ECBOT 30 Year Treasury Bond Future December 2016
Trading Metrics calculated at close of trading on 08-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2016 |
08-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
170-30 |
170-25 |
-0-05 |
-0.1% |
168-29 |
High |
171-16 |
171-01 |
-0-15 |
-0.3% |
171-07 |
Low |
170-21 |
168-03 |
-2-18 |
-1.5% |
168-24 |
Close |
170-23 |
168-14 |
-2-09 |
-1.3% |
169-16 |
Range |
0-27 |
2-30 |
2-03 |
248.2% |
2-15 |
ATR |
1-18 |
1-21 |
0-03 |
6.2% |
0-00 |
Volume |
178,962 |
344,833 |
165,871 |
92.7% |
1,288,822 |
|
Daily Pivots for day following 08-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
178-00 |
176-05 |
170-02 |
|
R3 |
175-02 |
173-07 |
169-08 |
|
R2 |
172-04 |
172-04 |
168-31 |
|
R1 |
170-09 |
170-09 |
168-23 |
169-24 |
PP |
169-06 |
169-06 |
169-06 |
168-29 |
S1 |
167-11 |
167-11 |
168-05 |
166-26 |
S2 |
166-08 |
166-08 |
167-29 |
|
S3 |
163-10 |
164-13 |
167-20 |
|
S4 |
160-12 |
161-15 |
166-26 |
|
|
Weekly Pivots for week ending 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
177-07 |
175-27 |
170-27 |
|
R3 |
174-24 |
173-12 |
170-06 |
|
R2 |
172-09 |
172-09 |
169-30 |
|
R1 |
170-29 |
170-29 |
169-23 |
171-19 |
PP |
169-26 |
169-26 |
169-26 |
170-06 |
S1 |
168-14 |
168-14 |
169-09 |
169-04 |
S2 |
167-11 |
167-11 |
169-02 |
|
S3 |
164-28 |
165-31 |
168-26 |
|
S4 |
162-13 |
163-16 |
168-05 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
171-16 |
168-03 |
3-13 |
2.0% |
2-01 |
1.2% |
10% |
False |
True |
261,287 |
10 |
171-20 |
168-03 |
3-17 |
2.1% |
1-24 |
1.0% |
10% |
False |
True |
250,777 |
20 |
172-14 |
168-03 |
4-11 |
2.6% |
1-20 |
1.0% |
8% |
False |
True |
131,841 |
40 |
173-20 |
168-03 |
5-17 |
3.3% |
1-20 |
1.0% |
6% |
False |
True |
66,072 |
60 |
175-19 |
164-18 |
11-01 |
6.5% |
1-13 |
0.8% |
35% |
False |
False |
44,058 |
80 |
175-19 |
159-29 |
15-22 |
9.3% |
1-03 |
0.6% |
54% |
False |
False |
33,043 |
100 |
175-19 |
158-20 |
16-31 |
10.1% |
0-28 |
0.5% |
58% |
False |
False |
26,435 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
183-17 |
2.618 |
178-23 |
1.618 |
175-25 |
1.000 |
173-31 |
0.618 |
172-27 |
HIGH |
171-01 |
0.618 |
169-29 |
0.500 |
169-18 |
0.382 |
169-07 |
LOW |
168-03 |
0.618 |
166-09 |
1.000 |
165-05 |
1.618 |
163-11 |
2.618 |
160-13 |
4.250 |
155-20 |
|
|
Fisher Pivots for day following 08-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
169-18 |
169-26 |
PP |
169-06 |
169-11 |
S1 |
168-26 |
168-29 |
|