ECBOT 30 Year Treasury Bond Future December 2016
| Trading Metrics calculated at close of trading on 07-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2016 |
07-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
162-23 |
162-22 |
-0-01 |
0.0% |
162-12 |
| High |
163-26 |
163-00 |
-0-26 |
-0.5% |
163-30 |
| Low |
162-17 |
162-11 |
-0-06 |
-0.1% |
161-22 |
| Close |
163-11 |
162-19 |
-0-24 |
-0.5% |
163-11 |
| Range |
1-09 |
0-21 |
-0-20 |
-48.8% |
2-08 |
| ATR |
1-13 |
1-12 |
-0-01 |
-2.0% |
0-00 |
| Volume |
249,040 |
165,165 |
-83,875 |
-33.7% |
1,307,952 |
|
| Daily Pivots for day following 07-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164-20 |
164-08 |
162-31 |
|
| R3 |
163-31 |
163-19 |
162-25 |
|
| R2 |
163-10 |
163-10 |
162-23 |
|
| R1 |
162-30 |
162-30 |
162-21 |
162-26 |
| PP |
162-21 |
162-21 |
162-21 |
162-18 |
| S1 |
162-09 |
162-09 |
162-17 |
162-05 |
| S2 |
162-00 |
162-00 |
162-15 |
|
| S3 |
161-11 |
161-20 |
162-13 |
|
| S4 |
160-22 |
160-31 |
162-07 |
|
|
| 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% |
1-08 |
0.8% |
40% |
False |
False |
253,378 |
| 10 |
165-05 |
161-21 |
3-16 |
2.2% |
1-11 |
0.8% |
27% |
False |
False |
255,777 |
| 20 |
165-13 |
161-21 |
3-24 |
2.3% |
1-09 |
0.8% |
25% |
False |
False |
247,091 |
| 40 |
170-03 |
161-21 |
8-14 |
5.2% |
1-13 |
0.9% |
11% |
False |
False |
240,024 |
| 60 |
171-28 |
161-21 |
10-07 |
6.3% |
1-15 |
0.9% |
9% |
False |
False |
213,606 |
| 80 |
173-07 |
161-21 |
11-18 |
7.1% |
1-16 |
0.9% |
8% |
False |
False |
160,308 |
| 100 |
175-19 |
161-21 |
13-30 |
8.6% |
1-14 |
0.9% |
7% |
False |
False |
128,254 |
| 120 |
175-19 |
160-31 |
14-20 |
9.0% |
1-07 |
0.7% |
11% |
False |
False |
106,879 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165-25 |
|
2.618 |
164-23 |
|
1.618 |
164-02 |
|
1.000 |
163-21 |
|
0.618 |
163-13 |
|
HIGH |
163-00 |
|
0.618 |
162-24 |
|
0.500 |
162-22 |
|
0.382 |
162-19 |
|
LOW |
162-11 |
|
0.618 |
161-30 |
|
1.000 |
161-22 |
|
1.618 |
161-09 |
|
2.618 |
160-20 |
|
4.250 |
159-18 |
|
|
| Fisher Pivots for day following 07-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
162-22 |
163-05 |
| PP |
162-21 |
162-31 |
| S1 |
162-20 |
162-25 |
|