ECBOT 30 Year Treasury Bond Future December 2016
| Trading Metrics calculated at close of trading on 15-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2016 |
15-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
151-01 |
149-08 |
-1-25 |
-1.2% |
152-12 |
| High |
151-17 |
150-07 |
-1-10 |
-0.9% |
152-30 |
| Low |
148-27 |
148-18 |
-0-09 |
-0.2% |
149-15 |
| Close |
149-27 |
149-30 |
0-03 |
0.1% |
149-28 |
| Range |
2-22 |
1-21 |
-1-01 |
-38.4% |
3-15 |
| ATR |
1-25 |
1-25 |
0-00 |
-0.5% |
0-00 |
| Volume |
1,151 |
2,340 |
1,189 |
103.3% |
17,462 |
|
| Daily Pivots for day following 15-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-17 |
153-29 |
150-27 |
|
| R3 |
152-28 |
152-08 |
150-13 |
|
| R2 |
151-07 |
151-07 |
150-08 |
|
| R1 |
150-19 |
150-19 |
150-03 |
150-29 |
| PP |
149-18 |
149-18 |
149-18 |
149-24 |
| S1 |
148-30 |
148-30 |
149-25 |
149-08 |
| S2 |
147-29 |
147-29 |
149-20 |
|
| S3 |
146-08 |
147-09 |
149-15 |
|
| S4 |
144-19 |
145-20 |
149-01 |
|
|
| 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 |
151-17 |
148-18 |
2-31 |
2.0% |
1-22 |
1.1% |
46% |
False |
True |
2,178 |
| 10 |
152-30 |
148-18 |
4-12 |
2.9% |
1-20 |
1.1% |
31% |
False |
True |
3,738 |
| 20 |
155-12 |
148-18 |
6-26 |
4.5% |
1-22 |
1.1% |
20% |
False |
True |
146,919 |
| 40 |
165-10 |
148-18 |
16-24 |
11.2% |
1-25 |
1.2% |
8% |
False |
True |
230,528 |
| 60 |
170-03 |
148-18 |
21-17 |
14.4% |
1-20 |
1.1% |
6% |
False |
True |
231,914 |
| 80 |
171-20 |
148-18 |
23-02 |
15.4% |
1-21 |
1.1% |
6% |
False |
True |
234,653 |
| 100 |
173-07 |
148-18 |
24-21 |
16.4% |
1-21 |
1.1% |
6% |
False |
True |
188,424 |
| 120 |
175-19 |
148-18 |
27-01 |
18.0% |
1-20 |
1.1% |
5% |
False |
True |
157,031 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
157-08 |
|
2.618 |
154-18 |
|
1.618 |
152-29 |
|
1.000 |
151-28 |
|
0.618 |
151-08 |
|
HIGH |
150-07 |
|
0.618 |
149-19 |
|
0.500 |
149-13 |
|
0.382 |
149-06 |
|
LOW |
148-18 |
|
0.618 |
147-17 |
|
1.000 |
146-29 |
|
1.618 |
145-28 |
|
2.618 |
144-07 |
|
4.250 |
141-17 |
|
|
| Fisher Pivots for day following 15-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
149-24 |
150-02 |
| PP |
149-18 |
150-00 |
| S1 |
149-13 |
149-31 |
|