ECBOT 30 Year Treasury Bond Future December 2016
Trading Metrics calculated at close of trading on 19-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2016 |
19-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
150-16 |
149-03 |
-1-13 |
-0.9% |
149-20 |
High |
150-19 |
150-15 |
-0-04 |
-0.1% |
151-17 |
Low |
148-26 |
149-03 |
0-09 |
0.2% |
148-18 |
Close |
149-01 |
150-10 |
1-09 |
0.9% |
149-01 |
Range |
1-25 |
1-12 |
-0-13 |
-22.8% |
2-31 |
ATR |
1-25 |
1-24 |
-0-01 |
-1.4% |
0-00 |
Volume |
281 |
339 |
58 |
20.6% |
9,843 |
|
Daily Pivots for day following 19-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
154-03 |
153-18 |
151-02 |
|
R3 |
152-23 |
152-06 |
150-22 |
|
R2 |
151-11 |
151-11 |
150-18 |
|
R1 |
150-26 |
150-26 |
150-14 |
151-03 |
PP |
149-31 |
149-31 |
149-31 |
150-03 |
S1 |
149-14 |
149-14 |
150-06 |
149-23 |
S2 |
148-19 |
148-19 |
150-02 |
|
S3 |
147-07 |
148-02 |
149-30 |
|
S4 |
145-27 |
146-22 |
149-18 |
|
|
Weekly Pivots for week ending 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
158-20 |
156-25 |
150-21 |
|
R3 |
155-21 |
153-26 |
149-27 |
|
R2 |
152-22 |
152-22 |
149-18 |
|
R1 |
150-27 |
150-27 |
149-10 |
150-09 |
PP |
149-23 |
149-23 |
149-23 |
149-14 |
S1 |
147-28 |
147-28 |
148-24 |
147-10 |
S2 |
146-24 |
146-24 |
148-16 |
|
S3 |
143-25 |
144-29 |
148-07 |
|
S4 |
140-26 |
141-30 |
147-13 |
|
|
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% |
1-23 |
1.1% |
59% |
False |
False |
1,654 |
10 |
152-25 |
148-18 |
4-07 |
2.8% |
1-18 |
1.0% |
41% |
False |
False |
1,911 |
20 |
154-11 |
148-18 |
5-25 |
3.8% |
1-20 |
1.1% |
30% |
False |
False |
112,047 |
40 |
165-10 |
148-18 |
16-24 |
11.1% |
1-26 |
1.2% |
10% |
False |
False |
219,198 |
60 |
170-03 |
148-18 |
21-17 |
14.3% |
1-21 |
1.1% |
8% |
False |
False |
225,132 |
80 |
171-20 |
148-18 |
23-02 |
15.3% |
1-21 |
1.1% |
8% |
False |
False |
230,754 |
100 |
173-07 |
148-18 |
24-21 |
16.4% |
1-21 |
1.1% |
7% |
False |
False |
188,428 |
120 |
175-19 |
148-18 |
27-01 |
18.0% |
1-20 |
1.1% |
6% |
False |
False |
157,036 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
156-10 |
2.618 |
154-02 |
1.618 |
152-22 |
1.000 |
151-27 |
0.618 |
151-10 |
HIGH |
150-15 |
0.618 |
149-30 |
0.500 |
149-25 |
0.382 |
149-20 |
LOW |
149-03 |
0.618 |
148-08 |
1.000 |
147-23 |
1.618 |
146-28 |
2.618 |
145-16 |
4.250 |
143-08 |
|
|
Fisher Pivots for day following 19-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
150-04 |
150-02 |
PP |
149-31 |
149-26 |
S1 |
149-25 |
149-19 |
|