ECBOT 30 Year Treasury Bond Future December 2016
Trading Metrics calculated at close of trading on 25-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2016 |
25-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
153-14 |
152-30 |
-0-16 |
-0.3% |
152-29 |
High |
153-22 |
153-12 |
-0-10 |
-0.2% |
154-09 |
Low |
151-19 |
151-31 |
0-12 |
0.2% |
151-19 |
Close |
152-29 |
152-26 |
-0-03 |
-0.1% |
152-26 |
Range |
2-03 |
1-13 |
-0-22 |
-32.8% |
2-22 |
ATR |
1-27 |
1-26 |
-0-01 |
-1.7% |
0-00 |
Volume |
500,917 |
224,969 |
-275,948 |
-55.1% |
1,393,235 |
|
Daily Pivots for day following 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
156-30 |
156-09 |
153-19 |
|
R3 |
155-17 |
154-28 |
153-06 |
|
R2 |
154-04 |
154-04 |
153-02 |
|
R1 |
153-15 |
153-15 |
152-30 |
153-03 |
PP |
152-23 |
152-23 |
152-23 |
152-17 |
S1 |
152-02 |
152-02 |
152-22 |
151-22 |
S2 |
151-10 |
151-10 |
152-18 |
|
S3 |
149-29 |
150-21 |
152-14 |
|
S4 |
148-16 |
149-08 |
152-01 |
|
|
Weekly Pivots for week ending 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160-31 |
159-18 |
154-09 |
|
R3 |
158-09 |
156-28 |
153-18 |
|
R2 |
155-19 |
155-19 |
153-10 |
|
R1 |
154-06 |
154-06 |
153-02 |
153-18 |
PP |
152-29 |
152-29 |
152-29 |
152-18 |
S1 |
151-16 |
151-16 |
152-18 |
150-28 |
S2 |
150-07 |
150-07 |
152-10 |
|
S3 |
147-17 |
148-26 |
152-02 |
|
S4 |
144-27 |
146-04 |
151-11 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
154-09 |
151-19 |
2-22 |
1.8% |
1-16 |
1.0% |
45% |
False |
False |
353,404 |
10 |
156-12 |
151-19 |
4-25 |
3.1% |
1-24 |
1.1% |
25% |
False |
False |
342,637 |
20 |
164-31 |
151-19 |
13-12 |
8.8% |
1-30 |
1.3% |
9% |
False |
False |
347,549 |
40 |
170-01 |
151-19 |
18-14 |
12.1% |
1-22 |
1.1% |
7% |
False |
False |
295,189 |
60 |
171-16 |
151-19 |
19-29 |
13.0% |
1-21 |
1.1% |
6% |
False |
False |
277,661 |
80 |
172-14 |
151-19 |
20-27 |
13.6% |
1-20 |
1.1% |
6% |
False |
False |
224,914 |
100 |
175-17 |
151-19 |
23-30 |
15.7% |
1-20 |
1.1% |
5% |
False |
False |
179,964 |
120 |
175-19 |
151-19 |
24-00 |
15.7% |
1-15 |
1.0% |
5% |
False |
False |
149,973 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
159-11 |
2.618 |
157-02 |
1.618 |
155-21 |
1.000 |
154-25 |
0.618 |
154-08 |
HIGH |
153-12 |
0.618 |
152-27 |
0.500 |
152-22 |
0.382 |
152-16 |
LOW |
151-31 |
0.618 |
151-03 |
1.000 |
150-18 |
1.618 |
149-22 |
2.618 |
148-09 |
4.250 |
146-00 |
|
|
Fisher Pivots for day following 25-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
152-25 |
152-30 |
PP |
152-23 |
152-29 |
S1 |
152-22 |
152-27 |
|