ECBOT 30 Year Treasury Bond Future March 2017
| Trading Metrics calculated at close of trading on 06-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2016 |
06-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
150-31 |
150-22 |
-0-09 |
-0.2% |
151-24 |
| High |
151-19 |
150-31 |
-0-20 |
-0.4% |
153-01 |
| Low |
149-11 |
150-04 |
0-25 |
0.5% |
148-11 |
| Close |
150-24 |
150-09 |
-0-15 |
-0.3% |
150-16 |
| Range |
2-08 |
0-27 |
-1-13 |
-62.5% |
4-22 |
| ATR |
1-27 |
1-25 |
-0-02 |
-3.9% |
0-00 |
| Volume |
279,811 |
174,326 |
-105,485 |
-37.7% |
1,714,440 |
|
| Daily Pivots for day following 06-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-00 |
152-15 |
150-24 |
|
| R3 |
152-05 |
151-20 |
150-16 |
|
| R2 |
151-10 |
151-10 |
150-14 |
|
| R1 |
150-25 |
150-25 |
150-11 |
150-20 |
| PP |
150-15 |
150-15 |
150-15 |
150-12 |
| S1 |
149-30 |
149-30 |
150-07 |
149-25 |
| S2 |
149-20 |
149-20 |
150-04 |
|
| S3 |
148-25 |
149-03 |
150-02 |
|
| S4 |
147-30 |
148-08 |
149-26 |
|
|
| 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% |
2-02 |
1.4% |
41% |
False |
False |
326,661 |
| 10 |
153-01 |
148-11 |
4-22 |
3.1% |
1-22 |
1.1% |
41% |
False |
False |
255,749 |
| 20 |
163-17 |
148-11 |
15-06 |
10.1% |
2-03 |
1.4% |
13% |
False |
False |
132,149 |
| 40 |
163-29 |
148-11 |
15-18 |
10.4% |
1-20 |
1.1% |
12% |
False |
False |
66,238 |
| 60 |
168-23 |
148-11 |
20-12 |
13.6% |
1-11 |
0.9% |
10% |
False |
False |
44,160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154-18 |
|
2.618 |
153-06 |
|
1.618 |
152-11 |
|
1.000 |
151-26 |
|
0.618 |
151-16 |
|
HIGH |
150-31 |
|
0.618 |
150-21 |
|
0.500 |
150-18 |
|
0.382 |
150-14 |
|
LOW |
150-04 |
|
0.618 |
149-19 |
|
1.000 |
149-09 |
|
1.618 |
148-24 |
|
2.618 |
147-29 |
|
4.250 |
146-17 |
|
|
| Fisher Pivots for day following 06-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
150-18 |
150-15 |
| PP |
150-15 |
150-13 |
| S1 |
150-12 |
150-11 |
|