ECBOT 30 Year Treasury Bond Future March 2017
| Trading Metrics calculated at close of trading on 13-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2016 |
13-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
148-08 |
148-25 |
0-17 |
0.4% |
150-31 |
| High |
148-23 |
149-22 |
0-31 |
0.7% |
151-19 |
| Low |
147-10 |
148-16 |
1-06 |
0.8% |
148-00 |
| Close |
148-19 |
148-26 |
0-07 |
0.1% |
148-16 |
| Range |
1-13 |
1-06 |
-0-07 |
-15.6% |
3-19 |
| ATR |
1-24 |
1-22 |
-0-01 |
-2.3% |
0-00 |
| Volume |
274,047 |
293,760 |
19,713 |
7.2% |
1,214,821 |
|
| Daily Pivots for day following 13-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-18 |
151-28 |
149-15 |
|
| R3 |
151-12 |
150-22 |
149-04 |
|
| R2 |
150-06 |
150-06 |
149-01 |
|
| R1 |
149-16 |
149-16 |
148-29 |
149-27 |
| PP |
149-00 |
149-00 |
149-00 |
149-06 |
| S1 |
148-10 |
148-10 |
148-23 |
148-21 |
| S2 |
147-26 |
147-26 |
148-19 |
|
| S3 |
146-20 |
147-04 |
148-16 |
|
| S4 |
145-14 |
145-30 |
148-05 |
|
|
| 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 |
151-14 |
147-10 |
4-04 |
2.8% |
1-17 |
1.0% |
36% |
False |
False |
265,698 |
| 10 |
153-01 |
147-10 |
5-23 |
3.8% |
1-25 |
1.2% |
26% |
False |
False |
296,179 |
| 20 |
154-03 |
147-10 |
6-25 |
4.6% |
1-21 |
1.1% |
22% |
False |
False |
197,825 |
| 40 |
163-27 |
147-10 |
16-17 |
11.1% |
1-22 |
1.1% |
9% |
False |
False |
99,443 |
| 60 |
168-23 |
147-10 |
21-13 |
14.4% |
1-15 |
1.0% |
7% |
False |
False |
66,301 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154-24 |
|
2.618 |
152-25 |
|
1.618 |
151-19 |
|
1.000 |
150-28 |
|
0.618 |
150-13 |
|
HIGH |
149-22 |
|
0.618 |
149-07 |
|
0.500 |
149-03 |
|
0.382 |
148-31 |
|
LOW |
148-16 |
|
0.618 |
147-25 |
|
1.000 |
147-10 |
|
1.618 |
146-19 |
|
2.618 |
145-13 |
|
4.250 |
143-14 |
|
|
| Fisher Pivots for day following 13-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
149-03 |
148-23 |
| PP |
149-00 |
148-20 |
| S1 |
148-29 |
148-17 |
|