ECBOT 30 Year Treasury Bond Future December 2016
| Trading Metrics calculated at close of trading on 08-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2016 |
08-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
151-22 |
152-15 |
0-25 |
0.5% |
153-04 |
| High |
152-25 |
152-21 |
-0-04 |
-0.1% |
154-11 |
| Low |
151-20 |
150-19 |
-1-01 |
-0.7% |
149-24 |
| Close |
152-18 |
151-11 |
-1-07 |
-0.8% |
151-28 |
| Range |
1-05 |
2-02 |
0-29 |
78.4% |
4-19 |
| ATR |
1-25 |
1-25 |
0-01 |
1.2% |
0-00 |
| Volume |
1,706 |
1,947 |
241 |
14.1% |
820,073 |
|
| Daily Pivots for day following 08-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-23 |
156-19 |
152-15 |
|
| R3 |
155-21 |
154-17 |
151-29 |
|
| R2 |
153-19 |
153-19 |
151-23 |
|
| R1 |
152-15 |
152-15 |
151-17 |
152-00 |
| PP |
151-17 |
151-17 |
151-17 |
151-10 |
| S1 |
150-13 |
150-13 |
151-05 |
149-30 |
| S2 |
149-15 |
149-15 |
150-31 |
|
| S3 |
147-13 |
148-11 |
150-25 |
|
| S4 |
145-11 |
146-09 |
150-07 |
|
|
| 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 |
152-30 |
150-19 |
2-11 |
1.5% |
1-18 |
1.0% |
32% |
False |
True |
5,299 |
| 10 |
154-11 |
149-24 |
4-19 |
3.0% |
1-22 |
1.1% |
35% |
False |
False |
106,117 |
| 20 |
158-17 |
149-24 |
8-25 |
5.8% |
1-25 |
1.2% |
18% |
False |
False |
246,640 |
| 40 |
165-13 |
149-24 |
15-21 |
10.3% |
1-24 |
1.1% |
10% |
False |
False |
261,919 |
| 60 |
170-03 |
149-24 |
20-11 |
13.4% |
1-20 |
1.1% |
8% |
False |
False |
250,376 |
| 80 |
171-20 |
149-24 |
21-28 |
14.5% |
1-20 |
1.1% |
7% |
False |
False |
235,262 |
| 100 |
173-07 |
149-24 |
23-15 |
15.5% |
1-20 |
1.1% |
7% |
False |
False |
188,319 |
| 120 |
175-19 |
149-24 |
25-27 |
17.1% |
1-18 |
1.0% |
6% |
False |
False |
156,941 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
161-14 |
|
2.618 |
158-02 |
|
1.618 |
156-00 |
|
1.000 |
154-23 |
|
0.618 |
153-30 |
|
HIGH |
152-21 |
|
0.618 |
151-28 |
|
0.500 |
151-20 |
|
0.382 |
151-12 |
|
LOW |
150-19 |
|
0.618 |
149-10 |
|
1.000 |
148-17 |
|
1.618 |
147-08 |
|
2.618 |
145-06 |
|
4.250 |
141-27 |
|
|
| Fisher Pivots for day following 08-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
151-20 |
151-22 |
| PP |
151-17 |
151-18 |
| S1 |
151-14 |
151-15 |
|