ECBOT 30 Year Treasury Bond Future March 2017
| Trading Metrics calculated at close of trading on 28-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2016 |
28-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
151-19 |
151-24 |
0-05 |
0.1% |
151-19 |
| High |
152-00 |
152-17 |
0-17 |
0.3% |
152-28 |
| Low |
150-20 |
151-24 |
1-04 |
0.7% |
150-08 |
| Close |
151-14 |
152-11 |
0-29 |
0.6% |
151-14 |
| Range |
1-12 |
0-25 |
-0-19 |
-43.2% |
2-20 |
| ATR |
1-23 |
1-22 |
-0-01 |
-2.6% |
0-00 |
| Volume |
86,137 |
321,603 |
235,466 |
273.4% |
437,722 |
|
| Daily Pivots for day following 28-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-18 |
154-07 |
152-25 |
|
| R3 |
153-25 |
153-14 |
152-18 |
|
| R2 |
153-00 |
153-00 |
152-16 |
|
| R1 |
152-21 |
152-21 |
152-13 |
152-27 |
| PP |
152-07 |
152-07 |
152-07 |
152-09 |
| S1 |
151-28 |
151-28 |
152-09 |
152-02 |
| S2 |
151-14 |
151-14 |
152-06 |
|
| S3 |
150-21 |
151-03 |
152-04 |
|
| S4 |
149-28 |
150-10 |
151-29 |
|
|
| Weekly Pivots for week ending 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-13 |
158-01 |
152-28 |
|
| R3 |
156-25 |
155-13 |
152-05 |
|
| R2 |
154-05 |
154-05 |
151-29 |
|
| R1 |
152-25 |
152-25 |
151-22 |
152-05 |
| PP |
151-17 |
151-17 |
151-17 |
151-06 |
| S1 |
150-05 |
150-05 |
151-06 |
149-17 |
| S2 |
148-29 |
148-29 |
150-31 |
|
| S3 |
146-09 |
147-17 |
150-23 |
|
| S4 |
143-21 |
144-29 |
150-00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
152-28 |
150-08 |
2-20 |
1.7% |
1-08 |
0.8% |
80% |
False |
False |
151,865 |
| 10 |
154-03 |
150-08 |
3-27 |
2.5% |
1-21 |
1.1% |
54% |
False |
False |
78,465 |
| 20 |
163-17 |
150-08 |
13-09 |
8.7% |
1-27 |
1.2% |
16% |
False |
False |
40,005 |
| 40 |
167-07 |
150-08 |
16-31 |
11.1% |
1-17 |
1.0% |
12% |
False |
False |
20,065 |
| 60 |
169-19 |
150-08 |
19-11 |
12.7% |
1-05 |
0.8% |
11% |
False |
False |
13,377 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155-27 |
|
2.618 |
154-18 |
|
1.618 |
153-25 |
|
1.000 |
153-10 |
|
0.618 |
153-00 |
|
HIGH |
152-17 |
|
0.618 |
152-07 |
|
0.500 |
152-05 |
|
0.382 |
152-02 |
|
LOW |
151-24 |
|
0.618 |
151-09 |
|
1.000 |
150-31 |
|
1.618 |
150-16 |
|
2.618 |
149-23 |
|
4.250 |
148-14 |
|
|
| Fisher Pivots for day following 28-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
152-09 |
152-01 |
| PP |
152-07 |
151-23 |
| S1 |
152-05 |
151-13 |
|