ECBOT 30 Year Treasury Bond Future December 2016
| Trading Metrics calculated at close of trading on 02-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2016 |
02-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
162-26 |
162-26 |
0-00 |
0.0% |
164-31 |
| High |
163-09 |
163-29 |
0-20 |
0.4% |
165-10 |
| Low |
161-22 |
162-24 |
1-02 |
0.7% |
161-21 |
| Close |
163-02 |
163-08 |
0-06 |
0.1% |
162-06 |
| Range |
1-19 |
1-05 |
-0-14 |
-27.5% |
3-21 |
| ATR |
1-13 |
1-13 |
-0-01 |
-1.3% |
0-00 |
| Volume |
315,219 |
302,242 |
-12,977 |
-4.1% |
1,275,806 |
|
| Daily Pivots for day following 02-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166-25 |
166-05 |
163-28 |
|
| R3 |
165-20 |
165-00 |
163-18 |
|
| R2 |
164-15 |
164-15 |
163-15 |
|
| R1 |
163-27 |
163-27 |
163-11 |
164-05 |
| PP |
163-10 |
163-10 |
163-10 |
163-15 |
| S1 |
162-22 |
162-22 |
163-05 |
163-00 |
| S2 |
162-05 |
162-05 |
163-01 |
|
| S3 |
161-00 |
161-17 |
162-30 |
|
| S4 |
159-27 |
160-12 |
162-20 |
|
|
| Weekly Pivots for week ending 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
174-01 |
171-24 |
164-06 |
|
| R3 |
170-12 |
168-03 |
163-06 |
|
| R2 |
166-23 |
166-23 |
162-27 |
|
| R1 |
164-14 |
164-14 |
162-17 |
163-24 |
| PP |
163-02 |
163-02 |
163-02 |
162-23 |
| S1 |
160-25 |
160-25 |
161-27 |
160-03 |
| S2 |
159-13 |
159-13 |
161-17 |
|
| S3 |
155-24 |
157-04 |
161-06 |
|
| S4 |
152-03 |
153-15 |
160-06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
163-30 |
161-21 |
2-09 |
1.4% |
1-12 |
0.8% |
70% |
False |
False |
291,545 |
| 10 |
165-10 |
161-21 |
3-21 |
2.2% |
1-12 |
0.8% |
44% |
False |
False |
255,329 |
| 20 |
166-10 |
161-21 |
4-21 |
2.9% |
1-10 |
0.8% |
34% |
False |
False |
246,594 |
| 40 |
171-01 |
161-21 |
9-12 |
5.7% |
1-15 |
0.9% |
17% |
False |
False |
246,934 |
| 60 |
172-14 |
161-21 |
10-25 |
6.6% |
1-16 |
0.9% |
15% |
False |
False |
202,839 |
| 80 |
173-22 |
161-21 |
12-01 |
7.4% |
1-17 |
0.9% |
13% |
False |
False |
152,193 |
| 100 |
175-19 |
161-21 |
13-30 |
8.5% |
1-13 |
0.9% |
11% |
False |
False |
121,760 |
| 120 |
175-19 |
159-29 |
15-22 |
9.6% |
1-06 |
0.7% |
21% |
False |
False |
101,467 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
168-26 |
|
2.618 |
166-30 |
|
1.618 |
165-25 |
|
1.000 |
165-02 |
|
0.618 |
164-20 |
|
HIGH |
163-29 |
|
0.618 |
163-15 |
|
0.500 |
163-11 |
|
0.382 |
163-06 |
|
LOW |
162-24 |
|
0.618 |
162-01 |
|
1.000 |
161-19 |
|
1.618 |
160-28 |
|
2.618 |
159-23 |
|
4.250 |
157-27 |
|
|
| Fisher Pivots for day following 02-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
163-11 |
163-03 |
| PP |
163-10 |
162-30 |
| S1 |
163-09 |
162-26 |
|