ECBOT 30 Year Treasury Bond Future December 2016
| Trading Metrics calculated at close of trading on 07-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2016 |
07-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
165-27 |
165-06 |
-0-21 |
-0.4% |
168-14 |
| High |
166-10 |
165-18 |
-0-24 |
-0.5% |
168-25 |
| Low |
164-30 |
164-08 |
-0-22 |
-0.4% |
164-08 |
| Close |
165-02 |
164-29 |
-0-05 |
-0.1% |
164-29 |
| Range |
1-12 |
1-10 |
-0-02 |
-4.5% |
4-17 |
| ATR |
1-18 |
1-18 |
-0-01 |
-1.2% |
0-00 |
| Volume |
257,005 |
315,333 |
58,328 |
22.7% |
1,297,589 |
|
| Daily Pivots for day following 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168-27 |
168-06 |
165-20 |
|
| R3 |
167-17 |
166-28 |
165-09 |
|
| R2 |
166-07 |
166-07 |
165-05 |
|
| R1 |
165-18 |
165-18 |
165-01 |
165-08 |
| PP |
164-29 |
164-29 |
164-29 |
164-24 |
| S1 |
164-08 |
164-08 |
164-25 |
163-30 |
| S2 |
163-19 |
163-19 |
164-21 |
|
| S3 |
162-09 |
162-30 |
164-17 |
|
| S4 |
160-31 |
161-20 |
164-06 |
|
|
| Weekly Pivots for week ending 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
179-18 |
176-25 |
167-13 |
|
| R3 |
175-01 |
172-08 |
166-05 |
|
| R2 |
170-16 |
170-16 |
165-24 |
|
| R1 |
167-23 |
167-23 |
165-10 |
166-27 |
| PP |
165-31 |
165-31 |
165-31 |
165-18 |
| S1 |
163-06 |
163-06 |
164-16 |
162-10 |
| S2 |
161-14 |
161-14 |
164-02 |
|
| S3 |
156-29 |
158-21 |
163-21 |
|
| S4 |
152-12 |
154-04 |
162-13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
168-25 |
164-08 |
4-17 |
2.7% |
1-15 |
0.9% |
14% |
False |
True |
259,517 |
| 10 |
170-03 |
164-08 |
5-27 |
3.5% |
1-16 |
0.9% |
11% |
False |
True |
247,997 |
| 20 |
170-03 |
164-08 |
5-27 |
3.5% |
1-15 |
0.9% |
11% |
False |
True |
241,938 |
| 40 |
172-14 |
164-08 |
8-06 |
5.0% |
1-18 |
0.9% |
8% |
False |
True |
195,221 |
| 60 |
173-07 |
164-08 |
8-31 |
5.4% |
1-18 |
1.0% |
7% |
False |
True |
130,263 |
| 80 |
175-19 |
164-08 |
11-11 |
6.9% |
1-15 |
0.9% |
6% |
False |
True |
97,706 |
| 100 |
175-19 |
159-29 |
15-22 |
9.5% |
1-06 |
0.7% |
32% |
False |
False |
78,165 |
| 120 |
175-19 |
158-20 |
16-31 |
10.3% |
1-00 |
0.6% |
37% |
False |
False |
65,137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
171-04 |
|
2.618 |
169-00 |
|
1.618 |
167-22 |
|
1.000 |
166-28 |
|
0.618 |
166-12 |
|
HIGH |
165-18 |
|
0.618 |
165-02 |
|
0.500 |
164-29 |
|
0.382 |
164-24 |
|
LOW |
164-08 |
|
0.618 |
163-14 |
|
1.000 |
162-30 |
|
1.618 |
162-04 |
|
2.618 |
160-26 |
|
4.250 |
158-22 |
|
|
| Fisher Pivots for day following 07-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
164-29 |
165-18 |
| PP |
164-29 |
165-11 |
| S1 |
164-29 |
165-04 |
|