ECBOT 30 Year Treasury Bond Future December 2016
| Trading Metrics calculated at close of trading on 04-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2016 |
04-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
163-06 |
162-23 |
-0-15 |
-0.3% |
162-12 |
| High |
163-30 |
163-26 |
-0-04 |
-0.1% |
163-30 |
| Low |
162-13 |
162-17 |
0-04 |
0.1% |
161-22 |
| Close |
162-23 |
163-11 |
0-20 |
0.4% |
163-11 |
| Range |
1-17 |
1-09 |
-0-08 |
-16.3% |
2-08 |
| ATR |
1-13 |
1-13 |
0-00 |
-0.6% |
0-00 |
| Volume |
235,228 |
249,040 |
13,812 |
5.9% |
1,307,952 |
|
| Daily Pivots for day following 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167-02 |
166-16 |
164-02 |
|
| R3 |
165-25 |
165-07 |
163-22 |
|
| R2 |
164-16 |
164-16 |
163-19 |
|
| R1 |
163-30 |
163-30 |
163-15 |
164-07 |
| PP |
163-07 |
163-07 |
163-07 |
163-12 |
| S1 |
162-21 |
162-21 |
163-07 |
162-30 |
| S2 |
161-30 |
161-30 |
163-03 |
|
| S3 |
160-21 |
161-12 |
163-00 |
|
| S4 |
159-12 |
160-03 |
162-20 |
|
|
| Weekly Pivots for week ending 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
169-24 |
168-25 |
164-19 |
|
| R3 |
167-16 |
166-17 |
163-31 |
|
| R2 |
165-08 |
165-08 |
163-24 |
|
| R1 |
164-09 |
164-09 |
163-18 |
164-25 |
| PP |
163-00 |
163-00 |
163-00 |
163-07 |
| S1 |
162-01 |
162-01 |
163-04 |
162-17 |
| S2 |
160-24 |
160-24 |
162-30 |
|
| S3 |
158-16 |
159-25 |
162-23 |
|
| S4 |
156-08 |
157-17 |
162-03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
163-30 |
161-22 |
2-08 |
1.4% |
1-09 |
0.8% |
74% |
False |
False |
261,590 |
| 10 |
165-10 |
161-21 |
3-21 |
2.2% |
1-13 |
0.9% |
46% |
False |
False |
258,375 |
| 20 |
165-13 |
161-21 |
3-24 |
2.3% |
1-11 |
0.8% |
45% |
False |
False |
242,190 |
| 40 |
170-03 |
161-21 |
8-14 |
5.2% |
1-13 |
0.9% |
20% |
False |
False |
242,064 |
| 60 |
172-14 |
161-21 |
10-25 |
6.6% |
1-16 |
0.9% |
16% |
False |
False |
210,877 |
| 80 |
173-07 |
161-21 |
11-18 |
7.1% |
1-16 |
0.9% |
15% |
False |
False |
158,245 |
| 100 |
175-19 |
161-21 |
13-30 |
8.5% |
1-14 |
0.9% |
12% |
False |
False |
126,603 |
| 120 |
175-19 |
159-29 |
15-22 |
9.6% |
1-07 |
0.7% |
22% |
False |
False |
105,502 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
169-08 |
|
2.618 |
167-05 |
|
1.618 |
165-28 |
|
1.000 |
165-03 |
|
0.618 |
164-19 |
|
HIGH |
163-26 |
|
0.618 |
163-10 |
|
0.500 |
163-06 |
|
0.382 |
163-01 |
|
LOW |
162-17 |
|
0.618 |
161-24 |
|
1.000 |
161-08 |
|
1.618 |
160-15 |
|
2.618 |
159-06 |
|
4.250 |
157-03 |
|
|
| Fisher Pivots for day following 04-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
163-09 |
163-09 |
| PP |
163-07 |
163-07 |
| S1 |
163-06 |
163-06 |
|