ECBOT 30 Year Treasury Bond Future March 2017
| Trading Metrics calculated at close of trading on 19-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2016 |
19-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
148-03 |
147-24 |
-0-11 |
-0.2% |
148-08 |
| High |
149-09 |
149-05 |
-0-04 |
-0.1% |
150-05 |
| Low |
147-13 |
147-21 |
0-08 |
0.2% |
147-04 |
| Close |
147-21 |
148-30 |
1-09 |
0.9% |
147-21 |
| Range |
1-28 |
1-16 |
-0-12 |
-20.0% |
3-01 |
| ATR |
1-25 |
1-24 |
-0-01 |
-1.1% |
0-00 |
| Volume |
279,550 |
170,935 |
-108,615 |
-38.9% |
1,537,469 |
|
| Daily Pivots for day following 19-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-03 |
152-16 |
149-24 |
|
| R3 |
151-19 |
151-00 |
149-11 |
|
| R2 |
150-03 |
150-03 |
149-07 |
|
| R1 |
149-16 |
149-16 |
149-02 |
149-26 |
| PP |
148-19 |
148-19 |
148-19 |
148-23 |
| S1 |
148-00 |
148-00 |
148-26 |
148-10 |
| S2 |
147-03 |
147-03 |
148-21 |
|
| S3 |
145-19 |
146-16 |
148-17 |
|
| S4 |
144-03 |
145-00 |
148-04 |
|
|
| Weekly Pivots for week ending 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-13 |
155-18 |
149-10 |
|
| R3 |
154-12 |
152-17 |
148-16 |
|
| R2 |
151-11 |
151-11 |
148-07 |
|
| R1 |
149-16 |
149-16 |
147-30 |
148-29 |
| PP |
148-10 |
148-10 |
148-10 |
148-01 |
| S1 |
146-15 |
146-15 |
147-12 |
145-28 |
| S2 |
145-09 |
145-09 |
147-03 |
|
| S3 |
142-08 |
143-14 |
146-26 |
|
| S4 |
139-07 |
140-13 |
146-00 |
|
|
| 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% |
1-26 |
1.2% |
60% |
False |
False |
286,871 |
| 10 |
151-14 |
147-04 |
4-10 |
2.9% |
1-20 |
1.1% |
42% |
False |
False |
264,341 |
| 20 |
153-01 |
147-04 |
5-29 |
4.0% |
1-21 |
1.1% |
31% |
False |
False |
253,769 |
| 40 |
163-27 |
147-04 |
16-23 |
11.2% |
1-25 |
1.2% |
11% |
False |
False |
127,950 |
| 60 |
168-23 |
147-04 |
21-19 |
14.5% |
1-18 |
1.0% |
8% |
False |
False |
85,311 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155-17 |
|
2.618 |
153-03 |
|
1.618 |
151-19 |
|
1.000 |
150-21 |
|
0.618 |
150-03 |
|
HIGH |
149-05 |
|
0.618 |
148-19 |
|
0.500 |
148-13 |
|
0.382 |
148-07 |
|
LOW |
147-21 |
|
0.618 |
146-23 |
|
1.000 |
146-05 |
|
1.618 |
145-07 |
|
2.618 |
143-23 |
|
4.250 |
141-09 |
|
|
| Fisher Pivots for day following 19-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
148-24 |
148-22 |
| PP |
148-19 |
148-14 |
| S1 |
148-13 |
148-07 |
|