ECBOT 30 Year Treasury Bond Future December 2016
| Trading Metrics calculated at close of trading on 14-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2016 |
14-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
155-26 |
155-09 |
-0-17 |
-0.3% |
162-22 |
| High |
156-12 |
155-14 |
-0-30 |
-0.6% |
164-31 |
| Low |
155-00 |
152-24 |
-2-08 |
-1.5% |
155-00 |
| Close |
155-05 |
154-13 |
-0-24 |
-0.5% |
155-05 |
| Range |
1-12 |
2-22 |
1-10 |
95.5% |
9-31 |
| ATR |
1-29 |
1-31 |
0-02 |
2.9% |
0-00 |
| Volume |
125,416 |
481,386 |
355,970 |
283.8% |
2,035,503 |
|
| Daily Pivots for day following 14-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-08 |
161-01 |
155-28 |
|
| R3 |
159-18 |
158-11 |
155-05 |
|
| R2 |
156-28 |
156-28 |
154-29 |
|
| R1 |
155-21 |
155-21 |
154-21 |
154-30 |
| PP |
154-06 |
154-06 |
154-06 |
153-27 |
| S1 |
152-31 |
152-31 |
154-05 |
152-08 |
| S2 |
151-16 |
151-16 |
153-29 |
|
| S3 |
148-26 |
150-09 |
153-21 |
|
| S4 |
146-04 |
147-19 |
152-30 |
|
|
| 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 |
152-24 |
12-07 |
7.9% |
3-12 |
2.2% |
14% |
False |
True |
470,344 |
| 10 |
164-31 |
152-24 |
12-07 |
7.9% |
2-10 |
1.5% |
14% |
False |
True |
361,861 |
| 20 |
165-10 |
152-24 |
12-18 |
8.1% |
1-26 |
1.2% |
13% |
False |
True |
302,110 |
| 40 |
170-03 |
152-24 |
17-11 |
11.2% |
1-20 |
1.1% |
10% |
False |
True |
267,605 |
| 60 |
171-20 |
152-24 |
18-28 |
12.2% |
1-20 |
1.1% |
9% |
False |
True |
252,665 |
| 80 |
173-07 |
152-24 |
20-15 |
13.3% |
1-20 |
1.1% |
8% |
False |
True |
189,698 |
| 100 |
175-19 |
152-24 |
22-27 |
14.8% |
1-19 |
1.0% |
7% |
False |
True |
151,771 |
| 120 |
175-19 |
152-24 |
22-27 |
14.8% |
1-11 |
0.9% |
7% |
False |
True |
126,476 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
166-28 |
|
2.618 |
162-15 |
|
1.618 |
159-25 |
|
1.000 |
158-04 |
|
0.618 |
157-03 |
|
HIGH |
155-14 |
|
0.618 |
154-13 |
|
0.500 |
154-03 |
|
0.382 |
153-25 |
|
LOW |
152-24 |
|
0.618 |
151-03 |
|
1.000 |
150-02 |
|
1.618 |
148-13 |
|
2.618 |
145-23 |
|
4.250 |
141-10 |
|
|
| Fisher Pivots for day following 14-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
154-10 |
155-21 |
| PP |
154-06 |
155-07 |
| S1 |
154-03 |
154-26 |
|