ECBOT 30 Year Treasury Bond Future December 2016
| Trading Metrics calculated at close of trading on 10-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2016 |
10-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
162-08 |
157-10 |
-4-30 |
-3.0% |
162-12 |
| High |
164-31 |
158-17 |
-6-14 |
-3.9% |
163-30 |
| Low |
156-22 |
155-16 |
-1-06 |
-0.8% |
161-22 |
| Close |
156-31 |
156-07 |
-0-24 |
-0.5% |
163-11 |
| Range |
8-09 |
3-01 |
-5-08 |
-63.4% |
2-08 |
| ATR |
1-28 |
1-31 |
0-03 |
4.4% |
0-00 |
| Volume |
829,802 |
670,228 |
-159,574 |
-19.2% |
1,307,952 |
|
| Daily Pivots for day following 10-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165-27 |
164-02 |
157-28 |
|
| R3 |
162-26 |
161-01 |
157-02 |
|
| R2 |
159-25 |
159-25 |
156-25 |
|
| R1 |
158-00 |
158-00 |
156-16 |
157-12 |
| PP |
156-24 |
156-24 |
156-24 |
156-14 |
| S1 |
154-31 |
154-31 |
155-30 |
154-11 |
| S2 |
153-23 |
153-23 |
155-21 |
|
| S3 |
150-22 |
151-30 |
155-12 |
|
| S4 |
147-21 |
148-29 |
154-18 |
|
|
| 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 |
155-16 |
9-15 |
6.1% |
2-30 |
1.9% |
8% |
False |
True |
431,825 |
| 10 |
164-31 |
155-16 |
9-15 |
6.1% |
2-03 |
1.3% |
8% |
False |
True |
352,460 |
| 20 |
165-10 |
155-16 |
9-26 |
6.3% |
1-25 |
1.1% |
7% |
False |
True |
298,135 |
| 40 |
170-03 |
155-16 |
14-19 |
9.3% |
1-18 |
1.0% |
5% |
False |
True |
261,193 |
| 60 |
171-20 |
155-16 |
16-04 |
10.3% |
1-19 |
1.0% |
4% |
False |
True |
242,617 |
| 80 |
173-07 |
155-16 |
17-23 |
11.3% |
1-20 |
1.0% |
4% |
False |
True |
182,115 |
| 100 |
175-19 |
155-16 |
20-03 |
12.9% |
1-18 |
1.0% |
4% |
False |
True |
145,703 |
| 120 |
175-19 |
155-16 |
20-03 |
12.9% |
1-10 |
0.8% |
4% |
False |
True |
121,420 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
171-13 |
|
2.618 |
166-15 |
|
1.618 |
163-14 |
|
1.000 |
161-18 |
|
0.618 |
160-13 |
|
HIGH |
158-17 |
|
0.618 |
157-12 |
|
0.500 |
157-01 |
|
0.382 |
156-21 |
|
LOW |
155-16 |
|
0.618 |
153-20 |
|
1.000 |
152-15 |
|
1.618 |
150-19 |
|
2.618 |
147-18 |
|
4.250 |
142-20 |
|
|
| Fisher Pivots for day following 10-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
157-01 |
160-08 |
| PP |
156-24 |
158-29 |
| S1 |
156-16 |
157-18 |
|