ECBOT 30 Year Treasury Bond Future December 2016
| Trading Metrics calculated at close of trading on 12-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2016 |
12-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
150-30 |
149-20 |
-1-10 |
-0.9% |
152-12 |
| High |
151-02 |
150-04 |
-0-30 |
-0.6% |
152-30 |
| Low |
149-15 |
148-24 |
-0-23 |
-0.5% |
149-15 |
| Close |
149-28 |
150-00 |
0-04 |
0.1% |
149-28 |
| Range |
1-19 |
1-12 |
-0-07 |
-13.7% |
3-15 |
| ATR |
1-26 |
1-25 |
-0-01 |
-1.7% |
0-00 |
| Volume |
1,329 |
1,911 |
582 |
43.8% |
17,462 |
|
| Daily Pivots for day following 12-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-24 |
153-08 |
150-24 |
|
| R3 |
152-12 |
151-28 |
150-12 |
|
| R2 |
151-00 |
151-00 |
150-08 |
|
| R1 |
150-16 |
150-16 |
150-04 |
150-24 |
| PP |
149-20 |
149-20 |
149-20 |
149-24 |
| S1 |
149-04 |
149-04 |
149-28 |
149-12 |
| S2 |
148-08 |
148-08 |
149-24 |
|
| S3 |
146-28 |
147-24 |
149-20 |
|
| S4 |
145-16 |
146-12 |
149-08 |
|
|
| Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-05 |
159-00 |
151-25 |
|
| R3 |
157-22 |
155-17 |
150-27 |
|
| R2 |
154-07 |
154-07 |
150-16 |
|
| R1 |
152-02 |
152-02 |
150-06 |
151-13 |
| PP |
150-24 |
150-24 |
150-24 |
150-14 |
| S1 |
148-19 |
148-19 |
149-18 |
147-30 |
| S2 |
147-09 |
147-09 |
149-08 |
|
| S3 |
143-26 |
145-04 |
148-29 |
|
| S4 |
140-11 |
141-21 |
147-31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
152-25 |
148-24 |
4-01 |
2.7% |
1-13 |
0.9% |
31% |
False |
True |
2,168 |
| 10 |
154-11 |
148-24 |
5-19 |
3.7% |
1-24 |
1.2% |
22% |
False |
True |
40,272 |
| 20 |
155-16 |
148-24 |
6-24 |
4.5% |
1-23 |
1.1% |
19% |
False |
True |
207,020 |
| 40 |
165-10 |
148-24 |
16-18 |
11.0% |
1-24 |
1.2% |
8% |
False |
True |
248,135 |
| 60 |
170-03 |
148-24 |
21-11 |
14.2% |
1-20 |
1.1% |
6% |
False |
True |
241,869 |
| 80 |
171-20 |
148-24 |
22-28 |
15.3% |
1-20 |
1.1% |
5% |
False |
True |
235,268 |
| 100 |
173-07 |
148-24 |
24-15 |
16.3% |
1-20 |
1.1% |
5% |
False |
True |
188,350 |
| 120 |
175-19 |
148-24 |
26-27 |
17.9% |
1-19 |
1.1% |
5% |
False |
True |
156,968 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155-31 |
|
2.618 |
153-23 |
|
1.618 |
152-11 |
|
1.000 |
151-16 |
|
0.618 |
150-31 |
|
HIGH |
150-04 |
|
0.618 |
149-19 |
|
0.500 |
149-14 |
|
0.382 |
149-09 |
|
LOW |
148-24 |
|
0.618 |
147-29 |
|
1.000 |
147-12 |
|
1.618 |
146-17 |
|
2.618 |
145-05 |
|
4.250 |
142-29 |
|
|
| Fisher Pivots for day following 12-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
149-26 |
150-23 |
| PP |
149-20 |
150-15 |
| S1 |
149-14 |
150-08 |
|