ECBOT 30 Year Treasury Bond Future March 2017
| Trading Metrics calculated at close of trading on 05-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2016 |
05-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
149-11 |
150-31 |
1-20 |
1.1% |
151-24 |
| High |
150-29 |
151-19 |
0-22 |
0.5% |
153-01 |
| Low |
149-10 |
149-11 |
0-01 |
0.0% |
148-11 |
| Close |
150-16 |
150-24 |
0-08 |
0.2% |
150-16 |
| Range |
1-19 |
2-08 |
0-21 |
41.2% |
4-22 |
| ATR |
1-26 |
1-27 |
0-01 |
1.8% |
0-00 |
| Volume |
312,495 |
279,811 |
-32,684 |
-10.5% |
1,714,440 |
|
| Daily Pivots for day following 05-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-10 |
156-09 |
152-00 |
|
| R3 |
155-02 |
154-01 |
151-12 |
|
| R2 |
152-26 |
152-26 |
151-05 |
|
| R1 |
151-25 |
151-25 |
150-31 |
151-06 |
| PP |
150-18 |
150-18 |
150-18 |
150-08 |
| S1 |
149-17 |
149-17 |
150-17 |
148-30 |
| S2 |
148-10 |
148-10 |
150-11 |
|
| S3 |
146-02 |
147-09 |
150-04 |
|
| S4 |
143-26 |
145-01 |
149-16 |
|
|
| 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% |
2-04 |
1.4% |
51% |
False |
False |
334,529 |
| 10 |
153-01 |
148-11 |
4-22 |
3.1% |
1-22 |
1.1% |
51% |
False |
False |
243,197 |
| 20 |
163-17 |
148-11 |
15-06 |
10.1% |
2-02 |
1.4% |
16% |
False |
False |
123,440 |
| 40 |
163-29 |
148-11 |
15-18 |
10.3% |
1-20 |
1.1% |
15% |
False |
False |
61,880 |
| 60 |
168-23 |
148-11 |
20-12 |
13.5% |
1-11 |
0.9% |
12% |
False |
False |
41,254 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
161-05 |
|
2.618 |
157-15 |
|
1.618 |
155-07 |
|
1.000 |
153-27 |
|
0.618 |
152-31 |
|
HIGH |
151-19 |
|
0.618 |
150-23 |
|
0.500 |
150-15 |
|
0.382 |
150-07 |
|
LOW |
149-11 |
|
0.618 |
147-31 |
|
1.000 |
147-03 |
|
1.618 |
145-23 |
|
2.618 |
143-15 |
|
4.250 |
139-25 |
|
|
| Fisher Pivots for day following 05-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
150-21 |
150-16 |
| PP |
150-18 |
150-07 |
| S1 |
150-15 |
149-31 |
|