ECBOT 30 Year Treasury Bond Future December 2016
| Trading Metrics calculated at close of trading on 13-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2016 |
13-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
166-16 |
166-28 |
0-12 |
0.2% |
169-11 |
| High |
167-05 |
167-18 |
0-13 |
0.2% |
171-16 |
| Low |
166-10 |
164-22 |
-1-20 |
-1.0% |
166-17 |
| Close |
166-25 |
165-09 |
-1-16 |
-0.9% |
166-27 |
| Range |
0-27 |
2-28 |
2-01 |
240.7% |
4-31 |
| ATR |
1-21 |
1-24 |
0-03 |
5.2% |
0-00 |
| Volume |
246,753 |
345,670 |
98,917 |
40.1% |
1,103,817 |
|
| Daily Pivots for day following 13-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
174-15 |
172-24 |
166-28 |
|
| R3 |
171-19 |
169-28 |
166-02 |
|
| R2 |
168-23 |
168-23 |
165-26 |
|
| R1 |
167-00 |
167-00 |
165-17 |
166-14 |
| PP |
165-27 |
165-27 |
165-27 |
165-18 |
| S1 |
164-04 |
164-04 |
165-01 |
163-18 |
| S2 |
162-31 |
162-31 |
164-24 |
|
| S3 |
160-03 |
161-08 |
164-16 |
|
| S4 |
157-07 |
158-12 |
163-22 |
|
|
| 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 |
164-22 |
6-26 |
4.1% |
2-00 |
1.2% |
9% |
False |
True |
290,089 |
| 10 |
171-16 |
164-22 |
6-26 |
4.1% |
1-25 |
1.1% |
9% |
False |
True |
268,917 |
| 20 |
171-20 |
164-22 |
6-30 |
4.2% |
1-21 |
1.0% |
9% |
False |
True |
178,009 |
| 40 |
173-07 |
164-22 |
8-17 |
5.2% |
1-20 |
1.0% |
7% |
False |
True |
89,233 |
| 60 |
175-19 |
164-18 |
11-01 |
6.7% |
1-16 |
0.9% |
7% |
False |
False |
59,502 |
| 80 |
175-19 |
160-31 |
14-20 |
8.8% |
1-05 |
0.7% |
29% |
False |
False |
44,626 |
| 100 |
175-19 |
158-20 |
16-31 |
10.3% |
0-30 |
0.6% |
39% |
False |
False |
35,701 |
| 120 |
175-19 |
158-20 |
16-31 |
10.3% |
0-25 |
0.5% |
39% |
False |
False |
29,751 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
179-25 |
|
2.618 |
175-03 |
|
1.618 |
172-07 |
|
1.000 |
170-14 |
|
0.618 |
169-11 |
|
HIGH |
167-18 |
|
0.618 |
166-15 |
|
0.500 |
166-04 |
|
0.382 |
165-25 |
|
LOW |
164-22 |
|
0.618 |
162-29 |
|
1.000 |
161-26 |
|
1.618 |
160-01 |
|
2.618 |
157-05 |
|
4.250 |
152-15 |
|
|
| Fisher Pivots for day following 13-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
166-04 |
166-27 |
| PP |
165-27 |
166-10 |
| S1 |
165-18 |
165-26 |
|