ECBOT 30 Year Treasury Bond Future March 2017
| Trading Metrics calculated at close of trading on 23-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2016 |
23-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
149-04 |
148-29 |
-0-07 |
-0.1% |
147-24 |
| High |
149-11 |
149-12 |
0-01 |
0.0% |
149-12 |
| Low |
148-12 |
148-25 |
0-13 |
0.3% |
147-21 |
| Close |
148-26 |
149-04 |
0-10 |
0.2% |
149-04 |
| Range |
0-31 |
0-19 |
-0-12 |
-38.7% |
1-23 |
| ATR |
1-20 |
1-17 |
-0-02 |
-4.5% |
0-00 |
| Volume |
127,316 |
68,101 |
-59,215 |
-46.5% |
658,243 |
|
| Daily Pivots for day following 23-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-28 |
150-19 |
149-14 |
|
| R3 |
150-09 |
150-00 |
149-09 |
|
| R2 |
149-22 |
149-22 |
149-07 |
|
| R1 |
149-13 |
149-13 |
149-06 |
149-17 |
| PP |
149-03 |
149-03 |
149-03 |
149-05 |
| S1 |
148-26 |
148-26 |
149-02 |
148-31 |
| S2 |
148-16 |
148-16 |
149-01 |
|
| S3 |
147-29 |
148-07 |
148-31 |
|
| S4 |
147-10 |
147-20 |
148-26 |
|
|
| Weekly Pivots for week ending 23-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-28 |
153-07 |
150-02 |
|
| R3 |
152-05 |
151-16 |
149-19 |
|
| R2 |
150-14 |
150-14 |
149-14 |
|
| R1 |
149-25 |
149-25 |
149-09 |
150-03 |
| PP |
148-23 |
148-23 |
148-23 |
148-28 |
| S1 |
148-02 |
148-02 |
148-31 |
148-13 |
| S2 |
147-00 |
147-00 |
148-26 |
|
| S3 |
145-09 |
146-11 |
148-21 |
|
| S4 |
143-18 |
144-20 |
148-06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
149-12 |
147-21 |
1-23 |
1.2% |
1-01 |
0.7% |
85% |
True |
False |
131,648 |
| 10 |
150-05 |
147-04 |
3-01 |
2.0% |
1-14 |
1.0% |
66% |
False |
False |
219,571 |
| 20 |
153-01 |
147-04 |
5-29 |
4.0% |
1-19 |
1.1% |
34% |
False |
False |
256,248 |
| 40 |
163-17 |
147-04 |
16-13 |
11.0% |
1-23 |
1.2% |
12% |
False |
False |
140,111 |
| 60 |
168-23 |
147-04 |
21-19 |
14.5% |
1-18 |
1.0% |
9% |
False |
False |
93,432 |
| 80 |
169-19 |
147-04 |
22-15 |
15.1% |
1-08 |
0.8% |
9% |
False |
False |
70,075 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
151-29 |
|
2.618 |
150-30 |
|
1.618 |
150-11 |
|
1.000 |
149-31 |
|
0.618 |
149-24 |
|
HIGH |
149-12 |
|
0.618 |
149-05 |
|
0.500 |
149-03 |
|
0.382 |
149-00 |
|
LOW |
148-25 |
|
0.618 |
148-13 |
|
1.000 |
148-06 |
|
1.618 |
147-26 |
|
2.618 |
147-07 |
|
4.250 |
146-08 |
|
|
| Fisher Pivots for day following 23-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
149-04 |
149-00 |
| PP |
149-03 |
148-28 |
| S1 |
149-03 |
148-24 |
|