ECBOT 30 Year Treasury Bond Future December 2016
| Trading Metrics calculated at close of trading on 17-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2016 |
17-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
154-21 |
155-07 |
0-18 |
0.4% |
162-22 |
| High |
155-09 |
155-12 |
0-03 |
0.1% |
164-31 |
| Low |
153-10 |
153-04 |
-0-06 |
-0.1% |
155-00 |
| Close |
155-01 |
153-25 |
-1-08 |
-0.8% |
155-05 |
| Range |
1-31 |
2-08 |
0-09 |
14.3% |
9-31 |
| ATR |
1-30 |
1-31 |
0-01 |
1.1% |
0-00 |
| Volume |
364,407 |
324,265 |
-40,142 |
-11.0% |
2,035,503 |
|
| Daily Pivots for day following 17-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-27 |
159-18 |
155-01 |
|
| R3 |
158-19 |
157-10 |
154-13 |
|
| R2 |
156-11 |
156-11 |
154-06 |
|
| R1 |
155-02 |
155-02 |
154-00 |
154-19 |
| PP |
154-03 |
154-03 |
154-03 |
153-27 |
| S1 |
152-26 |
152-26 |
153-18 |
152-11 |
| S2 |
151-27 |
151-27 |
153-12 |
|
| S3 |
149-19 |
150-18 |
153-05 |
|
| S4 |
147-11 |
148-10 |
152-17 |
|
|
| 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 |
156-12 |
152-24 |
3-20 |
2.4% |
2-00 |
1.3% |
28% |
False |
False |
331,871 |
| 10 |
164-31 |
152-24 |
12-07 |
7.9% |
2-15 |
1.6% |
8% |
False |
False |
381,848 |
| 20 |
165-10 |
152-24 |
12-18 |
8.2% |
1-29 |
1.2% |
8% |
False |
False |
317,075 |
| 40 |
170-03 |
152-24 |
17-11 |
11.3% |
1-21 |
1.1% |
6% |
False |
False |
276,363 |
| 60 |
171-20 |
152-24 |
18-28 |
12.3% |
1-21 |
1.1% |
5% |
False |
False |
268,233 |
| 80 |
173-07 |
152-24 |
20-15 |
13.3% |
1-20 |
1.1% |
5% |
False |
False |
202,852 |
| 100 |
175-19 |
152-24 |
22-27 |
14.9% |
1-20 |
1.1% |
5% |
False |
False |
162,296 |
| 120 |
175-19 |
152-24 |
22-27 |
14.9% |
1-13 |
0.9% |
5% |
False |
False |
135,248 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
164-30 |
|
2.618 |
161-08 |
|
1.618 |
159-00 |
|
1.000 |
157-20 |
|
0.618 |
156-24 |
|
HIGH |
155-12 |
|
0.618 |
154-16 |
|
0.500 |
154-08 |
|
0.382 |
154-00 |
|
LOW |
153-04 |
|
0.618 |
151-24 |
|
1.000 |
150-28 |
|
1.618 |
149-16 |
|
2.618 |
147-08 |
|
4.250 |
143-18 |
|
|
| Fisher Pivots for day following 17-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
154-08 |
154-10 |
| PP |
154-03 |
154-04 |
| S1 |
153-30 |
153-31 |
|