ECBOT 30 Year Treasury Bond Future December 2016
| Trading Metrics calculated at close of trading on 02-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2016 |
02-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
152-11 |
150-22 |
-1-21 |
-1.1% |
153-04 |
| High |
152-12 |
152-08 |
-0-04 |
-0.1% |
154-11 |
| Low |
149-24 |
150-22 |
0-30 |
0.6% |
149-24 |
| Close |
150-28 |
151-28 |
1-00 |
0.7% |
151-28 |
| Range |
2-20 |
1-18 |
-1-02 |
-40.5% |
4-19 |
| ATR |
1-29 |
1-28 |
-0-01 |
-1.2% |
0-00 |
| Volume |
19,987 |
10,365 |
-9,622 |
-48.1% |
820,073 |
|
| Daily Pivots for day following 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-09 |
155-21 |
152-24 |
|
| R3 |
154-23 |
154-03 |
152-10 |
|
| R2 |
153-05 |
153-05 |
152-05 |
|
| R1 |
152-17 |
152-17 |
152-01 |
152-27 |
| PP |
151-19 |
151-19 |
151-19 |
151-24 |
| S1 |
150-31 |
150-31 |
151-23 |
151-09 |
| S2 |
150-01 |
150-01 |
151-19 |
|
| S3 |
148-15 |
149-13 |
151-14 |
|
| S4 |
146-29 |
147-27 |
151-00 |
|
|
| Weekly Pivots for week ending 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165-25 |
163-13 |
154-13 |
|
| R3 |
161-06 |
158-26 |
153-04 |
|
| R2 |
156-19 |
156-19 |
152-23 |
|
| R1 |
154-07 |
154-07 |
152-09 |
153-04 |
| PP |
152-00 |
152-00 |
152-00 |
151-14 |
| S1 |
149-20 |
149-20 |
151-15 |
148-16 |
| S2 |
147-13 |
147-13 |
151-01 |
|
| S3 |
142-26 |
145-01 |
150-20 |
|
| S4 |
138-07 |
140-14 |
149-11 |
|
|
| 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% |
1-26 |
1.2% |
46% |
False |
False |
164,014 |
| 10 |
154-11 |
149-24 |
4-19 |
3.0% |
1-21 |
1.1% |
46% |
False |
False |
258,709 |
| 20 |
164-31 |
149-24 |
15-07 |
10.0% |
2-02 |
1.4% |
14% |
False |
False |
320,278 |
| 40 |
165-18 |
149-24 |
15-26 |
10.4% |
1-22 |
1.1% |
13% |
False |
False |
282,892 |
| 60 |
170-03 |
149-24 |
20-11 |
13.4% |
1-21 |
1.1% |
10% |
False |
False |
269,555 |
| 80 |
172-14 |
149-24 |
22-22 |
14.9% |
1-20 |
1.1% |
9% |
False |
False |
235,127 |
| 100 |
173-20 |
149-24 |
23-28 |
15.7% |
1-20 |
1.1% |
9% |
False |
False |
188,162 |
| 120 |
175-19 |
149-24 |
25-27 |
17.0% |
1-17 |
1.0% |
8% |
False |
False |
156,807 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158-28 |
|
2.618 |
156-11 |
|
1.618 |
154-25 |
|
1.000 |
153-26 |
|
0.618 |
153-07 |
|
HIGH |
152-08 |
|
0.618 |
151-21 |
|
0.500 |
151-15 |
|
0.382 |
151-09 |
|
LOW |
150-22 |
|
0.618 |
149-23 |
|
1.000 |
149-04 |
|
1.618 |
148-05 |
|
2.618 |
146-19 |
|
4.250 |
144-02 |
|
|
| Fisher Pivots for day following 02-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
151-24 |
152-02 |
| PP |
151-19 |
152-00 |
| S1 |
151-15 |
151-30 |
|