ECBOT 30 Year Treasury Bond Future March 2017
| Trading Metrics calculated at close of trading on 23-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2016 |
23-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
152-12 |
152-02 |
-0-10 |
-0.2% |
153-29 |
| High |
152-28 |
152-10 |
-0-18 |
-0.4% |
154-03 |
| Low |
151-27 |
150-08 |
-1-19 |
-1.0% |
150-31 |
| Close |
151-29 |
151-17 |
-0-12 |
-0.2% |
151-25 |
| Range |
1-01 |
2-02 |
1-01 |
100.0% |
3-04 |
| ATR |
1-23 |
1-24 |
0-01 |
1.4% |
0-00 |
| Volume |
123,144 |
179,639 |
56,495 |
45.9% |
25,328 |
|
| Daily Pivots for day following 23-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-18 |
156-19 |
152-21 |
|
| R3 |
155-16 |
154-17 |
152-03 |
|
| R2 |
153-14 |
153-14 |
151-29 |
|
| R1 |
152-15 |
152-15 |
151-23 |
151-30 |
| PP |
151-12 |
151-12 |
151-12 |
151-03 |
| S1 |
150-13 |
150-13 |
151-11 |
149-28 |
| S2 |
149-10 |
149-10 |
151-05 |
|
| S3 |
147-08 |
148-11 |
150-31 |
|
| S4 |
145-06 |
146-09 |
150-13 |
|
|
| 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 |
150-08 |
3-23 |
2.5% |
1-20 |
1.1% |
34% |
False |
True |
73,443 |
| 10 |
157-01 |
150-08 |
6-25 |
4.5% |
1-27 |
1.2% |
19% |
False |
True |
38,284 |
| 20 |
163-17 |
150-08 |
13-09 |
8.8% |
1-28 |
1.2% |
10% |
False |
True |
19,684 |
| 40 |
168-23 |
150-08 |
18-15 |
12.2% |
1-17 |
1.0% |
7% |
False |
True |
9,872 |
| 60 |
169-19 |
150-08 |
19-11 |
12.8% |
1-04 |
0.7% |
7% |
False |
True |
6,581 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
161-02 |
|
2.618 |
157-23 |
|
1.618 |
155-21 |
|
1.000 |
154-12 |
|
0.618 |
153-19 |
|
HIGH |
152-10 |
|
0.618 |
151-17 |
|
0.500 |
151-09 |
|
0.382 |
151-01 |
|
LOW |
150-08 |
|
0.618 |
148-31 |
|
1.000 |
148-06 |
|
1.618 |
146-29 |
|
2.618 |
144-27 |
|
4.250 |
141-16 |
|
|
| Fisher Pivots for day following 23-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
151-14 |
151-18 |
| PP |
151-12 |
151-18 |
| S1 |
151-09 |
151-17 |
|