ECBOT 30 Year Treasury Bond Future December 2016
| Trading Metrics calculated at close of trading on 01-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2016 |
01-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
154-06 |
152-11 |
-1-27 |
-1.2% |
152-29 |
| High |
154-11 |
152-12 |
-1-31 |
-1.3% |
154-09 |
| Low |
151-16 |
149-24 |
-1-24 |
-1.2% |
151-19 |
| Close |
152-21 |
150-28 |
-1-25 |
-1.2% |
152-26 |
| Range |
2-27 |
2-20 |
-0-07 |
-7.7% |
2-22 |
| ATR |
1-26 |
1-29 |
0-02 |
4.3% |
0-00 |
| Volume |
90,128 |
19,987 |
-70,141 |
-77.8% |
1,393,235 |
|
| Daily Pivots for day following 01-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-28 |
157-16 |
152-10 |
|
| R3 |
156-08 |
154-28 |
151-19 |
|
| R2 |
153-20 |
153-20 |
151-11 |
|
| R1 |
152-08 |
152-08 |
151-04 |
151-20 |
| PP |
151-00 |
151-00 |
151-00 |
150-22 |
| S1 |
149-20 |
149-20 |
150-20 |
149-00 |
| S2 |
148-12 |
148-12 |
150-13 |
|
| S3 |
145-24 |
147-00 |
150-05 |
|
| S4 |
143-04 |
144-12 |
149-14 |
|
|
| 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 |
149-24 |
4-19 |
3.0% |
1-25 |
1.2% |
24% |
False |
True |
206,935 |
| 10 |
155-12 |
149-24 |
5-20 |
3.7% |
1-23 |
1.1% |
20% |
False |
True |
290,099 |
| 20 |
164-31 |
149-24 |
15-07 |
10.1% |
2-02 |
1.4% |
7% |
False |
True |
331,522 |
| 40 |
166-10 |
149-24 |
16-18 |
11.0% |
1-22 |
1.1% |
7% |
False |
True |
289,058 |
| 60 |
171-01 |
149-24 |
21-09 |
14.1% |
1-21 |
1.1% |
5% |
False |
True |
275,130 |
| 80 |
172-14 |
149-24 |
22-22 |
15.0% |
1-20 |
1.1% |
5% |
False |
True |
235,010 |
| 100 |
173-22 |
149-24 |
23-30 |
15.9% |
1-20 |
1.1% |
5% |
False |
True |
188,059 |
| 120 |
175-19 |
149-24 |
25-27 |
17.1% |
1-16 |
1.0% |
4% |
False |
True |
156,720 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
163-17 |
|
2.618 |
159-08 |
|
1.618 |
156-20 |
|
1.000 |
155-00 |
|
0.618 |
154-00 |
|
HIGH |
152-12 |
|
0.618 |
151-12 |
|
0.500 |
151-02 |
|
0.382 |
150-24 |
|
LOW |
149-24 |
|
0.618 |
148-04 |
|
1.000 |
147-04 |
|
1.618 |
145-16 |
|
2.618 |
142-28 |
|
4.250 |
138-19 |
|
|
| Fisher Pivots for day following 01-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
151-02 |
152-02 |
| PP |
151-00 |
151-21 |
| S1 |
150-30 |
151-09 |
|