ECBOT 30 Year Treasury Bond Future December 2016
| Trading Metrics calculated at close of trading on 22-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2016 |
22-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
165-30 |
167-01 |
1-03 |
0.7% |
166-16 |
| High |
167-02 |
168-01 |
0-31 |
0.6% |
167-18 |
| Low |
164-13 |
166-30 |
2-17 |
1.5% |
164-17 |
| Close |
166-19 |
167-16 |
0-29 |
0.5% |
165-21 |
| Range |
2-21 |
1-03 |
-1-18 |
-58.8% |
3-01 |
| ATR |
1-22 |
1-21 |
-0-01 |
-1.0% |
0-00 |
| Volume |
274,911 |
246,224 |
-28,687 |
-10.4% |
1,346,315 |
|
| Daily Pivots for day following 22-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
170-25 |
170-07 |
168-03 |
|
| R3 |
169-22 |
169-04 |
167-26 |
|
| R2 |
168-19 |
168-19 |
167-22 |
|
| R1 |
168-01 |
168-01 |
167-19 |
168-10 |
| PP |
167-16 |
167-16 |
167-16 |
167-20 |
| S1 |
166-30 |
166-30 |
167-13 |
167-07 |
| S2 |
166-13 |
166-13 |
167-10 |
|
| S3 |
165-10 |
165-27 |
167-06 |
|
| S4 |
164-07 |
164-24 |
166-29 |
|
|
| Weekly Pivots for week ending 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
175-00 |
173-12 |
167-10 |
|
| R3 |
171-31 |
170-11 |
166-16 |
|
| R2 |
168-30 |
168-30 |
166-07 |
|
| R1 |
167-10 |
167-10 |
165-30 |
166-20 |
| PP |
165-29 |
165-29 |
165-29 |
165-18 |
| S1 |
164-09 |
164-09 |
165-12 |
163-19 |
| S2 |
162-28 |
162-28 |
165-03 |
|
| S3 |
159-27 |
161-08 |
164-26 |
|
| S4 |
156-26 |
158-07 |
164-00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
168-01 |
164-13 |
3-20 |
2.2% |
1-14 |
0.9% |
85% |
True |
False |
210,518 |
| 10 |
169-00 |
164-13 |
4-19 |
2.7% |
1-20 |
1.0% |
67% |
False |
False |
253,173 |
| 20 |
171-20 |
164-13 |
7-07 |
4.3% |
1-22 |
1.0% |
43% |
False |
False |
251,975 |
| 40 |
173-07 |
164-13 |
8-26 |
5.3% |
1-20 |
1.0% |
35% |
False |
False |
129,342 |
| 60 |
175-19 |
164-13 |
11-06 |
6.7% |
1-19 |
1.0% |
28% |
False |
False |
86,252 |
| 80 |
175-19 |
162-09 |
13-10 |
7.9% |
1-09 |
0.8% |
39% |
False |
False |
64,690 |
| 100 |
175-19 |
159-29 |
15-22 |
9.4% |
1-01 |
0.6% |
48% |
False |
False |
51,752 |
| 120 |
175-19 |
158-20 |
16-31 |
10.1% |
0-28 |
0.5% |
52% |
False |
False |
43,126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
172-22 |
|
2.618 |
170-29 |
|
1.618 |
169-26 |
|
1.000 |
169-04 |
|
0.618 |
168-23 |
|
HIGH |
168-01 |
|
0.618 |
167-20 |
|
0.500 |
167-16 |
|
0.382 |
167-11 |
|
LOW |
166-30 |
|
0.618 |
166-08 |
|
1.000 |
165-27 |
|
1.618 |
165-05 |
|
2.618 |
164-02 |
|
4.250 |
162-09 |
|
|
| Fisher Pivots for day following 22-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
167-16 |
167-02 |
| PP |
167-16 |
166-21 |
| S1 |
167-16 |
166-07 |
|