ECBOT 30 Year Treasury Bond Future December 2016
| Trading Metrics calculated at close of trading on 31-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2016 |
31-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
170-19 |
170-13 |
-0-06 |
-0.1% |
169-16 |
| High |
170-20 |
170-21 |
0-01 |
0.0% |
171-20 |
| Low |
169-31 |
169-27 |
-0-04 |
-0.1% |
168-26 |
| Close |
170-10 |
170-12 |
0-02 |
0.0% |
168-27 |
| Range |
0-21 |
0-26 |
0-05 |
23.8% |
2-26 |
| ATR |
1-18 |
1-16 |
-0-02 |
-3.4% |
0-00 |
| Volume |
211,328 |
244,752 |
33,424 |
15.8% |
567,816 |
|
| Daily Pivots for day following 31-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
172-23 |
172-12 |
170-26 |
|
| R3 |
171-29 |
171-18 |
170-19 |
|
| R2 |
171-03 |
171-03 |
170-17 |
|
| R1 |
170-24 |
170-24 |
170-14 |
170-17 |
| PP |
170-09 |
170-09 |
170-09 |
170-06 |
| S1 |
169-30 |
169-30 |
170-10 |
169-23 |
| S2 |
169-15 |
169-15 |
170-07 |
|
| S3 |
168-21 |
169-04 |
170-05 |
|
| S4 |
167-27 |
168-10 |
169-30 |
|
|
| 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% |
1-16 |
0.9% |
57% |
False |
False |
240,266 |
| 10 |
171-20 |
168-24 |
2-28 |
1.7% |
1-13 |
0.8% |
57% |
False |
False |
132,372 |
| 20 |
172-14 |
168-24 |
3-22 |
2.2% |
1-16 |
0.9% |
44% |
False |
False |
66,670 |
| 40 |
175-17 |
168-19 |
6-30 |
4.1% |
1-17 |
0.9% |
26% |
False |
False |
33,417 |
| 60 |
175-19 |
164-18 |
11-01 |
6.5% |
1-09 |
0.7% |
53% |
False |
False |
22,284 |
| 80 |
175-19 |
159-29 |
15-22 |
9.2% |
0-31 |
0.6% |
67% |
False |
False |
16,713 |
| 100 |
175-19 |
158-20 |
16-31 |
10.0% |
0-25 |
0.5% |
69% |
False |
False |
13,370 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
174-04 |
|
2.618 |
172-25 |
|
1.618 |
171-31 |
|
1.000 |
171-15 |
|
0.618 |
171-05 |
|
HIGH |
170-21 |
|
0.618 |
170-11 |
|
0.500 |
170-08 |
|
0.382 |
170-05 |
|
LOW |
169-27 |
|
0.618 |
169-11 |
|
1.000 |
169-01 |
|
1.618 |
168-17 |
|
2.618 |
167-23 |
|
4.250 |
166-13 |
|
|
| Fisher Pivots for day following 31-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
170-11 |
170-05 |
| PP |
170-09 |
169-30 |
| S1 |
170-08 |
169-24 |
|