ECBOT 30 Year Treasury Bond Future March 2017
| Trading Metrics calculated at close of trading on 29-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2016 |
29-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
151-24 |
152-11 |
0-19 |
0.4% |
151-19 |
| High |
152-17 |
153-00 |
0-15 |
0.3% |
152-28 |
| Low |
151-24 |
151-24 |
0-00 |
0.0% |
150-08 |
| Close |
152-11 |
152-25 |
0-14 |
0.3% |
151-14 |
| Range |
0-25 |
1-08 |
0-15 |
60.0% |
2-20 |
| ATR |
1-22 |
1-21 |
-0-01 |
-1.8% |
0-00 |
| Volume |
321,603 |
213,667 |
-107,936 |
-33.6% |
437,722 |
|
| Daily Pivots for day following 29-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-08 |
155-25 |
153-15 |
|
| R3 |
155-00 |
154-17 |
153-04 |
|
| R2 |
153-24 |
153-24 |
153-00 |
|
| R1 |
153-09 |
153-09 |
152-29 |
153-17 |
| PP |
152-16 |
152-16 |
152-16 |
152-20 |
| S1 |
152-01 |
152-01 |
152-21 |
152-09 |
| S2 |
151-08 |
151-08 |
152-18 |
|
| S3 |
150-00 |
150-25 |
152-14 |
|
| S4 |
148-24 |
149-17 |
152-03 |
|
|
| 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 |
153-00 |
150-08 |
2-24 |
1.8% |
1-10 |
0.9% |
92% |
True |
False |
184,838 |
| 10 |
154-03 |
150-08 |
3-27 |
2.5% |
1-16 |
1.0% |
66% |
False |
False |
99,471 |
| 20 |
163-17 |
150-08 |
13-09 |
8.7% |
1-28 |
1.2% |
19% |
False |
False |
50,649 |
| 40 |
166-27 |
150-08 |
16-19 |
10.9% |
1-17 |
1.0% |
15% |
False |
False |
25,406 |
| 60 |
169-19 |
150-08 |
19-11 |
12.7% |
1-06 |
0.8% |
13% |
False |
False |
16,938 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158-10 |
|
2.618 |
156-09 |
|
1.618 |
155-01 |
|
1.000 |
154-08 |
|
0.618 |
153-25 |
|
HIGH |
153-00 |
|
0.618 |
152-17 |
|
0.500 |
152-12 |
|
0.382 |
152-07 |
|
LOW |
151-24 |
|
0.618 |
150-31 |
|
1.000 |
150-16 |
|
1.618 |
149-23 |
|
2.618 |
148-15 |
|
4.250 |
146-14 |
|
|
| Fisher Pivots for day following 29-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
152-21 |
152-15 |
| PP |
152-16 |
152-04 |
| S1 |
152-12 |
151-26 |
|