ECBOT 30 Year Treasury Bond Future December 2016
| Trading Metrics calculated at close of trading on 29-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2016 |
29-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
170-06 |
168-29 |
-1-09 |
-0.8% |
169-16 |
| High |
171-20 |
170-23 |
-0-29 |
-0.5% |
171-20 |
| Low |
168-26 |
168-24 |
-0-02 |
0.0% |
168-26 |
| Close |
168-27 |
170-21 |
1-26 |
1.1% |
168-27 |
| Range |
2-26 |
1-31 |
-0-27 |
-30.0% |
2-26 |
| ATR |
1-19 |
1-20 |
0-01 |
1.7% |
0-00 |
| Volume |
200,958 |
295,892 |
94,934 |
47.2% |
567,816 |
|
| Daily Pivots for day following 29-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
175-30 |
175-09 |
171-24 |
|
| R3 |
173-31 |
173-10 |
171-06 |
|
| R2 |
172-00 |
172-00 |
171-01 |
|
| R1 |
171-11 |
171-11 |
170-27 |
171-22 |
| PP |
170-01 |
170-01 |
170-01 |
170-07 |
| S1 |
169-12 |
169-12 |
170-15 |
169-23 |
| S2 |
168-02 |
168-02 |
170-09 |
|
| S3 |
166-03 |
167-13 |
170-04 |
|
| S4 |
164-04 |
165-14 |
169-18 |
|
|
| 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 |
168-24 |
2-28 |
1.7% |
1-21 |
1.0% |
66% |
False |
True |
171,103 |
| 10 |
171-20 |
168-24 |
2-28 |
1.7% |
1-17 |
0.9% |
66% |
False |
True |
87,101 |
| 20 |
172-14 |
168-24 |
3-22 |
2.2% |
1-18 |
0.9% |
52% |
False |
True |
43,905 |
| 40 |
175-19 |
168-19 |
7-00 |
4.1% |
1-19 |
0.9% |
29% |
False |
False |
22,019 |
| 60 |
175-19 |
164-16 |
11-03 |
6.5% |
1-08 |
0.7% |
55% |
False |
False |
14,683 |
| 80 |
175-19 |
159-29 |
15-22 |
9.2% |
0-30 |
0.6% |
69% |
False |
False |
11,012 |
| 100 |
175-19 |
158-20 |
16-31 |
9.9% |
0-24 |
0.4% |
71% |
False |
False |
8,809 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
179-03 |
|
2.618 |
175-28 |
|
1.618 |
173-29 |
|
1.000 |
172-22 |
|
0.618 |
171-30 |
|
HIGH |
170-23 |
|
0.618 |
169-31 |
|
0.500 |
169-24 |
|
0.382 |
169-16 |
|
LOW |
168-24 |
|
0.618 |
167-17 |
|
1.000 |
166-25 |
|
1.618 |
165-18 |
|
2.618 |
163-19 |
|
4.250 |
160-12 |
|
|
| Fisher Pivots for day following 29-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
170-11 |
170-16 |
| PP |
170-01 |
170-11 |
| S1 |
169-24 |
170-06 |
|