ECBOT 30 Year Treasury Bond Future December 2016
| Trading Metrics calculated at close of trading on 28-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2016 |
28-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
163-26 |
162-07 |
-1-19 |
-1.0% |
164-31 |
| High |
163-30 |
162-22 |
-1-08 |
-0.8% |
165-10 |
| Low |
161-22 |
161-21 |
-0-01 |
0.0% |
161-21 |
| Close |
162-14 |
162-06 |
-0-08 |
-0.2% |
162-06 |
| Range |
2-08 |
1-01 |
-1-07 |
-54.2% |
3-21 |
| ATR |
1-15 |
1-14 |
-0-01 |
-2.1% |
0-00 |
| Volume |
327,475 |
306,566 |
-20,909 |
-6.4% |
1,275,806 |
|
| Daily Pivots for day following 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165-09 |
164-24 |
162-24 |
|
| R3 |
164-08 |
163-23 |
162-15 |
|
| R2 |
163-07 |
163-07 |
162-12 |
|
| R1 |
162-22 |
162-22 |
162-09 |
162-14 |
| PP |
162-06 |
162-06 |
162-06 |
162-02 |
| S1 |
161-21 |
161-21 |
162-03 |
161-13 |
| S2 |
161-05 |
161-05 |
162-00 |
|
| S3 |
160-04 |
160-20 |
161-29 |
|
| S4 |
159-03 |
159-19 |
161-20 |
|
|
| Weekly Pivots for week ending 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
174-01 |
171-24 |
164-06 |
|
| R3 |
170-12 |
168-03 |
163-06 |
|
| R2 |
166-23 |
166-23 |
162-27 |
|
| R1 |
164-14 |
164-14 |
162-17 |
163-24 |
| PP |
163-02 |
163-02 |
163-02 |
162-23 |
| S1 |
160-25 |
160-25 |
161-27 |
160-03 |
| S2 |
159-13 |
159-13 |
161-17 |
|
| S3 |
155-24 |
157-04 |
161-06 |
|
| S4 |
152-03 |
153-15 |
160-06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
165-10 |
161-21 |
3-21 |
2.3% |
1-17 |
0.9% |
15% |
False |
True |
255,161 |
| 10 |
165-10 |
161-21 |
3-21 |
2.3% |
1-12 |
0.9% |
15% |
False |
True |
244,156 |
| 20 |
168-25 |
161-21 |
7-04 |
4.4% |
1-12 |
0.8% |
7% |
False |
True |
241,672 |
| 40 |
171-16 |
161-21 |
9-27 |
6.1% |
1-17 |
0.9% |
5% |
False |
True |
244,240 |
| 60 |
172-14 |
161-21 |
10-25 |
6.6% |
1-16 |
0.9% |
5% |
False |
True |
189,139 |
| 80 |
175-17 |
161-21 |
13-28 |
8.6% |
1-17 |
0.9% |
4% |
False |
True |
141,899 |
| 100 |
175-19 |
161-21 |
13-30 |
8.6% |
1-12 |
0.9% |
4% |
False |
True |
113,523 |
| 120 |
175-19 |
159-29 |
15-22 |
9.7% |
1-05 |
0.7% |
15% |
False |
False |
94,603 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
167-02 |
|
2.618 |
165-12 |
|
1.618 |
164-11 |
|
1.000 |
163-23 |
|
0.618 |
163-10 |
|
HIGH |
162-22 |
|
0.618 |
162-09 |
|
0.500 |
162-06 |
|
0.382 |
162-02 |
|
LOW |
161-21 |
|
0.618 |
161-01 |
|
1.000 |
160-20 |
|
1.618 |
160-00 |
|
2.618 |
158-31 |
|
4.250 |
157-09 |
|
|
| Fisher Pivots for day following 28-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
162-06 |
163-13 |
| PP |
162-06 |
163-00 |
| S1 |
162-06 |
162-19 |
|