ECBOT 30 Year Treasury Bond Future March 2017
Trading Metrics calculated at close of trading on 07-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2016 |
07-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
150-22 |
150-13 |
-0-09 |
-0.2% |
151-24 |
High |
150-31 |
151-14 |
0-15 |
0.3% |
153-01 |
Low |
150-04 |
150-07 |
0-03 |
0.1% |
148-11 |
Close |
150-09 |
151-06 |
0-29 |
0.6% |
150-16 |
Range |
0-27 |
1-07 |
0-12 |
44.4% |
4-22 |
ATR |
1-25 |
1-23 |
-0-01 |
-2.2% |
0-00 |
Volume |
174,326 |
175,388 |
1,062 |
0.6% |
1,714,440 |
|
Daily Pivots for day following 07-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
154-19 |
154-04 |
151-27 |
|
R3 |
153-12 |
152-29 |
151-17 |
|
R2 |
152-05 |
152-05 |
151-13 |
|
R1 |
151-22 |
151-22 |
151-10 |
151-29 |
PP |
150-30 |
150-30 |
150-30 |
151-02 |
S1 |
150-15 |
150-15 |
151-02 |
150-23 |
S2 |
149-23 |
149-23 |
150-31 |
|
S3 |
148-16 |
149-08 |
150-27 |
|
S4 |
147-09 |
148-01 |
150-17 |
|
|
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 |
151-19 |
148-11 |
3-08 |
2.1% |
1-23 |
1.1% |
87% |
False |
False |
268,481 |
10 |
153-01 |
148-11 |
4-22 |
3.1% |
1-22 |
1.1% |
61% |
False |
False |
260,974 |
20 |
163-17 |
148-11 |
15-06 |
10.0% |
2-03 |
1.4% |
19% |
False |
False |
140,814 |
40 |
163-29 |
148-11 |
15-18 |
10.3% |
1-20 |
1.1% |
18% |
False |
False |
70,623 |
60 |
168-23 |
148-11 |
20-12 |
13.5% |
1-12 |
0.9% |
14% |
False |
False |
47,083 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
156-20 |
2.618 |
154-20 |
1.618 |
153-13 |
1.000 |
152-21 |
0.618 |
152-06 |
HIGH |
151-14 |
0.618 |
150-31 |
0.500 |
150-27 |
0.382 |
150-22 |
LOW |
150-07 |
0.618 |
149-15 |
1.000 |
149-00 |
1.618 |
148-08 |
2.618 |
147-01 |
4.250 |
145-01 |
|
|
Fisher Pivots for day following 07-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
151-02 |
150-30 |
PP |
150-30 |
150-23 |
S1 |
150-27 |
150-15 |
|