ECBOT 30 Year Treasury Bond Future December 2016
| Trading Metrics calculated at close of trading on 06-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2016 |
06-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
152-12 |
151-31 |
-0-13 |
-0.3% |
153-04 |
| High |
152-30 |
152-11 |
-0-19 |
-0.4% |
154-11 |
| Low |
150-23 |
151-17 |
0-26 |
0.5% |
149-24 |
| Close |
152-04 |
151-21 |
-0-15 |
-0.3% |
151-28 |
| Range |
2-07 |
0-26 |
-1-13 |
-63.4% |
4-19 |
| ATR |
1-29 |
1-26 |
-0-02 |
-4.1% |
0-00 |
| Volume |
8,529 |
3,951 |
-4,578 |
-53.7% |
820,073 |
|
| Daily Pivots for day following 06-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-09 |
153-25 |
152-03 |
|
| R3 |
153-15 |
152-31 |
151-28 |
|
| R2 |
152-21 |
152-21 |
151-26 |
|
| R1 |
152-05 |
152-05 |
151-23 |
152-00 |
| PP |
151-27 |
151-27 |
151-27 |
151-25 |
| S1 |
151-11 |
151-11 |
151-19 |
151-06 |
| S2 |
151-01 |
151-01 |
151-16 |
|
| S3 |
150-07 |
150-17 |
151-14 |
|
| S4 |
149-13 |
149-23 |
151-07 |
|
|
| 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% |
2-00 |
1.3% |
41% |
False |
False |
26,592 |
| 10 |
154-11 |
149-24 |
4-19 |
3.0% |
1-21 |
1.1% |
41% |
False |
False |
194,529 |
| 20 |
164-31 |
149-24 |
15-07 |
10.0% |
2-04 |
1.4% |
13% |
False |
False |
300,192 |
| 40 |
165-13 |
149-24 |
15-21 |
10.3% |
1-22 |
1.1% |
12% |
False |
False |
273,642 |
| 60 |
170-03 |
149-24 |
20-11 |
13.4% |
1-20 |
1.1% |
9% |
False |
False |
260,080 |
| 80 |
171-28 |
149-24 |
22-04 |
14.6% |
1-20 |
1.1% |
9% |
False |
False |
235,252 |
| 100 |
173-07 |
149-24 |
23-15 |
15.5% |
1-20 |
1.1% |
8% |
False |
False |
188,285 |
| 120 |
175-19 |
149-24 |
25-27 |
17.0% |
1-18 |
1.0% |
7% |
False |
False |
156,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155-26 |
|
2.618 |
154-15 |
|
1.618 |
153-21 |
|
1.000 |
153-05 |
|
0.618 |
152-27 |
|
HIGH |
152-11 |
|
0.618 |
152-01 |
|
0.500 |
151-30 |
|
0.382 |
151-27 |
|
LOW |
151-17 |
|
0.618 |
151-01 |
|
1.000 |
150-23 |
|
1.618 |
150-07 |
|
2.618 |
149-13 |
|
4.250 |
148-03 |
|
|
| Fisher Pivots for day following 06-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
151-30 |
151-26 |
| PP |
151-27 |
151-24 |
| S1 |
151-24 |
151-23 |
|