ECBOT 30 Year Treasury Bond Future December 2016
| Trading Metrics calculated at close of trading on 08-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2016 |
08-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
162-22 |
162-20 |
-0-02 |
0.0% |
162-12 |
| High |
163-00 |
163-07 |
0-07 |
0.1% |
163-30 |
| Low |
162-11 |
161-23 |
-0-20 |
-0.4% |
161-22 |
| Close |
162-19 |
162-03 |
-0-16 |
-0.3% |
163-11 |
| Range |
0-21 |
1-16 |
0-27 |
128.6% |
2-08 |
| ATR |
1-12 |
1-12 |
0-00 |
0.7% |
0-00 |
| Volume |
165,165 |
244,892 |
79,727 |
48.3% |
1,307,952 |
|
| Daily Pivots for day following 08-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166-27 |
165-31 |
162-29 |
|
| R3 |
165-11 |
164-15 |
162-16 |
|
| R2 |
163-27 |
163-27 |
162-12 |
|
| R1 |
162-31 |
162-31 |
162-07 |
162-21 |
| PP |
162-11 |
162-11 |
162-11 |
162-06 |
| S1 |
161-15 |
161-15 |
161-31 |
161-05 |
| S2 |
160-27 |
160-27 |
161-26 |
|
| S3 |
159-11 |
159-31 |
161-22 |
|
| S4 |
157-27 |
158-15 |
161-09 |
|
|
| Weekly Pivots for week ending 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
169-24 |
168-25 |
164-19 |
|
| R3 |
167-16 |
166-17 |
163-31 |
|
| R2 |
165-08 |
165-08 |
163-24 |
|
| R1 |
164-09 |
164-09 |
163-18 |
164-25 |
| PP |
163-00 |
163-00 |
163-00 |
163-07 |
| S1 |
162-01 |
162-01 |
163-04 |
162-17 |
| S2 |
160-24 |
160-24 |
162-30 |
|
| S3 |
158-16 |
159-25 |
162-23 |
|
| S4 |
156-08 |
157-17 |
162-03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
163-30 |
161-23 |
2-07 |
1.4% |
1-07 |
0.8% |
17% |
False |
True |
239,313 |
| 10 |
165-05 |
161-21 |
3-16 |
2.2% |
1-11 |
0.8% |
13% |
False |
False |
258,396 |
| 20 |
165-13 |
161-21 |
3-24 |
2.3% |
1-10 |
0.8% |
12% |
False |
False |
247,394 |
| 40 |
170-03 |
161-21 |
8-14 |
5.2% |
1-12 |
0.8% |
5% |
False |
False |
237,505 |
| 60 |
171-20 |
161-21 |
9-31 |
6.1% |
1-15 |
0.9% |
4% |
False |
False |
217,673 |
| 80 |
173-07 |
161-21 |
11-18 |
7.1% |
1-16 |
0.9% |
4% |
False |
False |
163,369 |
| 100 |
175-19 |
161-21 |
13-30 |
8.6% |
1-14 |
0.9% |
3% |
False |
False |
130,703 |
| 120 |
175-19 |
160-31 |
14-20 |
9.0% |
1-07 |
0.8% |
8% |
False |
False |
108,919 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
169-19 |
|
2.618 |
167-05 |
|
1.618 |
165-21 |
|
1.000 |
164-23 |
|
0.618 |
164-05 |
|
HIGH |
163-07 |
|
0.618 |
162-21 |
|
0.500 |
162-15 |
|
0.382 |
162-09 |
|
LOW |
161-23 |
|
0.618 |
160-25 |
|
1.000 |
160-07 |
|
1.618 |
159-09 |
|
2.618 |
157-25 |
|
4.250 |
155-11 |
|
|
| Fisher Pivots for day following 08-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
162-15 |
162-25 |
| PP |
162-11 |
162-17 |
| S1 |
162-07 |
162-10 |
|