ECBOT 30 Year Treasury Bond Future December 2016
| Trading Metrics calculated at close of trading on 26-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2016 |
26-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
170-22 |
170-06 |
-0-16 |
-0.3% |
169-16 |
| High |
171-04 |
171-20 |
0-16 |
0.3% |
171-20 |
| Low |
169-28 |
168-26 |
-1-02 |
-0.6% |
168-26 |
| Close |
170-08 |
168-27 |
-1-13 |
-0.8% |
168-27 |
| Range |
1-08 |
2-26 |
1-18 |
125.0% |
2-26 |
| ATR |
1-16 |
1-19 |
0-03 |
6.2% |
0-00 |
| Volume |
248,404 |
200,958 |
-47,446 |
-19.1% |
567,816 |
|
| Daily Pivots for day following 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
178-06 |
176-11 |
170-13 |
|
| R3 |
175-12 |
173-17 |
169-20 |
|
| R2 |
172-18 |
172-18 |
169-12 |
|
| R1 |
170-23 |
170-23 |
169-03 |
170-08 |
| PP |
169-24 |
169-24 |
169-24 |
169-17 |
| S1 |
167-29 |
167-29 |
168-19 |
167-14 |
| S2 |
166-30 |
166-30 |
168-11 |
|
| S3 |
164-04 |
165-03 |
168-02 |
|
| S4 |
161-10 |
162-09 |
167-10 |
|
|
| Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
178-06 |
176-11 |
170-13 |
|
| R3 |
175-12 |
173-17 |
169-20 |
|
| R2 |
172-18 |
172-18 |
169-12 |
|
| R1 |
170-23 |
170-23 |
169-03 |
170-08 |
| PP |
169-24 |
169-24 |
169-24 |
169-17 |
| S1 |
167-29 |
167-29 |
168-19 |
167-14 |
| S2 |
166-30 |
166-30 |
168-11 |
|
| S3 |
164-04 |
165-03 |
168-02 |
|
| S4 |
161-10 |
162-09 |
167-10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
171-20 |
168-26 |
2-26 |
1.7% |
1-20 |
1.0% |
1% |
True |
True |
113,563 |
| 10 |
171-28 |
168-26 |
3-02 |
1.8% |
1-16 |
0.9% |
1% |
False |
True |
57,598 |
| 20 |
173-02 |
168-26 |
4-08 |
2.5% |
1-18 |
0.9% |
1% |
False |
True |
29,141 |
| 40 |
175-19 |
168-19 |
7-00 |
4.1% |
1-19 |
0.9% |
4% |
False |
False |
14,623 |
| 60 |
175-19 |
164-16 |
11-03 |
6.6% |
1-07 |
0.7% |
39% |
False |
False |
9,751 |
| 80 |
175-19 |
159-29 |
15-22 |
9.3% |
0-30 |
0.5% |
57% |
False |
False |
7,313 |
| 100 |
175-19 |
158-20 |
16-31 |
10.0% |
0-24 |
0.4% |
60% |
False |
False |
5,850 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
183-18 |
|
2.618 |
179-00 |
|
1.618 |
176-06 |
|
1.000 |
174-14 |
|
0.618 |
173-12 |
|
HIGH |
171-20 |
|
0.618 |
170-18 |
|
0.500 |
170-07 |
|
0.382 |
169-28 |
|
LOW |
168-26 |
|
0.618 |
167-02 |
|
1.000 |
166-00 |
|
1.618 |
164-08 |
|
2.618 |
161-14 |
|
4.250 |
156-28 |
|
|
| Fisher Pivots for day following 26-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
170-07 |
170-07 |
| PP |
169-24 |
169-24 |
| S1 |
169-10 |
169-10 |
|