ECBOT 30 Year Treasury Bond Future December 2016
| Trading Metrics calculated at close of trading on 30-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2016 |
30-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
153-24 |
154-06 |
0-14 |
0.3% |
152-29 |
| High |
154-11 |
154-11 |
0-00 |
0.0% |
154-09 |
| Low |
153-03 |
151-16 |
-1-19 |
-1.0% |
151-19 |
| Close |
154-04 |
152-21 |
-1-15 |
-1.0% |
152-26 |
| Range |
1-08 |
2-27 |
1-19 |
127.5% |
2-22 |
| ATR |
1-24 |
1-26 |
0-03 |
4.6% |
0-00 |
| Volume |
262,872 |
90,128 |
-172,744 |
-65.7% |
1,393,235 |
|
| Daily Pivots for day following 30-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-12 |
159-27 |
154-07 |
|
| R3 |
158-17 |
157-00 |
153-14 |
|
| R2 |
155-22 |
155-22 |
153-06 |
|
| R1 |
154-05 |
154-05 |
152-29 |
153-16 |
| PP |
152-27 |
152-27 |
152-27 |
152-16 |
| S1 |
151-10 |
151-10 |
152-13 |
150-21 |
| S2 |
150-00 |
150-00 |
152-04 |
|
| S3 |
147-05 |
148-15 |
151-28 |
|
| S4 |
144-10 |
145-20 |
151-03 |
|
|
| 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 |
154-11 |
151-16 |
2-27 |
1.9% |
1-22 |
1.1% |
41% |
True |
True |
303,121 |
| 10 |
155-12 |
151-16 |
3-28 |
2.5% |
1-21 |
1.1% |
30% |
False |
True |
324,541 |
| 20 |
164-31 |
151-16 |
13-15 |
8.8% |
2-00 |
1.3% |
9% |
False |
True |
345,634 |
| 40 |
166-27 |
151-16 |
15-11 |
10.1% |
1-21 |
1.1% |
8% |
False |
True |
295,151 |
| 60 |
171-16 |
151-16 |
20-00 |
13.1% |
1-20 |
1.1% |
6% |
False |
True |
277,779 |
| 80 |
172-14 |
151-16 |
20-30 |
13.7% |
1-20 |
1.1% |
6% |
False |
True |
234,772 |
| 100 |
174-06 |
151-16 |
22-22 |
14.9% |
1-20 |
1.1% |
5% |
False |
True |
187,860 |
| 120 |
175-19 |
151-16 |
24-03 |
15.8% |
1-16 |
1.0% |
5% |
False |
True |
156,554 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
166-14 |
|
2.618 |
161-25 |
|
1.618 |
158-30 |
|
1.000 |
157-06 |
|
0.618 |
156-03 |
|
HIGH |
154-11 |
|
0.618 |
153-08 |
|
0.500 |
152-30 |
|
0.382 |
152-19 |
|
LOW |
151-16 |
|
0.618 |
149-24 |
|
1.000 |
148-21 |
|
1.618 |
146-29 |
|
2.618 |
144-02 |
|
4.250 |
139-13 |
|
|
| Fisher Pivots for day following 30-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
152-30 |
152-30 |
| PP |
152-27 |
152-27 |
| S1 |
152-24 |
152-24 |
|