ECBOT 30 Year Treasury Bond Future March 2017
Trading Metrics calculated at close of trading on 25-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2016 |
25-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
152-02 |
151-19 |
-0-15 |
-0.3% |
151-19 |
High |
152-10 |
152-00 |
-0-10 |
-0.2% |
152-28 |
Low |
150-08 |
150-20 |
0-12 |
0.2% |
150-08 |
Close |
151-17 |
151-14 |
-0-03 |
-0.1% |
151-14 |
Range |
2-02 |
1-12 |
-0-22 |
-33.3% |
2-20 |
ATR |
1-24 |
1-23 |
-0-01 |
-1.5% |
0-00 |
Volume |
179,639 |
86,137 |
-93,502 |
-52.0% |
437,722 |
|
Daily Pivots for day following 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
155-15 |
154-27 |
152-06 |
|
R3 |
154-03 |
153-15 |
151-26 |
|
R2 |
152-23 |
152-23 |
151-22 |
|
R1 |
152-03 |
152-03 |
151-18 |
151-23 |
PP |
151-11 |
151-11 |
151-11 |
151-06 |
S1 |
150-23 |
150-23 |
151-10 |
150-11 |
S2 |
149-31 |
149-31 |
151-06 |
|
S3 |
148-19 |
149-11 |
151-02 |
|
S4 |
147-07 |
147-31 |
150-22 |
|
|
Weekly Pivots for week ending 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
159-13 |
158-01 |
152-28 |
|
R3 |
156-25 |
155-13 |
152-05 |
|
R2 |
154-05 |
154-05 |
151-29 |
|
R1 |
152-25 |
152-25 |
151-22 |
152-05 |
PP |
151-17 |
151-17 |
151-17 |
151-06 |
S1 |
150-05 |
150-05 |
151-06 |
149-17 |
S2 |
148-29 |
148-29 |
150-31 |
|
S3 |
146-09 |
147-17 |
150-23 |
|
S4 |
143-21 |
144-29 |
150-00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
152-28 |
150-08 |
2-20 |
1.7% |
1-15 |
1.0% |
45% |
False |
False |
89,544 |
10 |
154-29 |
150-08 |
4-21 |
3.1% |
1-22 |
1.1% |
26% |
False |
False |
46,473 |
20 |
163-17 |
150-08 |
13-09 |
8.8% |
1-27 |
1.2% |
9% |
False |
False |
23,974 |
40 |
168-23 |
150-08 |
18-15 |
12.2% |
1-18 |
1.0% |
6% |
False |
False |
12,024 |
60 |
169-19 |
150-08 |
19-11 |
12.8% |
1-04 |
0.8% |
6% |
False |
False |
8,017 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
157-27 |
2.618 |
155-19 |
1.618 |
154-07 |
1.000 |
153-12 |
0.618 |
152-27 |
HIGH |
152-00 |
0.618 |
151-15 |
0.500 |
151-10 |
0.382 |
151-05 |
LOW |
150-20 |
0.618 |
149-25 |
1.000 |
149-08 |
1.618 |
148-13 |
2.618 |
147-01 |
4.250 |
144-25 |
|
|
Fisher Pivots for day following 25-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
151-13 |
151-18 |
PP |
151-11 |
151-17 |
S1 |
151-10 |
151-15 |
|