ECBOT 30 Year Treasury Bond Future March 2017
| Trading Metrics calculated at close of trading on 22-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2016 |
22-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
151-19 |
152-12 |
0-25 |
0.5% |
153-29 |
| High |
152-15 |
152-28 |
0-13 |
0.3% |
154-03 |
| Low |
151-15 |
151-27 |
0-12 |
0.2% |
150-31 |
| Close |
151-26 |
151-29 |
0-03 |
0.1% |
151-25 |
| Range |
1-00 |
1-01 |
0-01 |
3.1% |
3-04 |
| ATR |
1-25 |
1-23 |
-0-02 |
-2.9% |
0-00 |
| Volume |
48,802 |
123,144 |
74,342 |
152.3% |
25,328 |
|
| Daily Pivots for day following 22-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-10 |
154-20 |
152-15 |
|
| R3 |
154-09 |
153-19 |
152-06 |
|
| R2 |
153-08 |
153-08 |
152-03 |
|
| R1 |
152-18 |
152-18 |
152-00 |
152-13 |
| PP |
152-07 |
152-07 |
152-07 |
152-04 |
| S1 |
151-17 |
151-17 |
151-26 |
151-12 |
| S2 |
151-06 |
151-06 |
151-23 |
|
| S3 |
150-05 |
150-16 |
151-20 |
|
| S4 |
149-04 |
149-15 |
151-11 |
|
|
| Weekly Pivots for week ending 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-21 |
159-27 |
153-16 |
|
| R3 |
158-17 |
156-23 |
152-21 |
|
| R2 |
155-13 |
155-13 |
152-11 |
|
| R1 |
153-19 |
153-19 |
152-02 |
152-30 |
| PP |
152-09 |
152-09 |
152-09 |
151-31 |
| S1 |
150-15 |
150-15 |
151-16 |
149-26 |
| S2 |
149-05 |
149-05 |
151-07 |
|
| S3 |
146-01 |
147-11 |
150-30 |
|
| S4 |
142-29 |
144-07 |
150-02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
153-31 |
150-31 |
3-00 |
2.0% |
1-19 |
1.1% |
31% |
False |
False |
38,073 |
| 10 |
163-17 |
150-31 |
12-18 |
8.3% |
2-15 |
1.6% |
7% |
False |
False |
20,654 |
| 20 |
163-23 |
150-31 |
12-24 |
8.4% |
1-28 |
1.2% |
7% |
False |
False |
10,711 |
| 40 |
168-23 |
150-31 |
17-24 |
11.7% |
1-16 |
1.0% |
5% |
False |
False |
5,381 |
| 60 |
169-19 |
150-31 |
18-20 |
12.3% |
1-03 |
0.7% |
5% |
False |
False |
3,587 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
157-08 |
|
2.618 |
155-18 |
|
1.618 |
154-17 |
|
1.000 |
153-29 |
|
0.618 |
153-16 |
|
HIGH |
152-28 |
|
0.618 |
152-15 |
|
0.500 |
152-12 |
|
0.382 |
152-08 |
|
LOW |
151-27 |
|
0.618 |
151-07 |
|
1.000 |
150-26 |
|
1.618 |
150-06 |
|
2.618 |
149-05 |
|
4.250 |
147-15 |
|
|
| Fisher Pivots for day following 22-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
152-12 |
151-30 |
| PP |
152-07 |
151-29 |
| S1 |
152-02 |
151-29 |
|