ECBOT 30 Year Treasury Bond Future December 2016
| Trading Metrics calculated at close of trading on 11-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2016 |
11-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
157-10 |
155-26 |
-1-16 |
-1.0% |
162-22 |
| High |
158-17 |
156-12 |
-2-05 |
-1.4% |
164-31 |
| Low |
155-16 |
155-00 |
-0-16 |
-0.3% |
155-00 |
| Close |
156-07 |
155-05 |
-1-02 |
-0.7% |
155-05 |
| Range |
3-01 |
1-12 |
-1-21 |
-54.6% |
9-31 |
| ATR |
1-31 |
1-29 |
-0-01 |
-2.1% |
0-00 |
| Volume |
670,228 |
125,416 |
-544,812 |
-81.3% |
2,035,503 |
|
| Daily Pivots for day following 11-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-20 |
158-25 |
155-29 |
|
| R3 |
158-08 |
157-13 |
155-17 |
|
| R2 |
156-28 |
156-28 |
155-13 |
|
| R1 |
156-01 |
156-01 |
155-09 |
155-25 |
| PP |
155-16 |
155-16 |
155-16 |
155-12 |
| S1 |
154-21 |
154-21 |
155-01 |
154-13 |
| S2 |
154-04 |
154-04 |
154-29 |
|
| S3 |
152-24 |
153-09 |
154-25 |
|
| S4 |
151-12 |
151-29 |
154-13 |
|
|
| Weekly Pivots for week ending 11-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
188-09 |
181-22 |
160-20 |
|
| R3 |
178-10 |
171-23 |
157-29 |
|
| R2 |
168-11 |
168-11 |
156-31 |
|
| R1 |
161-24 |
161-24 |
156-02 |
160-02 |
| PP |
158-12 |
158-12 |
158-12 |
157-17 |
| S1 |
151-25 |
151-25 |
154-08 |
150-03 |
| S2 |
148-13 |
148-13 |
153-11 |
|
| S3 |
138-14 |
141-26 |
152-13 |
|
| S4 |
128-15 |
131-27 |
149-22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
164-31 |
155-00 |
9-31 |
6.4% |
2-31 |
1.9% |
2% |
False |
True |
407,100 |
| 10 |
164-31 |
155-00 |
9-31 |
6.4% |
2-04 |
1.4% |
2% |
False |
True |
334,345 |
| 20 |
165-10 |
155-00 |
10-10 |
6.6% |
1-24 |
1.1% |
2% |
False |
True |
289,250 |
| 40 |
170-03 |
155-00 |
15-03 |
9.7% |
1-19 |
1.0% |
1% |
False |
True |
259,294 |
| 60 |
171-20 |
155-00 |
16-20 |
10.7% |
1-20 |
1.0% |
1% |
False |
True |
244,684 |
| 80 |
173-07 |
155-00 |
18-07 |
11.7% |
1-19 |
1.0% |
1% |
False |
True |
183,682 |
| 100 |
175-19 |
155-00 |
20-19 |
13.3% |
1-18 |
1.0% |
1% |
False |
True |
146,958 |
| 120 |
175-19 |
155-00 |
20-19 |
13.3% |
1-11 |
0.9% |
1% |
False |
True |
122,465 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
162-07 |
|
2.618 |
159-31 |
|
1.618 |
158-19 |
|
1.000 |
157-24 |
|
0.618 |
157-07 |
|
HIGH |
156-12 |
|
0.618 |
155-27 |
|
0.500 |
155-22 |
|
0.382 |
155-17 |
|
LOW |
155-00 |
|
0.618 |
154-05 |
|
1.000 |
153-20 |
|
1.618 |
152-25 |
|
2.618 |
151-13 |
|
4.250 |
149-05 |
|
|
| Fisher Pivots for day following 11-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
155-22 |
160-00 |
| PP |
155-16 |
158-12 |
| S1 |
155-11 |
156-25 |
|