ECBOT 30 Year Treasury Bond Future December 2016
| Trading Metrics calculated at close of trading on 06-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2016 |
06-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
166-12 |
165-27 |
-0-17 |
-0.3% |
167-28 |
| High |
166-27 |
166-10 |
-0-17 |
-0.3% |
170-03 |
| Low |
165-09 |
164-30 |
-0-11 |
-0.2% |
167-21 |
| Close |
165-23 |
165-02 |
-0-21 |
-0.4% |
168-05 |
| Range |
1-18 |
1-12 |
-0-06 |
-12.0% |
2-14 |
| ATR |
1-19 |
1-18 |
0-00 |
-0.9% |
0-00 |
| Volume |
263,716 |
257,005 |
-6,711 |
-2.5% |
1,182,389 |
|
| Daily Pivots for day following 06-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
169-18 |
168-22 |
165-26 |
|
| R3 |
168-06 |
167-10 |
165-14 |
|
| R2 |
166-26 |
166-26 |
165-10 |
|
| R1 |
165-30 |
165-30 |
165-06 |
165-22 |
| PP |
165-14 |
165-14 |
165-14 |
165-10 |
| S1 |
164-18 |
164-18 |
164-30 |
164-10 |
| S2 |
164-02 |
164-02 |
164-26 |
|
| S3 |
162-22 |
163-06 |
164-22 |
|
| S4 |
161-10 |
161-26 |
164-10 |
|
|
| 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 |
164-30 |
5-03 |
3.1% |
1-20 |
1.0% |
2% |
False |
True |
262,392 |
| 10 |
170-03 |
164-30 |
5-05 |
3.1% |
1-14 |
0.9% |
2% |
False |
True |
232,593 |
| 20 |
170-03 |
164-13 |
5-22 |
3.4% |
1-17 |
0.9% |
12% |
False |
False |
242,883 |
| 40 |
172-14 |
164-13 |
8-01 |
4.9% |
1-18 |
1.0% |
8% |
False |
False |
187,362 |
| 60 |
173-20 |
164-13 |
9-07 |
5.6% |
1-19 |
1.0% |
7% |
False |
False |
125,009 |
| 80 |
175-19 |
164-13 |
11-06 |
6.8% |
1-14 |
0.9% |
6% |
False |
False |
93,764 |
| 100 |
175-19 |
159-29 |
15-22 |
9.5% |
1-06 |
0.7% |
33% |
False |
False |
75,011 |
| 120 |
175-19 |
158-20 |
16-31 |
10.3% |
1-00 |
0.6% |
38% |
False |
False |
62,509 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
172-05 |
|
2.618 |
169-29 |
|
1.618 |
168-17 |
|
1.000 |
167-22 |
|
0.618 |
167-05 |
|
HIGH |
166-10 |
|
0.618 |
165-25 |
|
0.500 |
165-20 |
|
0.382 |
165-15 |
|
LOW |
164-30 |
|
0.618 |
164-03 |
|
1.000 |
163-18 |
|
1.618 |
162-23 |
|
2.618 |
161-11 |
|
4.250 |
159-03 |
|
|
| Fisher Pivots for day following 06-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
165-20 |
166-22 |
| PP |
165-14 |
166-04 |
| S1 |
165-08 |
165-19 |
|