ECBOT 30 Year Treasury Bond Future December 2016
| Trading Metrics calculated at close of trading on 22-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2016 |
22-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
152-29 |
153-24 |
0-27 |
0.6% |
155-09 |
| High |
153-28 |
154-09 |
0-13 |
0.3% |
155-16 |
| Low |
152-26 |
153-06 |
0-12 |
0.2% |
152-12 |
| Close |
153-06 |
153-08 |
0-02 |
0.0% |
153-05 |
| Range |
1-02 |
1-03 |
0-01 |
2.9% |
3-04 |
| ATR |
1-29 |
1-27 |
-0-02 |
-3.0% |
0-00 |
| Volume |
280,489 |
386,860 |
106,371 |
37.9% |
1,907,728 |
|
| Daily Pivots for day following 22-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-27 |
156-05 |
153-27 |
|
| R3 |
155-24 |
155-02 |
153-18 |
|
| R2 |
154-21 |
154-21 |
153-14 |
|
| R1 |
153-31 |
153-31 |
153-11 |
153-25 |
| PP |
153-18 |
153-18 |
153-18 |
153-15 |
| S1 |
152-28 |
152-28 |
153-05 |
152-21 |
| S2 |
152-15 |
152-15 |
153-02 |
|
| S3 |
151-12 |
151-25 |
152-30 |
|
| S4 |
150-09 |
150-22 |
152-21 |
|
|
| 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 |
155-12 |
152-12 |
3-00 |
2.0% |
1-21 |
1.1% |
29% |
False |
False |
345,961 |
| 10 |
164-31 |
152-12 |
12-19 |
8.2% |
2-17 |
1.6% |
7% |
False |
False |
420,052 |
| 20 |
165-05 |
152-12 |
12-25 |
8.3% |
1-30 |
1.3% |
7% |
False |
False |
339,224 |
| 40 |
170-03 |
152-12 |
17-23 |
11.6% |
1-21 |
1.1% |
5% |
False |
False |
288,672 |
| 60 |
171-16 |
152-12 |
19-04 |
12.5% |
1-20 |
1.1% |
5% |
False |
False |
273,165 |
| 80 |
172-14 |
152-12 |
20-02 |
13.1% |
1-20 |
1.1% |
4% |
False |
False |
215,850 |
| 100 |
175-19 |
152-12 |
23-07 |
15.2% |
1-20 |
1.1% |
4% |
False |
False |
172,706 |
| 120 |
175-19 |
152-12 |
23-07 |
15.2% |
1-14 |
0.9% |
4% |
False |
False |
143,924 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158-30 |
|
2.618 |
157-05 |
|
1.618 |
156-02 |
|
1.000 |
155-12 |
|
0.618 |
154-31 |
|
HIGH |
154-09 |
|
0.618 |
153-28 |
|
0.500 |
153-24 |
|
0.382 |
153-19 |
|
LOW |
153-06 |
|
0.618 |
152-16 |
|
1.000 |
152-03 |
|
1.618 |
151-13 |
|
2.618 |
150-10 |
|
4.250 |
148-17 |
|
|
| Fisher Pivots for day following 22-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
153-24 |
153-11 |
| PP |
153-18 |
153-10 |
| S1 |
153-13 |
153-09 |
|