ECBOT 30 Year Treasury Bond Future December 2016
| Trading Metrics calculated at close of trading on 28-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2016 |
28-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
168-14 |
169-17 |
1-03 |
0.6% |
165-25 |
| High |
169-22 |
170-03 |
0-13 |
0.2% |
168-08 |
| Low |
167-29 |
169-00 |
1-03 |
0.7% |
164-13 |
| Close |
169-14 |
169-08 |
-0-06 |
-0.1% |
167-26 |
| Range |
1-25 |
1-03 |
-0-22 |
-38.6% |
3-27 |
| ATR |
1-18 |
1-17 |
-0-01 |
-2.2% |
0-00 |
| Volume |
220,015 |
219,999 |
-16 |
0.0% |
1,012,478 |
|
| Daily Pivots for day following 28-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
172-23 |
172-03 |
169-27 |
|
| R3 |
171-20 |
171-00 |
169-18 |
|
| R2 |
170-17 |
170-17 |
169-14 |
|
| R1 |
169-29 |
169-29 |
169-11 |
169-22 |
| PP |
169-14 |
169-14 |
169-14 |
169-11 |
| S1 |
168-26 |
168-26 |
169-05 |
168-18 |
| S2 |
168-11 |
168-11 |
169-02 |
|
| S3 |
167-08 |
167-23 |
168-30 |
|
| S4 |
166-05 |
166-20 |
168-21 |
|
|
| Weekly Pivots for week ending 23-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
178-11 |
176-30 |
169-30 |
|
| R3 |
174-16 |
173-03 |
168-28 |
|
| R2 |
170-21 |
170-21 |
168-17 |
|
| R1 |
169-08 |
169-08 |
168-05 |
169-30 |
| PP |
166-26 |
166-26 |
166-26 |
167-06 |
| S1 |
165-13 |
165-13 |
167-15 |
166-04 |
| S2 |
162-31 |
162-31 |
167-03 |
|
| S3 |
159-04 |
161-18 |
166-24 |
|
| S4 |
155-09 |
157-23 |
165-22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
170-03 |
166-30 |
3-05 |
1.9% |
1-05 |
0.7% |
73% |
True |
False |
202,996 |
| 10 |
170-03 |
164-13 |
5-22 |
3.4% |
1-11 |
0.8% |
85% |
True |
False |
213,361 |
| 20 |
171-16 |
164-13 |
7-03 |
4.2% |
1-19 |
0.9% |
68% |
False |
False |
242,583 |
| 40 |
172-14 |
164-13 |
8-01 |
4.7% |
1-18 |
0.9% |
60% |
False |
False |
148,521 |
| 60 |
175-19 |
164-13 |
11-06 |
6.6% |
1-18 |
0.9% |
43% |
False |
False |
99,061 |
| 80 |
175-19 |
164-13 |
11-06 |
6.6% |
1-11 |
0.8% |
43% |
False |
False |
74,299 |
| 100 |
175-19 |
159-29 |
15-22 |
9.3% |
1-03 |
0.6% |
60% |
False |
False |
59,439 |
| 120 |
175-19 |
158-20 |
16-31 |
10.0% |
0-29 |
0.5% |
63% |
False |
False |
49,533 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
174-24 |
|
2.618 |
172-31 |
|
1.618 |
171-28 |
|
1.000 |
171-06 |
|
0.618 |
170-25 |
|
HIGH |
170-03 |
|
0.618 |
169-22 |
|
0.500 |
169-18 |
|
0.382 |
169-13 |
|
LOW |
169-00 |
|
0.618 |
168-10 |
|
1.000 |
167-29 |
|
1.618 |
167-07 |
|
2.618 |
166-04 |
|
4.250 |
164-11 |
|
|
| Fisher Pivots for day following 28-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
169-18 |
169-04 |
| PP |
169-14 |
169-00 |
| S1 |
169-11 |
168-28 |
|