ECBOT 30 Year Treasury Bond Future December 2016
| Trading Metrics calculated at close of trading on 16-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2016 |
16-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
149-08 |
150-16 |
1-08 |
0.8% |
149-20 |
| High |
150-07 |
150-19 |
0-12 |
0.2% |
151-17 |
| Low |
148-18 |
148-26 |
0-08 |
0.2% |
148-18 |
| Close |
149-30 |
149-01 |
-0-29 |
-0.6% |
149-01 |
| Range |
1-21 |
1-25 |
0-04 |
7.5% |
2-31 |
| ATR |
1-25 |
1-25 |
0-00 |
0.0% |
0-00 |
| Volume |
2,340 |
281 |
-2,059 |
-88.0% |
9,843 |
|
| Daily Pivots for day following 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-26 |
153-23 |
150-00 |
|
| R3 |
153-01 |
151-30 |
149-17 |
|
| R2 |
151-08 |
151-08 |
149-11 |
|
| R1 |
150-05 |
150-05 |
149-06 |
149-26 |
| PP |
149-15 |
149-15 |
149-15 |
149-10 |
| S1 |
148-12 |
148-12 |
148-28 |
148-01 |
| S2 |
147-22 |
147-22 |
148-23 |
|
| S3 |
145-29 |
146-19 |
148-17 |
|
| S4 |
144-04 |
144-26 |
148-02 |
|
|
| Weekly Pivots for week ending 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-20 |
156-25 |
150-21 |
|
| R3 |
155-21 |
153-26 |
149-27 |
|
| R2 |
152-22 |
152-22 |
149-18 |
|
| R1 |
150-27 |
150-27 |
149-10 |
150-09 |
| PP |
149-23 |
149-23 |
149-23 |
149-14 |
| S1 |
147-28 |
147-28 |
148-24 |
147-10 |
| S2 |
146-24 |
146-24 |
148-16 |
|
| S3 |
143-25 |
144-29 |
148-07 |
|
| S4 |
140-26 |
141-30 |
147-13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
151-17 |
148-18 |
2-31 |
2.0% |
1-23 |
1.2% |
16% |
False |
False |
1,968 |
| 10 |
152-30 |
148-18 |
4-12 |
2.9% |
1-21 |
1.1% |
11% |
False |
False |
2,730 |
| 20 |
154-11 |
148-18 |
5-25 |
3.9% |
1-21 |
1.1% |
8% |
False |
False |
130,719 |
| 40 |
165-10 |
148-18 |
16-24 |
11.2% |
1-25 |
1.2% |
3% |
False |
False |
223,897 |
| 60 |
170-03 |
148-18 |
21-17 |
14.4% |
1-21 |
1.1% |
2% |
False |
False |
227,815 |
| 80 |
171-20 |
148-18 |
23-02 |
15.5% |
1-21 |
1.1% |
2% |
False |
False |
233,855 |
| 100 |
173-07 |
148-18 |
24-21 |
16.5% |
1-20 |
1.1% |
2% |
False |
False |
188,426 |
| 120 |
175-19 |
148-18 |
27-01 |
18.1% |
1-20 |
1.1% |
2% |
False |
False |
157,033 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158-05 |
|
2.618 |
155-08 |
|
1.618 |
153-15 |
|
1.000 |
152-12 |
|
0.618 |
151-22 |
|
HIGH |
150-19 |
|
0.618 |
149-29 |
|
0.500 |
149-23 |
|
0.382 |
149-16 |
|
LOW |
148-26 |
|
0.618 |
147-23 |
|
1.000 |
147-01 |
|
1.618 |
145-30 |
|
2.618 |
144-05 |
|
4.250 |
141-08 |
|
|
| Fisher Pivots for day following 16-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
149-23 |
150-02 |
| PP |
149-15 |
149-23 |
| S1 |
149-08 |
149-12 |
|