ECBOT 30 Year Treasury Bond Future December 2016
| Trading Metrics calculated at close of trading on 26-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2016 |
26-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
164-09 |
164-23 |
0-14 |
0.3% |
163-02 |
| High |
165-05 |
165-05 |
0-00 |
0.0% |
165-07 |
| Low |
163-24 |
163-19 |
-0-05 |
-0.1% |
162-19 |
| Close |
164-22 |
163-30 |
-0-24 |
-0.5% |
164-26 |
| Range |
1-13 |
1-18 |
0-05 |
11.1% |
2-20 |
| ATR |
1-13 |
1-13 |
0-00 |
0.8% |
0-00 |
| Volume |
218,700 |
231,918 |
13,218 |
6.0% |
1,165,758 |
|
| Daily Pivots for day following 26-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168-29 |
168-00 |
164-26 |
|
| R3 |
167-11 |
166-14 |
164-12 |
|
| R2 |
165-25 |
165-25 |
164-07 |
|
| R1 |
164-28 |
164-28 |
164-03 |
164-18 |
| PP |
164-07 |
164-07 |
164-07 |
164-02 |
| S1 |
163-10 |
163-10 |
163-25 |
163-00 |
| S2 |
162-21 |
162-21 |
163-21 |
|
| S3 |
161-03 |
161-24 |
163-16 |
|
| S4 |
159-17 |
160-06 |
163-02 |
|
|
| Weekly Pivots for week ending 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
172-03 |
171-02 |
166-08 |
|
| R3 |
169-15 |
168-14 |
165-17 |
|
| R2 |
166-27 |
166-27 |
165-09 |
|
| R1 |
165-26 |
165-26 |
165-02 |
166-11 |
| PP |
164-07 |
164-07 |
164-07 |
164-15 |
| S1 |
163-06 |
163-06 |
164-18 |
163-23 |
| S2 |
161-19 |
161-19 |
164-11 |
|
| S3 |
158-31 |
160-18 |
164-03 |
|
| S4 |
156-11 |
157-30 |
163-12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
165-10 |
163-19 |
1-23 |
1.0% |
1-11 |
0.8% |
20% |
False |
True |
219,113 |
| 10 |
165-13 |
162-19 |
2-26 |
1.7% |
1-11 |
0.8% |
48% |
False |
False |
236,209 |
| 20 |
170-01 |
162-19 |
7-14 |
4.5% |
1-13 |
0.9% |
18% |
False |
False |
238,716 |
| 40 |
171-16 |
162-19 |
8-29 |
5.4% |
1-16 |
0.9% |
15% |
False |
False |
240,650 |
| 60 |
172-14 |
162-19 |
9-27 |
6.0% |
1-16 |
0.9% |
14% |
False |
False |
178,586 |
| 80 |
175-19 |
162-19 |
13-00 |
7.9% |
1-17 |
0.9% |
10% |
False |
False |
133,974 |
| 100 |
175-19 |
162-19 |
13-00 |
7.9% |
1-11 |
0.8% |
10% |
False |
False |
107,183 |
| 120 |
175-19 |
159-29 |
15-22 |
9.6% |
1-04 |
0.7% |
26% |
False |
False |
89,319 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
171-26 |
|
2.618 |
169-08 |
|
1.618 |
167-22 |
|
1.000 |
166-23 |
|
0.618 |
166-04 |
|
HIGH |
165-05 |
|
0.618 |
164-18 |
|
0.500 |
164-12 |
|
0.382 |
164-06 |
|
LOW |
163-19 |
|
0.618 |
162-20 |
|
1.000 |
162-01 |
|
1.618 |
161-02 |
|
2.618 |
159-16 |
|
4.250 |
156-31 |
|
|
| Fisher Pivots for day following 26-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
164-12 |
164-15 |
| PP |
164-07 |
164-09 |
| S1 |
164-03 |
164-04 |
|