ECBOT 30 Year Treasury Bond Future March 2017
| Trading Metrics calculated at close of trading on 09-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2016 |
09-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
151-09 |
149-17 |
-1-24 |
-1.2% |
150-31 |
| High |
151-10 |
149-23 |
-1-19 |
-1.1% |
151-19 |
| Low |
149-07 |
148-00 |
-1-07 |
-0.8% |
148-00 |
| Close |
149-31 |
148-16 |
-1-15 |
-1.0% |
148-16 |
| Range |
2-03 |
1-23 |
-0-12 |
-17.9% |
3-19 |
| ATR |
1-24 |
1-25 |
0-00 |
0.9% |
0-00 |
| Volume |
306,928 |
278,368 |
-28,560 |
-9.3% |
1,214,821 |
|
| Daily Pivots for day following 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-29 |
152-29 |
149-14 |
|
| R3 |
152-06 |
151-06 |
148-31 |
|
| R2 |
150-15 |
150-15 |
148-26 |
|
| R1 |
149-15 |
149-15 |
148-21 |
149-04 |
| PP |
148-24 |
148-24 |
148-24 |
148-18 |
| S1 |
147-24 |
147-24 |
148-11 |
147-12 |
| S2 |
147-01 |
147-01 |
148-06 |
|
| S3 |
145-10 |
146-01 |
148-01 |
|
| S4 |
143-19 |
144-10 |
147-18 |
|
|
| Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-05 |
157-29 |
150-15 |
|
| R3 |
156-18 |
154-10 |
149-16 |
|
| R2 |
152-31 |
152-31 |
149-05 |
|
| R1 |
150-23 |
150-23 |
148-27 |
150-02 |
| PP |
149-12 |
149-12 |
149-12 |
149-01 |
| S1 |
147-04 |
147-04 |
148-05 |
146-14 |
| S2 |
145-25 |
145-25 |
147-27 |
|
| S3 |
142-06 |
143-17 |
147-16 |
|
| S4 |
138-19 |
139-30 |
146-17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
151-19 |
148-00 |
3-19 |
2.4% |
1-20 |
1.1% |
14% |
False |
True |
242,964 |
| 10 |
153-01 |
148-00 |
5-01 |
3.4% |
1-24 |
1.2% |
10% |
False |
True |
292,926 |
| 20 |
154-29 |
148-00 |
6-29 |
4.7% |
1-23 |
1.2% |
7% |
False |
True |
169,699 |
| 40 |
163-27 |
148-00 |
15-27 |
10.7% |
1-22 |
1.1% |
3% |
False |
True |
85,250 |
| 60 |
168-23 |
148-00 |
20-23 |
14.0% |
1-14 |
1.0% |
2% |
False |
True |
56,838 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
157-01 |
|
2.618 |
154-07 |
|
1.618 |
152-16 |
|
1.000 |
151-14 |
|
0.618 |
150-25 |
|
HIGH |
149-23 |
|
0.618 |
149-02 |
|
0.500 |
148-28 |
|
0.382 |
148-21 |
|
LOW |
148-00 |
|
0.618 |
146-30 |
|
1.000 |
146-09 |
|
1.618 |
145-07 |
|
2.618 |
143-16 |
|
4.250 |
140-22 |
|
|
| Fisher Pivots for day following 09-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
148-28 |
149-23 |
| PP |
148-24 |
149-10 |
| S1 |
148-20 |
148-29 |
|