ECBOT 30 Year Treasury Bond Future December 2016
| Trading Metrics calculated at close of trading on 28-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2016 |
28-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
152-30 |
153-04 |
0-06 |
0.1% |
152-29 |
| High |
153-12 |
153-29 |
0-17 |
0.3% |
154-09 |
| Low |
151-31 |
153-04 |
1-05 |
0.8% |
151-19 |
| Close |
152-26 |
153-22 |
0-28 |
0.6% |
152-26 |
| Range |
1-13 |
0-25 |
-0-20 |
-44.4% |
2-22 |
| ATR |
1-26 |
1-25 |
-0-02 |
-2.9% |
0-00 |
| Volume |
224,969 |
436,721 |
211,752 |
94.1% |
1,393,235 |
|
| Daily Pivots for day following 28-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-29 |
155-19 |
154-04 |
|
| R3 |
155-04 |
154-26 |
153-29 |
|
| R2 |
154-11 |
154-11 |
153-27 |
|
| R1 |
154-01 |
154-01 |
153-24 |
154-06 |
| PP |
153-18 |
153-18 |
153-18 |
153-21 |
| S1 |
153-08 |
153-08 |
153-20 |
153-13 |
| S2 |
152-25 |
152-25 |
153-17 |
|
| S3 |
152-00 |
152-15 |
153-15 |
|
| S4 |
151-07 |
151-22 |
153-08 |
|
|
| Weekly Pivots for week ending 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-31 |
159-18 |
154-09 |
|
| R3 |
158-09 |
156-28 |
153-18 |
|
| R2 |
155-19 |
155-19 |
153-10 |
|
| R1 |
154-06 |
154-06 |
153-02 |
153-18 |
| PP |
152-29 |
152-29 |
152-29 |
152-18 |
| S1 |
151-16 |
151-16 |
152-18 |
150-28 |
| S2 |
150-07 |
150-07 |
152-10 |
|
| S3 |
147-17 |
148-26 |
152-02 |
|
| S4 |
144-27 |
146-04 |
151-11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
154-09 |
151-19 |
2-22 |
1.7% |
1-09 |
0.8% |
78% |
False |
False |
365,991 |
| 10 |
155-16 |
151-19 |
3-29 |
2.5% |
1-22 |
1.1% |
54% |
False |
False |
373,768 |
| 20 |
164-31 |
151-19 |
13-12 |
8.7% |
1-29 |
1.2% |
16% |
False |
False |
354,056 |
| 40 |
168-25 |
151-19 |
17-06 |
11.2% |
1-21 |
1.1% |
12% |
False |
False |
297,864 |
| 60 |
171-16 |
151-19 |
19-29 |
13.0% |
1-21 |
1.1% |
11% |
False |
False |
280,846 |
| 80 |
172-14 |
151-19 |
20-27 |
13.6% |
1-19 |
1.0% |
10% |
False |
False |
230,369 |
| 100 |
175-17 |
151-19 |
23-30 |
15.6% |
1-19 |
1.0% |
9% |
False |
False |
184,331 |
| 120 |
175-19 |
151-19 |
24-00 |
15.6% |
1-15 |
1.0% |
9% |
False |
False |
153,612 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
157-07 |
|
2.618 |
155-30 |
|
1.618 |
155-05 |
|
1.000 |
154-22 |
|
0.618 |
154-12 |
|
HIGH |
153-29 |
|
0.618 |
153-19 |
|
0.500 |
153-17 |
|
0.382 |
153-14 |
|
LOW |
153-04 |
|
0.618 |
152-21 |
|
1.000 |
152-11 |
|
1.618 |
151-28 |
|
2.618 |
151-03 |
|
4.250 |
149-26 |
|
|
| Fisher Pivots for day following 28-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
153-20 |
153-12 |
| PP |
153-18 |
153-02 |
| S1 |
153-17 |
152-24 |
|