ECBOT 30 Year Treasury Bond Future December 2016
| Trading Metrics calculated at close of trading on 09-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2016 |
09-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
162-20 |
162-08 |
-0-12 |
-0.2% |
162-12 |
| High |
163-07 |
164-31 |
1-24 |
1.1% |
163-30 |
| Low |
161-23 |
156-22 |
-5-01 |
-3.1% |
161-22 |
| Close |
162-03 |
156-31 |
-5-04 |
-3.2% |
163-11 |
| Range |
1-16 |
8-09 |
6-25 |
452.1% |
2-08 |
| ATR |
1-12 |
1-28 |
0-16 |
35.8% |
0-00 |
| Volume |
244,892 |
829,802 |
584,910 |
238.8% |
1,307,952 |
|
| Daily Pivots for day following 09-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
184-12 |
178-31 |
161-17 |
|
| R3 |
176-03 |
170-22 |
159-08 |
|
| R2 |
167-26 |
167-26 |
158-16 |
|
| R1 |
162-13 |
162-13 |
157-23 |
160-31 |
| PP |
159-17 |
159-17 |
159-17 |
158-27 |
| S1 |
154-04 |
154-04 |
156-07 |
152-22 |
| S2 |
151-08 |
151-08 |
155-14 |
|
| S3 |
142-31 |
145-27 |
154-22 |
|
| S4 |
134-22 |
137-18 |
152-13 |
|
|
| 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 |
164-31 |
156-22 |
8-09 |
5.3% |
2-21 |
1.7% |
3% |
True |
True |
344,825 |
| 10 |
164-31 |
156-22 |
8-09 |
5.3% |
2-01 |
1.3% |
3% |
True |
True |
318,185 |
| 20 |
165-13 |
156-22 |
8-23 |
5.6% |
1-22 |
1.1% |
3% |
False |
True |
277,197 |
| 40 |
170-03 |
156-22 |
13-13 |
8.5% |
1-17 |
1.0% |
2% |
False |
True |
252,244 |
| 60 |
171-20 |
156-22 |
14-30 |
9.5% |
1-18 |
1.0% |
2% |
False |
True |
231,469 |
| 80 |
173-07 |
156-22 |
16-17 |
10.5% |
1-19 |
1.0% |
2% |
False |
True |
173,739 |
| 100 |
175-19 |
156-22 |
18-29 |
12.0% |
1-17 |
1.0% |
1% |
False |
True |
139,001 |
| 120 |
175-19 |
156-22 |
18-29 |
12.0% |
1-10 |
0.8% |
1% |
False |
True |
115,834 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
200-05 |
|
2.618 |
186-21 |
|
1.618 |
178-12 |
|
1.000 |
173-08 |
|
0.618 |
170-03 |
|
HIGH |
164-31 |
|
0.618 |
161-26 |
|
0.500 |
160-27 |
|
0.382 |
159-27 |
|
LOW |
156-22 |
|
0.618 |
151-18 |
|
1.000 |
148-13 |
|
1.618 |
143-09 |
|
2.618 |
135-00 |
|
4.250 |
121-16 |
|
|
| Fisher Pivots for day following 09-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
160-27 |
160-27 |
| PP |
159-17 |
159-17 |
| S1 |
158-08 |
158-08 |
|