ECBOT 30 Year Treasury Bond Future December 2016
| Trading Metrics calculated at close of trading on 30-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2016 |
30-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
169-06 |
169-17 |
0-11 |
0.2% |
167-28 |
| High |
169-29 |
170-01 |
0-04 |
0.1% |
170-03 |
| Low |
168-09 |
167-30 |
-0-11 |
-0.2% |
167-21 |
| Close |
169-20 |
168-05 |
-1-15 |
-0.9% |
168-05 |
| Range |
1-20 |
2-03 |
0-15 |
28.8% |
2-14 |
| ATR |
1-18 |
1-19 |
0-01 |
2.5% |
0-00 |
| Volume |
245,220 |
329,704 |
84,484 |
34.5% |
1,182,389 |
|
| Daily Pivots for day following 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
175-00 |
173-21 |
169-10 |
|
| R3 |
172-29 |
171-18 |
168-23 |
|
| R2 |
170-26 |
170-26 |
168-17 |
|
| R1 |
169-15 |
169-15 |
168-11 |
169-03 |
| PP |
168-23 |
168-23 |
168-23 |
168-17 |
| S1 |
167-12 |
167-12 |
167-31 |
167-00 |
| S2 |
166-20 |
166-20 |
167-25 |
|
| S3 |
164-17 |
165-09 |
167-19 |
|
| S4 |
162-14 |
163-06 |
167-00 |
|
|
| Weekly Pivots for week ending 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
175-30 |
174-16 |
169-16 |
|
| R3 |
173-16 |
172-02 |
168-26 |
|
| R2 |
171-02 |
171-02 |
168-19 |
|
| R1 |
169-20 |
169-20 |
168-12 |
170-11 |
| PP |
168-20 |
168-20 |
168-20 |
169-00 |
| S1 |
167-06 |
167-06 |
167-30 |
167-29 |
| S2 |
166-06 |
166-06 |
167-23 |
|
| S3 |
163-24 |
164-24 |
167-16 |
|
| S4 |
161-10 |
162-10 |
166-26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
170-03 |
167-21 |
2-14 |
1.4% |
1-17 |
0.9% |
21% |
False |
False |
236,477 |
| 10 |
170-03 |
164-13 |
5-22 |
3.4% |
1-14 |
0.9% |
66% |
False |
False |
219,486 |
| 20 |
171-16 |
164-13 |
7-03 |
4.2% |
1-21 |
1.0% |
53% |
False |
False |
246,809 |
| 40 |
172-14 |
164-13 |
8-01 |
4.8% |
1-18 |
0.9% |
47% |
False |
False |
162,873 |
| 60 |
175-17 |
164-13 |
11-04 |
6.6% |
1-19 |
0.9% |
34% |
False |
False |
108,642 |
| 80 |
175-19 |
164-13 |
11-06 |
6.7% |
1-12 |
0.8% |
34% |
False |
False |
81,486 |
| 100 |
175-19 |
159-29 |
15-22 |
9.3% |
1-04 |
0.7% |
53% |
False |
False |
65,189 |
| 120 |
175-19 |
158-20 |
16-31 |
10.1% |
0-30 |
0.6% |
56% |
False |
False |
54,324 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
178-30 |
|
2.618 |
175-16 |
|
1.618 |
173-13 |
|
1.000 |
172-04 |
|
0.618 |
171-10 |
|
HIGH |
170-01 |
|
0.618 |
169-07 |
|
0.500 |
169-00 |
|
0.382 |
168-24 |
|
LOW |
167-30 |
|
0.618 |
166-21 |
|
1.000 |
165-27 |
|
1.618 |
164-18 |
|
2.618 |
162-15 |
|
4.250 |
159-01 |
|
|
| Fisher Pivots for day following 30-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
169-00 |
169-01 |
| PP |
168-23 |
168-23 |
| S1 |
168-14 |
168-14 |
|