ECBOT 30 Year Treasury Bond Future March 2017
| Trading Metrics calculated at close of trading on 14-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2016 |
14-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
148-25 |
149-01 |
0-08 |
0.2% |
150-31 |
| High |
149-22 |
150-05 |
0-15 |
0.3% |
151-19 |
| Low |
148-16 |
147-13 |
-1-03 |
-0.7% |
148-00 |
| Close |
148-26 |
148-15 |
-0-11 |
-0.2% |
148-16 |
| Range |
1-06 |
2-24 |
1-18 |
131.6% |
3-19 |
| ATR |
1-22 |
1-25 |
0-02 |
4.4% |
0-00 |
| Volume |
293,760 |
324,133 |
30,373 |
10.3% |
1,214,821 |
|
| Daily Pivots for day following 14-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-30 |
155-14 |
149-31 |
|
| R3 |
154-06 |
152-22 |
149-07 |
|
| R2 |
151-14 |
151-14 |
148-31 |
|
| R1 |
149-30 |
149-30 |
148-23 |
149-10 |
| PP |
148-22 |
148-22 |
148-22 |
148-12 |
| S1 |
147-06 |
147-06 |
148-07 |
146-18 |
| S2 |
145-30 |
145-30 |
147-31 |
|
| S3 |
143-06 |
144-14 |
147-23 |
|
| S4 |
140-14 |
141-22 |
146-31 |
|
|
| 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 |
151-10 |
147-10 |
4-00 |
2.7% |
1-27 |
1.2% |
29% |
False |
False |
295,447 |
| 10 |
151-19 |
147-10 |
4-09 |
2.9% |
1-25 |
1.2% |
27% |
False |
False |
281,964 |
| 20 |
153-31 |
147-10 |
6-21 |
4.5% |
1-23 |
1.2% |
17% |
False |
False |
213,867 |
| 40 |
163-27 |
147-10 |
16-17 |
11.1% |
1-23 |
1.2% |
7% |
False |
False |
107,545 |
| 60 |
168-23 |
147-10 |
21-13 |
14.4% |
1-16 |
1.0% |
5% |
False |
False |
71,703 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
161-27 |
|
2.618 |
157-11 |
|
1.618 |
154-19 |
|
1.000 |
152-29 |
|
0.618 |
151-27 |
|
HIGH |
150-05 |
|
0.618 |
149-03 |
|
0.500 |
148-25 |
|
0.382 |
148-15 |
|
LOW |
147-13 |
|
0.618 |
145-23 |
|
1.000 |
144-21 |
|
1.618 |
142-31 |
|
2.618 |
140-07 |
|
4.250 |
135-23 |
|
|
| Fisher Pivots for day following 14-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
148-25 |
148-24 |
| PP |
148-22 |
148-21 |
| S1 |
148-18 |
148-18 |
|