ECBOT 30 Year Treasury Bond Future December 2016
| Trading Metrics calculated at close of trading on 20-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2016 |
20-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
149-03 |
150-03 |
1-00 |
0.7% |
149-20 |
| High |
150-15 |
150-13 |
-0-02 |
0.0% |
151-17 |
| Low |
149-03 |
149-13 |
0-10 |
0.2% |
148-18 |
| Close |
150-10 |
149-28 |
-0-14 |
-0.3% |
149-01 |
| Range |
1-12 |
1-00 |
-0-12 |
-27.3% |
2-31 |
| ATR |
1-24 |
1-22 |
-0-02 |
-3.1% |
0-00 |
| Volume |
339 |
362 |
23 |
6.8% |
9,843 |
|
| Daily Pivots for day following 20-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-29 |
152-12 |
150-14 |
|
| R3 |
151-29 |
151-12 |
150-05 |
|
| R2 |
150-29 |
150-29 |
150-02 |
|
| R1 |
150-12 |
150-12 |
149-31 |
150-05 |
| PP |
149-29 |
149-29 |
149-29 |
149-25 |
| S1 |
149-12 |
149-12 |
149-25 |
149-05 |
| S2 |
148-29 |
148-29 |
149-22 |
|
| S3 |
147-29 |
148-12 |
149-19 |
|
| S4 |
146-29 |
147-12 |
149-10 |
|
|
| 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% |
1-22 |
1.1% |
44% |
False |
False |
894 |
| 10 |
152-25 |
148-18 |
4-07 |
2.8% |
1-19 |
1.1% |
31% |
False |
False |
1,552 |
| 20 |
154-11 |
148-18 |
5-25 |
3.9% |
1-20 |
1.1% |
23% |
False |
False |
98,041 |
| 40 |
165-05 |
148-18 |
16-19 |
11.1% |
1-25 |
1.2% |
8% |
False |
False |
214,428 |
| 60 |
170-03 |
148-18 |
21-17 |
14.4% |
1-21 |
1.1% |
6% |
False |
False |
222,348 |
| 80 |
171-16 |
148-18 |
22-30 |
15.3% |
1-20 |
1.1% |
6% |
False |
False |
228,247 |
| 100 |
173-02 |
148-18 |
24-16 |
16.3% |
1-20 |
1.1% |
5% |
False |
False |
188,425 |
| 120 |
175-19 |
148-18 |
27-01 |
18.0% |
1-20 |
1.1% |
5% |
False |
False |
157,039 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154-21 |
|
2.618 |
153-01 |
|
1.618 |
152-01 |
|
1.000 |
151-13 |
|
0.618 |
151-01 |
|
HIGH |
150-13 |
|
0.618 |
150-01 |
|
0.500 |
149-29 |
|
0.382 |
149-25 |
|
LOW |
149-13 |
|
0.618 |
148-25 |
|
1.000 |
148-13 |
|
1.618 |
147-25 |
|
2.618 |
146-25 |
|
4.250 |
145-05 |
|
|
| Fisher Pivots for day following 20-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
149-29 |
149-26 |
| PP |
149-29 |
149-24 |
| S1 |
149-28 |
149-23 |
|