ECBOT 30 Year Treasury Bond Future December 2016
| Trading Metrics calculated at close of trading on 09-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2016 |
09-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
152-15 |
150-30 |
-1-17 |
-1.0% |
152-12 |
| High |
152-21 |
151-02 |
-1-19 |
-1.0% |
152-30 |
| Low |
150-19 |
149-15 |
-1-04 |
-0.7% |
149-15 |
| Close |
151-11 |
149-28 |
-1-15 |
-1.0% |
149-28 |
| Range |
2-02 |
1-19 |
-0-15 |
-22.7% |
3-15 |
| ATR |
1-25 |
1-26 |
0-00 |
0.3% |
0-00 |
| Volume |
1,947 |
1,329 |
-618 |
-31.7% |
17,462 |
|
| Daily Pivots for day following 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-29 |
154-00 |
150-24 |
|
| R3 |
153-10 |
152-13 |
150-10 |
|
| R2 |
151-23 |
151-23 |
150-05 |
|
| R1 |
150-26 |
150-26 |
150-01 |
150-15 |
| PP |
150-04 |
150-04 |
150-04 |
149-31 |
| S1 |
149-07 |
149-07 |
149-23 |
148-28 |
| S2 |
148-17 |
148-17 |
149-19 |
|
| S3 |
146-30 |
147-20 |
149-14 |
|
| S4 |
145-11 |
146-01 |
149-00 |
|
|
| Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-05 |
159-00 |
151-25 |
|
| R3 |
157-22 |
155-17 |
150-27 |
|
| R2 |
154-07 |
154-07 |
150-16 |
|
| R1 |
152-02 |
152-02 |
150-06 |
151-13 |
| PP |
150-24 |
150-24 |
150-24 |
150-14 |
| S1 |
148-19 |
148-19 |
149-18 |
147-30 |
| S2 |
147-09 |
147-09 |
149-08 |
|
| S3 |
143-26 |
145-04 |
148-29 |
|
| S4 |
140-11 |
141-21 |
147-31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
152-30 |
149-15 |
3-15 |
2.3% |
1-18 |
1.0% |
12% |
False |
True |
3,492 |
| 10 |
154-11 |
149-15 |
4-28 |
3.3% |
1-22 |
1.1% |
8% |
False |
True |
83,753 |
| 20 |
156-12 |
149-15 |
6-29 |
4.6% |
1-23 |
1.1% |
6% |
False |
True |
213,195 |
| 40 |
165-10 |
149-15 |
15-27 |
10.6% |
1-24 |
1.2% |
3% |
False |
True |
255,665 |
| 60 |
170-03 |
149-15 |
20-20 |
13.8% |
1-20 |
1.1% |
2% |
False |
True |
245,194 |
| 80 |
171-20 |
149-15 |
22-05 |
14.8% |
1-20 |
1.1% |
2% |
False |
True |
235,262 |
| 100 |
173-07 |
149-15 |
23-24 |
15.8% |
1-20 |
1.1% |
2% |
False |
True |
188,331 |
| 120 |
175-19 |
149-15 |
26-04 |
17.4% |
1-19 |
1.1% |
2% |
False |
True |
156,952 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
157-27 |
|
2.618 |
155-08 |
|
1.618 |
153-21 |
|
1.000 |
152-21 |
|
0.618 |
152-02 |
|
HIGH |
151-02 |
|
0.618 |
150-15 |
|
0.500 |
150-09 |
|
0.382 |
150-02 |
|
LOW |
149-15 |
|
0.618 |
148-15 |
|
1.000 |
147-28 |
|
1.618 |
146-28 |
|
2.618 |
145-09 |
|
4.250 |
142-22 |
|
|
| Fisher Pivots for day following 09-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
150-09 |
151-04 |
| PP |
150-04 |
150-23 |
| S1 |
150-00 |
150-09 |
|