ECBOT 30 Year Treasury Bond Future December 2016
| Trading Metrics calculated at close of trading on 20-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2016 |
20-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
164-15 |
164-11 |
-0-04 |
-0.1% |
165-04 |
| High |
164-26 |
165-07 |
0-13 |
0.2% |
165-13 |
| Low |
163-25 |
163-24 |
-0-01 |
0.0% |
163-00 |
| Close |
164-07 |
164-21 |
0-14 |
0.3% |
163-07 |
| Range |
1-01 |
1-15 |
0-14 |
42.4% |
2-13 |
| ATR |
1-14 |
1-14 |
0-00 |
0.1% |
0-00 |
| Volume |
226,866 |
265,492 |
38,626 |
17.0% |
1,094,294 |
|
| Daily Pivots for day following 20-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168-30 |
168-09 |
165-15 |
|
| R3 |
167-15 |
166-26 |
165-02 |
|
| R2 |
166-00 |
166-00 |
164-30 |
|
| R1 |
165-11 |
165-11 |
164-25 |
165-22 |
| PP |
164-17 |
164-17 |
164-17 |
164-23 |
| S1 |
163-28 |
163-28 |
164-17 |
164-07 |
| S2 |
163-02 |
163-02 |
164-12 |
|
| S3 |
161-19 |
162-13 |
164-08 |
|
| S4 |
160-04 |
160-30 |
163-27 |
|
|
| Weekly Pivots for week ending 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
171-03 |
169-18 |
164-17 |
|
| R3 |
168-22 |
167-05 |
163-28 |
|
| R2 |
166-09 |
166-09 |
163-21 |
|
| R1 |
164-24 |
164-24 |
163-14 |
164-10 |
| PP |
163-28 |
163-28 |
163-28 |
163-21 |
| S1 |
162-11 |
162-11 |
163-00 |
161-29 |
| S2 |
161-15 |
161-15 |
162-25 |
|
| S3 |
159-02 |
159-30 |
162-18 |
|
| S4 |
156-21 |
157-17 |
161-29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
165-07 |
162-19 |
2-20 |
1.6% |
1-14 |
0.9% |
79% |
True |
False |
256,109 |
| 10 |
165-18 |
162-19 |
2-31 |
1.8% |
1-09 |
0.8% |
69% |
False |
False |
238,707 |
| 20 |
170-03 |
162-19 |
7-16 |
4.6% |
1-12 |
0.8% |
28% |
False |
False |
235,650 |
| 40 |
171-20 |
162-19 |
9-01 |
5.5% |
1-17 |
0.9% |
23% |
False |
False |
243,812 |
| 60 |
173-07 |
162-19 |
10-20 |
6.5% |
1-17 |
0.9% |
19% |
False |
False |
164,778 |
| 80 |
175-19 |
162-19 |
13-00 |
7.9% |
1-17 |
0.9% |
16% |
False |
False |
123,602 |
| 100 |
175-19 |
162-09 |
13-10 |
8.1% |
1-10 |
0.8% |
18% |
False |
False |
98,882 |
| 120 |
175-19 |
159-29 |
15-22 |
9.5% |
1-03 |
0.7% |
30% |
False |
False |
82,402 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
171-15 |
|
2.618 |
169-02 |
|
1.618 |
167-19 |
|
1.000 |
166-22 |
|
0.618 |
166-04 |
|
HIGH |
165-07 |
|
0.618 |
164-21 |
|
0.500 |
164-16 |
|
0.382 |
164-10 |
|
LOW |
163-24 |
|
0.618 |
162-27 |
|
1.000 |
162-09 |
|
1.618 |
161-12 |
|
2.618 |
159-29 |
|
4.250 |
157-16 |
|
|
| Fisher Pivots for day following 20-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
164-19 |
164-17 |
| PP |
164-17 |
164-12 |
| S1 |
164-16 |
164-08 |
|