ECBOT 30 Year Treasury Bond Future March 2017
| Trading Metrics calculated at close of trading on 15-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2016 |
15-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
149-01 |
147-25 |
-1-08 |
-0.8% |
150-31 |
| High |
150-05 |
148-29 |
-1-08 |
-0.8% |
151-19 |
| Low |
147-13 |
147-04 |
-0-09 |
-0.2% |
148-00 |
| Close |
148-15 |
148-17 |
0-02 |
0.0% |
148-16 |
| Range |
2-24 |
1-25 |
-0-31 |
-35.2% |
3-19 |
| ATR |
1-25 |
1-25 |
0-00 |
0.0% |
0-00 |
| Volume |
324,133 |
365,979 |
41,846 |
12.9% |
1,214,821 |
|
| Daily Pivots for day following 15-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-17 |
152-26 |
149-16 |
|
| R3 |
151-24 |
151-01 |
149-01 |
|
| R2 |
149-31 |
149-31 |
148-27 |
|
| R1 |
149-08 |
149-08 |
148-22 |
149-20 |
| PP |
148-06 |
148-06 |
148-06 |
148-12 |
| S1 |
147-15 |
147-15 |
148-12 |
147-27 |
| S2 |
146-13 |
146-13 |
148-07 |
|
| S3 |
144-20 |
145-22 |
148-01 |
|
| S4 |
142-27 |
143-29 |
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 |
150-05 |
147-04 |
3-01 |
2.0% |
1-25 |
1.2% |
46% |
False |
True |
307,257 |
| 10 |
151-19 |
147-04 |
4-15 |
3.0% |
1-22 |
1.1% |
31% |
False |
True |
278,523 |
| 20 |
153-31 |
147-04 |
6-27 |
4.6% |
1-22 |
1.1% |
21% |
False |
True |
232,026 |
| 40 |
163-27 |
147-04 |
16-23 |
11.3% |
1-24 |
1.2% |
8% |
False |
True |
116,690 |
| 60 |
168-23 |
147-04 |
21-19 |
14.5% |
1-16 |
1.0% |
7% |
False |
True |
77,803 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
156-15 |
|
2.618 |
153-18 |
|
1.618 |
151-25 |
|
1.000 |
150-22 |
|
0.618 |
150-00 |
|
HIGH |
148-29 |
|
0.618 |
148-07 |
|
0.500 |
148-01 |
|
0.382 |
147-26 |
|
LOW |
147-04 |
|
0.618 |
146-01 |
|
1.000 |
145-11 |
|
1.618 |
144-08 |
|
2.618 |
142-15 |
|
4.250 |
139-18 |
|
|
| Fisher Pivots for day following 15-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
148-12 |
148-21 |
| PP |
148-06 |
148-19 |
| S1 |
148-01 |
148-18 |
|