ECBOT 30 Year Treasury Bond Future December 2016
| Trading Metrics calculated at close of trading on 09-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2016 |
09-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
170-25 |
168-24 |
-2-01 |
-1.2% |
169-11 |
| High |
171-01 |
169-00 |
-2-01 |
-1.2% |
171-16 |
| Low |
168-03 |
166-17 |
-1-18 |
-0.9% |
166-17 |
| Close |
168-14 |
166-27 |
-1-19 |
-0.9% |
166-27 |
| Range |
2-30 |
2-15 |
-0-15 |
-16.0% |
4-31 |
| ATR |
1-21 |
1-23 |
0-02 |
3.4% |
0-00 |
| Volume |
344,833 |
334,229 |
-10,604 |
-3.1% |
1,103,817 |
|
| Daily Pivots for day following 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
174-28 |
173-10 |
168-06 |
|
| R3 |
172-13 |
170-27 |
167-17 |
|
| R2 |
169-30 |
169-30 |
167-09 |
|
| R1 |
168-12 |
168-12 |
167-02 |
167-30 |
| PP |
167-15 |
167-15 |
167-15 |
167-07 |
| S1 |
165-29 |
165-29 |
166-20 |
165-15 |
| S2 |
165-00 |
165-00 |
166-13 |
|
| S3 |
162-17 |
163-14 |
166-05 |
|
| S4 |
160-02 |
160-31 |
165-16 |
|
|
| Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
183-06 |
180-00 |
169-18 |
|
| R3 |
178-07 |
175-01 |
168-07 |
|
| R2 |
173-08 |
173-08 |
167-24 |
|
| R1 |
170-02 |
170-02 |
167-10 |
169-06 |
| PP |
168-09 |
168-09 |
168-09 |
167-27 |
| S1 |
165-03 |
165-03 |
166-12 |
164-07 |
| S2 |
163-10 |
163-10 |
165-30 |
|
| S3 |
158-11 |
160-04 |
165-15 |
|
| S4 |
153-12 |
155-05 |
164-04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
171-16 |
166-17 |
4-31 |
3.0% |
2-06 |
1.3% |
6% |
False |
True |
279,001 |
| 10 |
171-20 |
166-17 |
5-03 |
3.1% |
1-28 |
1.1% |
6% |
False |
True |
259,359 |
| 20 |
172-14 |
166-17 |
5-29 |
3.5% |
1-21 |
1.0% |
5% |
False |
True |
148,504 |
| 40 |
173-07 |
166-17 |
6-22 |
4.0% |
1-20 |
1.0% |
5% |
False |
True |
74,426 |
| 60 |
175-19 |
164-18 |
11-01 |
6.6% |
1-14 |
0.9% |
21% |
False |
False |
49,628 |
| 80 |
175-19 |
159-29 |
15-22 |
9.4% |
1-04 |
0.7% |
44% |
False |
False |
37,221 |
| 100 |
175-19 |
158-20 |
16-31 |
10.2% |
0-29 |
0.5% |
48% |
False |
False |
29,777 |
| 120 |
175-19 |
158-20 |
16-31 |
10.2% |
0-24 |
0.4% |
48% |
False |
False |
24,814 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
179-16 |
|
2.618 |
175-15 |
|
1.618 |
173-00 |
|
1.000 |
171-15 |
|
0.618 |
170-17 |
|
HIGH |
169-00 |
|
0.618 |
168-02 |
|
0.500 |
167-25 |
|
0.382 |
167-15 |
|
LOW |
166-17 |
|
0.618 |
165-00 |
|
1.000 |
164-02 |
|
1.618 |
162-17 |
|
2.618 |
160-02 |
|
4.250 |
156-01 |
|
|
| Fisher Pivots for day following 09-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
167-25 |
169-01 |
| PP |
167-15 |
168-09 |
| S1 |
167-05 |
167-18 |
|