ECBOT 30 Year Treasury Bond Future December 2016
| Trading Metrics calculated at close of trading on 03-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2016 |
03-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
162-26 |
163-06 |
0-12 |
0.2% |
164-31 |
| High |
163-29 |
163-30 |
0-01 |
0.0% |
165-10 |
| Low |
162-24 |
162-13 |
-0-11 |
-0.2% |
161-21 |
| Close |
163-08 |
162-23 |
-0-17 |
-0.3% |
162-06 |
| Range |
1-05 |
1-17 |
0-12 |
32.4% |
3-21 |
| ATR |
1-13 |
1-13 |
0-00 |
0.7% |
0-00 |
| Volume |
302,242 |
235,228 |
-67,014 |
-22.2% |
1,275,806 |
|
| Daily Pivots for day following 03-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167-20 |
166-22 |
163-18 |
|
| R3 |
166-03 |
165-05 |
163-04 |
|
| R2 |
164-18 |
164-18 |
163-00 |
|
| R1 |
163-20 |
163-20 |
162-27 |
163-11 |
| PP |
163-01 |
163-01 |
163-01 |
162-28 |
| S1 |
162-03 |
162-03 |
162-19 |
161-26 |
| S2 |
161-16 |
161-16 |
162-14 |
|
| S3 |
159-31 |
160-18 |
162-10 |
|
| S4 |
158-14 |
159-01 |
161-28 |
|
|
| 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 |
163-30 |
161-21 |
2-09 |
1.4% |
1-08 |
0.8% |
47% |
True |
False |
273,095 |
| 10 |
165-10 |
161-21 |
3-21 |
2.2% |
1-12 |
0.8% |
29% |
False |
False |
252,302 |
| 20 |
165-18 |
161-21 |
3-29 |
2.4% |
1-11 |
0.8% |
27% |
False |
False |
245,505 |
| 40 |
170-03 |
161-21 |
8-14 |
5.2% |
1-14 |
0.9% |
13% |
False |
False |
244,194 |
| 60 |
172-14 |
161-21 |
10-25 |
6.6% |
1-16 |
0.9% |
10% |
False |
False |
206,743 |
| 80 |
173-20 |
161-21 |
11-31 |
7.4% |
1-17 |
0.9% |
9% |
False |
False |
155,133 |
| 100 |
175-19 |
161-21 |
13-30 |
8.6% |
1-13 |
0.9% |
8% |
False |
False |
124,112 |
| 120 |
175-19 |
159-29 |
15-22 |
9.6% |
1-07 |
0.7% |
18% |
False |
False |
103,427 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
170-14 |
|
2.618 |
167-30 |
|
1.618 |
166-13 |
|
1.000 |
165-15 |
|
0.618 |
164-28 |
|
HIGH |
163-30 |
|
0.618 |
163-11 |
|
0.500 |
163-06 |
|
0.382 |
163-00 |
|
LOW |
162-13 |
|
0.618 |
161-15 |
|
1.000 |
160-28 |
|
1.618 |
159-30 |
|
2.618 |
158-13 |
|
4.250 |
155-29 |
|
|
| Fisher Pivots for day following 03-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
163-06 |
162-26 |
| PP |
163-01 |
162-25 |
| S1 |
162-28 |
162-24 |
|