ECBOT 30 Year Treasury Bond Future December 2016
| Trading Metrics calculated at close of trading on 05-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2016 |
05-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
167-31 |
166-12 |
-1-19 |
-0.9% |
167-28 |
| High |
168-13 |
166-27 |
-1-18 |
-0.9% |
170-03 |
| Low |
166-09 |
165-09 |
-1-00 |
-0.6% |
167-21 |
| Close |
166-14 |
165-23 |
-0-23 |
-0.4% |
168-05 |
| Range |
2-04 |
1-18 |
-0-18 |
-26.5% |
2-14 |
| ATR |
1-19 |
1-19 |
0-00 |
-0.1% |
0-00 |
| Volume |
289,878 |
263,716 |
-26,162 |
-9.0% |
1,182,389 |
|
| Daily Pivots for day following 05-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
170-20 |
169-24 |
166-19 |
|
| R3 |
169-02 |
168-06 |
166-05 |
|
| R2 |
167-16 |
167-16 |
166-00 |
|
| R1 |
166-20 |
166-20 |
165-28 |
166-09 |
| PP |
165-30 |
165-30 |
165-30 |
165-25 |
| S1 |
165-02 |
165-02 |
165-18 |
164-23 |
| S2 |
164-12 |
164-12 |
165-14 |
|
| S3 |
162-26 |
163-16 |
165-09 |
|
| S4 |
161-08 |
161-30 |
164-28 |
|
|
| 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 |
170-01 |
165-09 |
4-24 |
2.9% |
1-22 |
1.0% |
9% |
False |
True |
260,035 |
| 10 |
170-03 |
165-09 |
4-26 |
2.9% |
1-13 |
0.9% |
9% |
False |
True |
231,515 |
| 20 |
171-01 |
164-13 |
6-20 |
4.0% |
1-20 |
1.0% |
20% |
False |
False |
247,274 |
| 40 |
172-14 |
164-13 |
8-01 |
4.8% |
1-18 |
0.9% |
16% |
False |
False |
180,962 |
| 60 |
173-22 |
164-13 |
9-09 |
5.6% |
1-19 |
1.0% |
14% |
False |
False |
120,727 |
| 80 |
175-19 |
164-13 |
11-06 |
6.8% |
1-13 |
0.9% |
12% |
False |
False |
90,552 |
| 100 |
175-19 |
159-29 |
15-22 |
9.5% |
1-05 |
0.7% |
37% |
False |
False |
72,441 |
| 120 |
175-19 |
158-20 |
16-31 |
10.2% |
0-31 |
0.6% |
42% |
False |
False |
60,368 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
173-16 |
|
2.618 |
170-30 |
|
1.618 |
169-12 |
|
1.000 |
168-13 |
|
0.618 |
167-26 |
|
HIGH |
166-27 |
|
0.618 |
166-08 |
|
0.500 |
166-02 |
|
0.382 |
165-28 |
|
LOW |
165-09 |
|
0.618 |
164-10 |
|
1.000 |
163-23 |
|
1.618 |
162-24 |
|
2.618 |
161-06 |
|
4.250 |
158-21 |
|
|
| Fisher Pivots for day following 05-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
166-02 |
167-01 |
| PP |
165-30 |
166-19 |
| S1 |
165-27 |
166-05 |
|