ECBOT 30 Year Treasury Bond Future December 2016
| Trading Metrics calculated at close of trading on 18-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2016 |
18-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
155-07 |
153-07 |
-2-00 |
-1.3% |
155-09 |
| High |
155-12 |
154-08 |
-1-04 |
-0.7% |
155-16 |
| Low |
153-04 |
152-12 |
-0-24 |
-0.5% |
152-12 |
| Close |
153-25 |
153-05 |
-0-20 |
-0.4% |
153-05 |
| Range |
2-08 |
1-28 |
-0-12 |
-16.7% |
3-04 |
| ATR |
1-31 |
1-31 |
0-00 |
-0.3% |
0-00 |
| Volume |
324,265 |
373,786 |
49,521 |
15.3% |
1,907,728 |
|
| Daily Pivots for day following 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-28 |
157-29 |
154-06 |
|
| R3 |
157-00 |
156-01 |
153-22 |
|
| R2 |
155-04 |
155-04 |
153-16 |
|
| R1 |
154-05 |
154-05 |
153-11 |
153-23 |
| PP |
153-08 |
153-08 |
153-08 |
153-01 |
| S1 |
152-09 |
152-09 |
153-00 |
151-27 |
| S2 |
151-12 |
151-12 |
152-26 |
|
| S3 |
149-16 |
150-13 |
152-21 |
|
| S4 |
147-20 |
148-17 |
152-04 |
|
|
| Weekly Pivots for week ending 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163-02 |
161-07 |
154-28 |
|
| R3 |
159-30 |
158-03 |
154-01 |
|
| R2 |
156-26 |
156-26 |
153-23 |
|
| R1 |
154-31 |
154-31 |
153-14 |
154-11 |
| PP |
153-22 |
153-22 |
153-22 |
153-11 |
| S1 |
151-27 |
151-27 |
152-28 |
151-07 |
| S2 |
150-18 |
150-18 |
152-19 |
|
| S3 |
147-14 |
148-23 |
152-10 |
|
| S4 |
144-10 |
145-19 |
151-14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
155-16 |
152-12 |
3-04 |
2.0% |
2-03 |
1.4% |
25% |
False |
True |
381,545 |
| 10 |
164-31 |
152-12 |
12-19 |
8.2% |
2-17 |
1.7% |
6% |
False |
True |
394,323 |
| 20 |
165-10 |
152-12 |
12-30 |
8.4% |
1-31 |
1.3% |
6% |
False |
True |
326,349 |
| 40 |
170-03 |
152-12 |
17-23 |
11.6% |
1-22 |
1.1% |
4% |
False |
True |
281,675 |
| 60 |
171-20 |
152-12 |
19-08 |
12.6% |
1-22 |
1.1% |
4% |
False |
True |
270,323 |
| 80 |
173-07 |
152-12 |
20-27 |
13.6% |
1-21 |
1.1% |
4% |
False |
True |
207,523 |
| 100 |
175-19 |
152-12 |
23-07 |
15.2% |
1-20 |
1.1% |
3% |
False |
True |
166,033 |
| 120 |
175-19 |
152-12 |
23-07 |
15.2% |
1-14 |
0.9% |
3% |
False |
True |
138,362 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
162-07 |
|
2.618 |
159-05 |
|
1.618 |
157-09 |
|
1.000 |
156-04 |
|
0.618 |
155-13 |
|
HIGH |
154-08 |
|
0.618 |
153-17 |
|
0.500 |
153-10 |
|
0.382 |
153-03 |
|
LOW |
152-12 |
|
0.618 |
151-07 |
|
1.000 |
150-16 |
|
1.618 |
149-11 |
|
2.618 |
147-15 |
|
4.250 |
144-13 |
|
|
| Fisher Pivots for day following 18-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
153-10 |
153-28 |
| PP |
153-08 |
153-20 |
| S1 |
153-07 |
153-13 |
|