ECBOT 30 Year Treasury Bond Future March 2017
| Trading Metrics calculated at close of trading on 01-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2016 |
01-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
152-28 |
151-01 |
-1-27 |
-1.2% |
151-19 |
| High |
153-01 |
151-01 |
-2-00 |
-1.3% |
152-28 |
| Low |
150-04 |
148-11 |
-1-25 |
-1.2% |
150-08 |
| Close |
151-09 |
149-16 |
-1-25 |
-1.2% |
151-14 |
| Range |
2-29 |
2-22 |
-0-07 |
-7.5% |
2-20 |
| ATR |
1-24 |
1-26 |
0-03 |
4.9% |
0-00 |
| Volume |
466,286 |
400,389 |
-65,897 |
-14.1% |
437,722 |
|
| Daily Pivots for day following 01-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-22 |
156-09 |
150-31 |
|
| R3 |
155-00 |
153-19 |
150-08 |
|
| R2 |
152-10 |
152-10 |
150-00 |
|
| R1 |
150-29 |
150-29 |
149-24 |
150-09 |
| PP |
149-20 |
149-20 |
149-20 |
149-10 |
| S1 |
148-07 |
148-07 |
149-08 |
147-19 |
| S2 |
146-30 |
146-30 |
149-00 |
|
| S3 |
144-08 |
145-17 |
148-24 |
|
| S4 |
141-18 |
142-27 |
148-01 |
|
|
| 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 |
148-11 |
4-22 |
3.1% |
1-26 |
1.2% |
25% |
False |
True |
297,616 |
| 10 |
153-31 |
148-11 |
5-20 |
3.8% |
1-23 |
1.1% |
21% |
False |
True |
185,530 |
| 20 |
163-17 |
148-11 |
15-06 |
10.2% |
2-01 |
1.3% |
8% |
False |
True |
93,874 |
| 40 |
164-26 |
148-11 |
16-15 |
11.0% |
1-19 |
1.1% |
7% |
False |
True |
47,073 |
| 60 |
168-23 |
148-11 |
20-12 |
13.6% |
1-09 |
0.8% |
6% |
False |
True |
31,382 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
162-15 |
|
2.618 |
158-02 |
|
1.618 |
155-12 |
|
1.000 |
153-23 |
|
0.618 |
152-22 |
|
HIGH |
151-01 |
|
0.618 |
150-00 |
|
0.500 |
149-22 |
|
0.382 |
149-12 |
|
LOW |
148-11 |
|
0.618 |
146-22 |
|
1.000 |
145-21 |
|
1.618 |
144-00 |
|
2.618 |
141-10 |
|
4.250 |
136-30 |
|
|
| Fisher Pivots for day following 01-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
149-22 |
150-22 |
| PP |
149-20 |
150-09 |
| S1 |
149-18 |
149-29 |
|