ECBOT 30 Year Treasury Bond Future December 2016
| Trading Metrics calculated at close of trading on 13-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2016 |
13-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
149-20 |
150-06 |
0-18 |
0.4% |
152-12 |
| High |
150-04 |
151-03 |
0-31 |
0.6% |
152-30 |
| Low |
148-24 |
149-31 |
1-07 |
0.8% |
149-15 |
| Close |
150-00 |
150-07 |
0-07 |
0.1% |
149-28 |
| Range |
1-12 |
1-04 |
-0-08 |
-18.2% |
3-15 |
| ATR |
1-25 |
1-23 |
-0-01 |
-2.6% |
0-00 |
| Volume |
1,911 |
4,160 |
2,249 |
117.7% |
17,462 |
|
| Daily Pivots for day following 13-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-26 |
153-04 |
150-27 |
|
| R3 |
152-22 |
152-00 |
150-17 |
|
| R2 |
151-18 |
151-18 |
150-14 |
|
| R1 |
150-28 |
150-28 |
150-10 |
151-07 |
| PP |
150-14 |
150-14 |
150-14 |
150-19 |
| S1 |
149-24 |
149-24 |
150-04 |
150-03 |
| S2 |
149-10 |
149-10 |
150-00 |
|
| S3 |
148-06 |
148-20 |
149-29 |
|
| S4 |
147-02 |
147-16 |
149-19 |
|
|
| 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% |
1-15 |
1.0% |
36% |
False |
False |
2,210 |
| 10 |
154-11 |
148-24 |
5-19 |
3.7% |
1-24 |
1.2% |
26% |
False |
False |
14,401 |
| 20 |
155-16 |
148-24 |
6-24 |
4.5% |
1-20 |
1.1% |
22% |
False |
False |
183,159 |
| 40 |
165-10 |
148-24 |
16-18 |
11.0% |
1-23 |
1.1% |
9% |
False |
False |
242,634 |
| 60 |
170-03 |
148-24 |
21-11 |
14.2% |
1-20 |
1.1% |
7% |
False |
False |
239,456 |
| 80 |
171-20 |
148-24 |
22-28 |
15.2% |
1-20 |
1.1% |
6% |
False |
False |
235,288 |
| 100 |
173-07 |
148-24 |
24-15 |
16.3% |
1-20 |
1.1% |
6% |
False |
False |
188,390 |
| 120 |
175-19 |
148-24 |
26-27 |
17.9% |
1-19 |
1.1% |
5% |
False |
False |
157,003 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155-28 |
|
2.618 |
154-01 |
|
1.618 |
152-29 |
|
1.000 |
152-07 |
|
0.618 |
151-25 |
|
HIGH |
151-03 |
|
0.618 |
150-21 |
|
0.500 |
150-17 |
|
0.382 |
150-13 |
|
LOW |
149-31 |
|
0.618 |
149-09 |
|
1.000 |
148-27 |
|
1.618 |
148-05 |
|
2.618 |
147-01 |
|
4.250 |
145-06 |
|
|
| Fisher Pivots for day following 13-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
150-17 |
150-04 |
| PP |
150-14 |
150-01 |
| S1 |
150-10 |
149-30 |
|