ECBOT 30 Year Treasury Bond Future December 2016
| Trading Metrics calculated at close of trading on 05-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2016 |
05-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
150-22 |
152-12 |
1-22 |
1.1% |
153-04 |
| High |
152-08 |
152-30 |
0-22 |
0.5% |
154-11 |
| Low |
150-22 |
150-23 |
0-01 |
0.0% |
149-24 |
| Close |
151-28 |
152-04 |
0-08 |
0.2% |
151-28 |
| Range |
1-18 |
2-07 |
0-21 |
42.0% |
4-19 |
| ATR |
1-28 |
1-29 |
0-01 |
1.3% |
0-00 |
| Volume |
10,365 |
8,529 |
-1,836 |
-17.7% |
820,073 |
|
| Daily Pivots for day following 05-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-19 |
157-18 |
153-11 |
|
| R3 |
156-12 |
155-11 |
152-24 |
|
| R2 |
154-05 |
154-05 |
152-17 |
|
| R1 |
153-04 |
153-04 |
152-11 |
152-17 |
| PP |
151-30 |
151-30 |
151-30 |
151-20 |
| S1 |
150-29 |
150-29 |
151-29 |
150-10 |
| S2 |
149-23 |
149-23 |
151-23 |
|
| S3 |
147-16 |
148-22 |
151-16 |
|
| S4 |
145-09 |
146-15 |
150-29 |
|
|
| Weekly Pivots for week ending 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165-25 |
163-13 |
154-13 |
|
| R3 |
161-06 |
158-26 |
153-04 |
|
| R2 |
156-19 |
156-19 |
152-23 |
|
| R1 |
154-07 |
154-07 |
152-09 |
153-04 |
| PP |
152-00 |
152-00 |
152-00 |
151-14 |
| S1 |
149-20 |
149-20 |
151-15 |
148-16 |
| S2 |
147-13 |
147-13 |
151-01 |
|
| S3 |
142-26 |
145-01 |
150-20 |
|
| S4 |
138-07 |
140-14 |
149-11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
154-11 |
149-24 |
4-19 |
3.0% |
2-03 |
1.4% |
52% |
False |
False |
78,376 |
| 10 |
154-11 |
149-24 |
4-19 |
3.0% |
1-22 |
1.1% |
52% |
False |
False |
222,183 |
| 20 |
164-31 |
149-24 |
15-07 |
10.0% |
2-04 |
1.4% |
16% |
False |
False |
308,253 |
| 40 |
165-13 |
149-24 |
15-21 |
10.3% |
1-23 |
1.1% |
15% |
False |
False |
275,221 |
| 60 |
170-03 |
149-24 |
20-11 |
13.4% |
1-21 |
1.1% |
12% |
False |
False |
264,127 |
| 80 |
172-14 |
149-24 |
22-22 |
14.9% |
1-21 |
1.1% |
10% |
False |
False |
235,221 |
| 100 |
173-07 |
149-24 |
23-15 |
15.4% |
1-20 |
1.1% |
10% |
False |
False |
188,246 |
| 120 |
175-19 |
149-24 |
25-27 |
17.0% |
1-17 |
1.0% |
9% |
False |
False |
156,878 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
162-12 |
|
2.618 |
158-24 |
|
1.618 |
156-17 |
|
1.000 |
155-05 |
|
0.618 |
154-10 |
|
HIGH |
152-30 |
|
0.618 |
152-03 |
|
0.500 |
151-27 |
|
0.382 |
151-18 |
|
LOW |
150-23 |
|
0.618 |
149-11 |
|
1.000 |
148-16 |
|
1.618 |
147-04 |
|
2.618 |
144-29 |
|
4.250 |
141-09 |
|
|
| Fisher Pivots for day following 05-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
152-01 |
151-28 |
| PP |
151-30 |
151-19 |
| S1 |
151-27 |
151-11 |
|