ECBOT 30 Year Treasury Bond Future March 2017
| Trading Metrics calculated at close of trading on 30-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2016 |
30-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
152-11 |
152-28 |
0-17 |
0.3% |
151-19 |
| High |
153-00 |
153-01 |
0-01 |
0.0% |
152-28 |
| Low |
151-24 |
150-04 |
-1-20 |
-1.1% |
150-08 |
| Close |
152-25 |
151-09 |
-1-16 |
-1.0% |
151-14 |
| Range |
1-08 |
2-29 |
1-21 |
132.5% |
2-20 |
| ATR |
1-21 |
1-24 |
0-03 |
5.5% |
0-00 |
| Volume |
213,667 |
466,286 |
252,619 |
118.2% |
437,722 |
|
| Daily Pivots for day following 30-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-06 |
158-21 |
152-28 |
|
| R3 |
157-09 |
155-24 |
152-03 |
|
| R2 |
154-12 |
154-12 |
151-26 |
|
| R1 |
152-27 |
152-27 |
151-18 |
152-05 |
| PP |
151-15 |
151-15 |
151-15 |
151-05 |
| S1 |
149-30 |
149-30 |
151-00 |
149-08 |
| S2 |
148-18 |
148-18 |
150-24 |
|
| S3 |
145-21 |
147-01 |
150-15 |
|
| S4 |
142-24 |
144-04 |
149-22 |
|
|
| 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 |
153-01 |
150-04 |
2-29 |
1.9% |
1-22 |
1.1% |
40% |
True |
True |
253,466 |
| 10 |
153-31 |
150-04 |
3-27 |
2.5% |
1-21 |
1.1% |
30% |
False |
True |
145,770 |
| 20 |
163-17 |
150-04 |
13-13 |
8.9% |
1-30 |
1.3% |
9% |
False |
True |
73,918 |
| 40 |
165-09 |
150-04 |
15-05 |
10.0% |
1-18 |
1.0% |
8% |
False |
True |
37,063 |
| 60 |
169-19 |
150-04 |
19-15 |
12.9% |
1-07 |
0.8% |
6% |
False |
True |
24,709 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165-12 |
|
2.618 |
160-20 |
|
1.618 |
157-23 |
|
1.000 |
155-30 |
|
0.618 |
154-26 |
|
HIGH |
153-01 |
|
0.618 |
151-29 |
|
0.500 |
151-19 |
|
0.382 |
151-08 |
|
LOW |
150-04 |
|
0.618 |
148-11 |
|
1.000 |
147-07 |
|
1.618 |
145-14 |
|
2.618 |
142-17 |
|
4.250 |
137-25 |
|
|
| Fisher Pivots for day following 30-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
151-19 |
151-19 |
| PP |
151-15 |
151-15 |
| S1 |
151-12 |
151-12 |
|