ECBOT 30 Year Treasury Bond Future December 2016
| Trading Metrics calculated at close of trading on 15-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2016 |
15-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
165-08 |
165-20 |
0-12 |
0.2% |
169-11 |
| High |
166-12 |
166-02 |
-0-10 |
-0.2% |
171-16 |
| Low |
164-27 |
164-17 |
-0-10 |
-0.2% |
166-17 |
| Close |
165-28 |
165-13 |
-0-15 |
-0.3% |
166-27 |
| Range |
1-17 |
1-17 |
0-00 |
0.0% |
4-31 |
| ATR |
1-23 |
1-23 |
0-00 |
-0.8% |
0-00 |
| Volume |
240,220 |
312,266 |
72,046 |
30.0% |
1,103,817 |
|
| Daily Pivots for day following 15-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
169-30 |
169-06 |
166-08 |
|
| R3 |
168-13 |
167-21 |
165-26 |
|
| R2 |
166-28 |
166-28 |
165-22 |
|
| R1 |
166-04 |
166-04 |
165-17 |
165-24 |
| PP |
165-11 |
165-11 |
165-11 |
165-04 |
| S1 |
164-19 |
164-19 |
165-09 |
164-07 |
| S2 |
163-26 |
163-26 |
165-04 |
|
| S3 |
162-09 |
163-02 |
165-00 |
|
| S4 |
160-24 |
161-17 |
164-18 |
|
|
| 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 |
169-00 |
164-17 |
4-15 |
2.7% |
1-27 |
1.1% |
20% |
False |
True |
295,827 |
| 10 |
171-16 |
164-17 |
6-31 |
4.2% |
1-30 |
1.2% |
13% |
False |
True |
278,557 |
| 20 |
171-20 |
164-17 |
7-03 |
4.3% |
1-22 |
1.0% |
12% |
False |
True |
205,465 |
| 40 |
173-07 |
164-17 |
8-22 |
5.3% |
1-21 |
1.0% |
10% |
False |
True |
103,037 |
| 60 |
175-19 |
164-17 |
11-02 |
6.7% |
1-18 |
0.9% |
8% |
False |
True |
68,710 |
| 80 |
175-19 |
160-31 |
14-20 |
8.8% |
1-06 |
0.7% |
30% |
False |
False |
51,533 |
| 100 |
175-19 |
158-20 |
16-31 |
10.3% |
0-31 |
0.6% |
40% |
False |
False |
41,226 |
| 120 |
175-19 |
158-20 |
16-31 |
10.3% |
0-26 |
0.5% |
40% |
False |
False |
34,355 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
172-18 |
|
2.618 |
170-02 |
|
1.618 |
168-17 |
|
1.000 |
167-19 |
|
0.618 |
167-00 |
|
HIGH |
166-02 |
|
0.618 |
165-15 |
|
0.500 |
165-10 |
|
0.382 |
165-04 |
|
LOW |
164-17 |
|
0.618 |
163-19 |
|
1.000 |
163-00 |
|
1.618 |
162-02 |
|
2.618 |
160-17 |
|
4.250 |
158-01 |
|
|
| Fisher Pivots for day following 15-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
165-12 |
166-02 |
| PP |
165-11 |
165-27 |
| S1 |
165-10 |
165-20 |
|