ECBOT 30 Year Treasury Bond Future December 2016
| Trading Metrics calculated at close of trading on 27-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2016 |
27-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
164-23 |
163-26 |
-0-29 |
-0.6% |
163-02 |
| High |
165-05 |
163-30 |
-1-07 |
-0.7% |
165-07 |
| Low |
163-19 |
161-22 |
-1-29 |
-1.2% |
162-19 |
| Close |
163-30 |
162-14 |
-1-16 |
-0.9% |
164-26 |
| Range |
1-18 |
2-08 |
0-22 |
44.0% |
2-20 |
| ATR |
1-13 |
1-15 |
0-02 |
4.2% |
0-00 |
| Volume |
231,918 |
327,475 |
95,557 |
41.2% |
1,165,758 |
|
| Daily Pivots for day following 27-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
169-14 |
168-06 |
163-22 |
|
| R3 |
167-06 |
165-30 |
163-02 |
|
| R2 |
164-30 |
164-30 |
162-27 |
|
| R1 |
163-22 |
163-22 |
162-21 |
163-06 |
| PP |
162-22 |
162-22 |
162-22 |
162-14 |
| S1 |
161-14 |
161-14 |
162-07 |
160-30 |
| S2 |
160-14 |
160-14 |
162-01 |
|
| S3 |
158-06 |
159-06 |
161-26 |
|
| S4 |
155-30 |
156-30 |
161-06 |
|
|
| Weekly Pivots for week ending 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
172-03 |
171-02 |
166-08 |
|
| R3 |
169-15 |
168-14 |
165-17 |
|
| R2 |
166-27 |
166-27 |
165-09 |
|
| R1 |
165-26 |
165-26 |
165-02 |
166-11 |
| PP |
164-07 |
164-07 |
164-07 |
164-15 |
| S1 |
163-06 |
163-06 |
164-18 |
163-23 |
| S2 |
161-19 |
161-19 |
164-11 |
|
| S3 |
158-31 |
160-18 |
164-03 |
|
| S4 |
156-11 |
157-30 |
163-12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
165-10 |
161-22 |
3-20 |
2.2% |
1-16 |
0.9% |
21% |
False |
True |
231,510 |
| 10 |
165-10 |
161-22 |
3-20 |
2.2% |
1-15 |
0.9% |
21% |
False |
True |
243,809 |
| 20 |
170-01 |
161-22 |
8-11 |
5.1% |
1-14 |
0.9% |
9% |
False |
True |
242,829 |
| 40 |
171-16 |
161-22 |
9-26 |
6.0% |
1-17 |
0.9% |
8% |
False |
True |
242,718 |
| 60 |
172-14 |
161-22 |
10-24 |
6.6% |
1-17 |
0.9% |
7% |
False |
True |
184,035 |
| 80 |
175-17 |
161-22 |
13-27 |
8.5% |
1-17 |
0.9% |
5% |
False |
True |
138,067 |
| 100 |
175-19 |
161-22 |
13-29 |
8.6% |
1-12 |
0.8% |
5% |
False |
True |
110,457 |
| 120 |
175-19 |
159-29 |
15-22 |
9.7% |
1-05 |
0.7% |
16% |
False |
False |
92,048 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
173-16 |
|
2.618 |
169-26 |
|
1.618 |
167-18 |
|
1.000 |
166-06 |
|
0.618 |
165-10 |
|
HIGH |
163-30 |
|
0.618 |
163-02 |
|
0.500 |
162-26 |
|
0.382 |
162-18 |
|
LOW |
161-22 |
|
0.618 |
160-10 |
|
1.000 |
159-14 |
|
1.618 |
158-02 |
|
2.618 |
155-26 |
|
4.250 |
152-04 |
|
|
| Fisher Pivots for day following 27-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
162-26 |
163-14 |
| PP |
162-22 |
163-03 |
| S1 |
162-18 |
162-25 |
|