ECBOT 30 Year Treasury Bond Future December 2016
| Trading Metrics calculated at close of trading on 15-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2016 |
15-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
155-09 |
153-29 |
-1-12 |
-0.9% |
162-22 |
| High |
155-14 |
155-16 |
0-02 |
0.0% |
164-31 |
| Low |
152-24 |
153-27 |
1-03 |
0.7% |
155-00 |
| Close |
154-13 |
154-09 |
-0-04 |
-0.1% |
155-05 |
| Range |
2-22 |
1-21 |
-1-01 |
-38.4% |
9-31 |
| ATR |
1-31 |
1-30 |
-0-01 |
-1.1% |
0-00 |
| Volume |
481,386 |
363,884 |
-117,502 |
-24.4% |
2,035,503 |
|
| Daily Pivots for day following 15-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-16 |
158-18 |
155-06 |
|
| R3 |
157-27 |
156-29 |
154-24 |
|
| R2 |
156-06 |
156-06 |
154-19 |
|
| R1 |
155-08 |
155-08 |
154-14 |
155-23 |
| PP |
154-17 |
154-17 |
154-17 |
154-25 |
| S1 |
153-19 |
153-19 |
154-04 |
154-02 |
| S2 |
152-28 |
152-28 |
153-31 |
|
| S3 |
151-07 |
151-30 |
153-26 |
|
| S4 |
149-18 |
150-09 |
153-12 |
|
|
| Weekly Pivots for week ending 11-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
188-09 |
181-22 |
160-20 |
|
| R3 |
178-10 |
171-23 |
157-29 |
|
| R2 |
168-11 |
168-11 |
156-31 |
|
| R1 |
161-24 |
161-24 |
156-02 |
160-02 |
| PP |
158-12 |
158-12 |
158-12 |
157-17 |
| S1 |
151-25 |
151-25 |
154-08 |
150-03 |
| S2 |
148-13 |
148-13 |
153-11 |
|
| S3 |
138-14 |
141-26 |
152-13 |
|
| S4 |
128-15 |
131-27 |
149-22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
164-31 |
152-24 |
12-07 |
7.9% |
3-13 |
2.2% |
13% |
False |
False |
494,143 |
| 10 |
164-31 |
152-24 |
12-07 |
7.9% |
2-10 |
1.5% |
13% |
False |
False |
366,728 |
| 20 |
165-10 |
152-24 |
12-18 |
8.1% |
1-27 |
1.2% |
12% |
False |
False |
307,260 |
| 40 |
170-03 |
152-24 |
17-11 |
11.2% |
1-20 |
1.1% |
9% |
False |
False |
272,174 |
| 60 |
171-20 |
152-24 |
18-28 |
12.2% |
1-20 |
1.1% |
8% |
False |
False |
258,593 |
| 80 |
173-07 |
152-24 |
20-15 |
13.3% |
1-20 |
1.1% |
7% |
False |
False |
194,246 |
| 100 |
175-19 |
152-24 |
22-27 |
14.8% |
1-19 |
1.0% |
7% |
False |
False |
155,410 |
| 120 |
175-19 |
152-24 |
22-27 |
14.8% |
1-12 |
0.9% |
7% |
False |
False |
129,509 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
162-17 |
|
2.618 |
159-27 |
|
1.618 |
158-06 |
|
1.000 |
157-05 |
|
0.618 |
156-17 |
|
HIGH |
155-16 |
|
0.618 |
154-28 |
|
0.500 |
154-22 |
|
0.382 |
154-15 |
|
LOW |
153-27 |
|
0.618 |
152-26 |
|
1.000 |
152-06 |
|
1.618 |
151-05 |
|
2.618 |
149-16 |
|
4.250 |
146-26 |
|
|
| Fisher Pivots for day following 15-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
154-22 |
154-18 |
| PP |
154-17 |
154-15 |
| S1 |
154-13 |
154-12 |
|