ECBOT 30 Year Treasury Bond Future March 2017
| Trading Metrics calculated at close of trading on 02-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2016 |
02-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
151-01 |
149-11 |
-1-22 |
-1.1% |
151-24 |
| High |
151-01 |
150-29 |
-0-04 |
-0.1% |
153-01 |
| Low |
148-11 |
149-10 |
0-31 |
0.7% |
148-11 |
| Close |
149-16 |
150-16 |
1-00 |
0.7% |
150-16 |
| Range |
2-22 |
1-19 |
-1-03 |
-40.7% |
4-22 |
| ATR |
1-26 |
1-26 |
-0-01 |
-0.9% |
0-00 |
| Volume |
400,389 |
312,495 |
-87,894 |
-22.0% |
1,714,440 |
|
| Daily Pivots for day following 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-01 |
154-11 |
151-12 |
|
| R3 |
153-14 |
152-24 |
150-30 |
|
| R2 |
151-27 |
151-27 |
150-25 |
|
| R1 |
151-05 |
151-05 |
150-21 |
151-16 |
| PP |
150-08 |
150-08 |
150-08 |
150-13 |
| S1 |
149-18 |
149-18 |
150-11 |
149-29 |
| S2 |
148-21 |
148-21 |
150-07 |
|
| S3 |
147-02 |
147-31 |
150-02 |
|
| S4 |
145-15 |
146-12 |
149-20 |
|
|
| Weekly Pivots for week ending 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164-22 |
162-09 |
153-02 |
|
| R3 |
160-00 |
157-19 |
151-25 |
|
| R2 |
155-10 |
155-10 |
151-12 |
|
| R1 |
152-29 |
152-29 |
150-30 |
151-25 |
| PP |
150-20 |
150-20 |
150-20 |
150-02 |
| S1 |
148-07 |
148-07 |
150-02 |
147-03 |
| S2 |
145-30 |
145-30 |
149-20 |
|
| S3 |
141-08 |
143-17 |
149-07 |
|
| S4 |
136-18 |
138-27 |
147-30 |
|
|
| 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% |
1-27 |
1.2% |
46% |
False |
False |
342,888 |
| 10 |
153-01 |
148-11 |
4-22 |
3.1% |
1-21 |
1.1% |
46% |
False |
False |
216,216 |
| 20 |
163-17 |
148-11 |
15-06 |
10.1% |
2-01 |
1.3% |
14% |
False |
False |
109,476 |
| 40 |
164-02 |
148-11 |
15-23 |
10.4% |
1-19 |
1.1% |
14% |
False |
False |
54,885 |
| 60 |
168-23 |
148-11 |
20-12 |
13.5% |
1-09 |
0.9% |
11% |
False |
False |
36,591 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
157-22 |
|
2.618 |
155-03 |
|
1.618 |
153-16 |
|
1.000 |
152-16 |
|
0.618 |
151-29 |
|
HIGH |
150-29 |
|
0.618 |
150-10 |
|
0.500 |
150-04 |
|
0.382 |
149-29 |
|
LOW |
149-10 |
|
0.618 |
148-10 |
|
1.000 |
147-23 |
|
1.618 |
146-23 |
|
2.618 |
145-04 |
|
4.250 |
142-17 |
|
|
| Fisher Pivots for day following 02-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
150-12 |
150-22 |
| PP |
150-08 |
150-20 |
| S1 |
150-04 |
150-18 |
|