ECBOT 30 Year Treasury Bond Future March 2017
| Trading Metrics calculated at close of trading on 22-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2016 |
22-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
148-23 |
149-04 |
0-13 |
0.3% |
148-08 |
| High |
149-06 |
149-11 |
0-05 |
0.1% |
150-05 |
| Low |
148-04 |
148-12 |
0-08 |
0.2% |
147-04 |
| Close |
148-30 |
148-26 |
-0-04 |
-0.1% |
147-21 |
| Range |
1-02 |
0-31 |
-0-03 |
-8.8% |
3-01 |
| ATR |
1-21 |
1-20 |
-0-02 |
-3.0% |
0-00 |
| Volume |
139,200 |
127,316 |
-11,884 |
-8.5% |
1,537,469 |
|
| Daily Pivots for day following 22-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-24 |
151-08 |
149-11 |
|
| R3 |
150-25 |
150-09 |
149-03 |
|
| R2 |
149-26 |
149-26 |
149-00 |
|
| R1 |
149-10 |
149-10 |
148-29 |
149-03 |
| PP |
148-27 |
148-27 |
148-27 |
148-23 |
| S1 |
148-11 |
148-11 |
148-23 |
148-03 |
| S2 |
147-28 |
147-28 |
148-20 |
|
| S3 |
146-29 |
147-12 |
148-17 |
|
| S4 |
145-30 |
146-13 |
148-09 |
|
|
| 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 |
149-11 |
147-13 |
1-30 |
1.3% |
1-10 |
0.9% |
73% |
True |
False |
173,938 |
| 10 |
150-05 |
147-04 |
3-01 |
2.0% |
1-17 |
1.0% |
56% |
False |
False |
240,597 |
| 20 |
153-01 |
147-04 |
5-29 |
4.0% |
1-20 |
1.1% |
29% |
False |
False |
257,150 |
| 40 |
163-17 |
147-04 |
16-13 |
11.0% |
1-24 |
1.2% |
10% |
False |
False |
138,417 |
| 60 |
168-23 |
147-04 |
21-19 |
14.5% |
1-18 |
1.1% |
8% |
False |
False |
92,298 |
| 80 |
169-19 |
147-04 |
22-15 |
15.1% |
1-08 |
0.8% |
8% |
False |
False |
69,223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153-15 |
|
2.618 |
151-28 |
|
1.618 |
150-29 |
|
1.000 |
150-10 |
|
0.618 |
149-30 |
|
HIGH |
149-11 |
|
0.618 |
148-31 |
|
0.500 |
148-28 |
|
0.382 |
148-24 |
|
LOW |
148-12 |
|
0.618 |
147-25 |
|
1.000 |
147-13 |
|
1.618 |
146-26 |
|
2.618 |
145-27 |
|
4.250 |
144-08 |
|
|
| Fisher Pivots for day following 22-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
148-28 |
148-25 |
| PP |
148-27 |
148-23 |
| S1 |
148-27 |
148-22 |
|