 |
-0.4% |
171-20 |
| High |
170-17 |
171-00 |
0-15 |
0.3% |
171-28 |
| Low |
168-31 |
169-06 |
0-07 |
0.1% |
168-31 |
| Close |
169-20 |
170-29 |
1-09 |
0.8% |
169-20 |
| Range |
1-18 |
1-26 |
0-08 |
16.0% |
2-29 |
| ATR |
1-18 |
1-19 |
0-01 |
1.1% |
0-00 |
| Volume |
2,519 |
8,189 |
5,670 |
225.1% |
8,170 |
|
| Daily Pivots for day following 22-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
175-26 |
175-05 |
171-29 |
|
| R3 |
174-00 |
173-11 |
171-13 |
|
| R2 |
172-06 |
172-06 |
171-08 |
|
| R1 |
171-17 |
171-17 |
171-02 |
171-28 |
| PP |
170-12 |
170-12 |
170-12 |
170-17 |
| S1 |
169-23 |
169-23 |
170-24 |
170-02 |
| S2 |
168-18 |
168-18 |
170-18 |
|
| S3 |
166-24 |
167-29 |
170-13 |
|
| S4 |
164-30 |
166-03 |
169-29 |
|
|
| Weekly Pivots for week ending 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
178-28 |
177-05 |
171-07 |
|
| R3 |
175-31 |
174-08 |
170-14 |
|
| R2 |
173-02 |
173-02 |
170-05 |
|
| R1 |
171-11 |
171-11 |
169-29 |
170-24 |
| PP |
170-05 |
170-05 |
170-05 |
169-28 |
| S1 |
168-14 |
168-14 |
169-11 |
167-27 |
| S2 |
167-08 |
167-08 |
169-03 |
|
| S3 |
164-11 |
165-17 |
168-26 |
|
| S4 |
161-14 |
162-20 |
168-01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
171-01 |
168-31 |
2-02 |
1.2% |
1-12 |
0.8% |
94% |
False |
False |
3,099 |
| 10 |
172-14 |
168-31 |
3-15 |
2.0% |
1-16 |
0.9% |
56% |
False |
False |
2,078 |
| 20 |
173-07 |
168-31 |
4-08 |
2.5% |
1-21 |
1.0% |
46% |
False |
False |
1,203 |
| 40 |
175-19 |
168-19 |
7-00 |
4.1% |
1-17 |
0.9% |
33% |
False |
False |
635 |
| 60 |
175-19 |
161-22 |
13-29 |
8.1% |
1-04 |
0.7% |
66% |
False |
False |
424 |
| 80 |
175-19 |
159-18 |
16-01 |
9.4% |
0-27 |
0.5% |
71% |
False |
False |
318 |
| 100 |
175-19 |
158-20 |
16-31 |
9.9% |
0-22 |
0.4% |
72% |
False |
False |
254 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
178-22 |
|
2.618 |
175-24 |
|
1.618 |
173-30 |
|
1.000 |
172-26 |
|
0.618 |
172-04 |
|
HIGH |
171-00 |
|
0.618 |
170-10 |
|
0.500 |
170-03 |
|
0.382 |
169-28 |
|
LOW |
169-06 |
|
0.618 |
168-02 |
|
1.000 |
167-12 |
|
1.618 |
166-08 |
|
2.618 |
164-14 |
|
4.250 |
161-16 |
|
|
| Fisher Pivots for day following 22-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
170-20 |
170-19 |
| PP |
170-12 |
170-09 |
| S1 |
170-03 |
170-00 |
|