ECBOT 30 Year Treasury Bond Future March 2017
| Trading Metrics calculated at close of trading on 08-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2016 |
08-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
150-13 |
151-09 |
0-28 |
0.6% |
151-24 |
| High |
151-14 |
151-10 |
-0-04 |
-0.1% |
153-01 |
| Low |
150-07 |
149-07 |
-1-00 |
-0.7% |
148-11 |
| Close |
151-06 |
149-31 |
-1-07 |
-0.8% |
150-16 |
| Range |
1-07 |
2-03 |
0-28 |
71.8% |
4-22 |
| ATR |
1-23 |
1-24 |
0-01 |
1.5% |
0-00 |
| Volume |
175,388 |
306,928 |
131,540 |
75.0% |
1,714,440 |
|
| Daily Pivots for day following 08-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-14 |
155-10 |
151-04 |
|
| R3 |
154-11 |
153-07 |
150-17 |
|
| R2 |
152-08 |
152-08 |
150-11 |
|
| R1 |
151-04 |
151-04 |
150-05 |
150-21 |
| PP |
150-05 |
150-05 |
150-05 |
149-30 |
| S1 |
149-01 |
149-01 |
149-25 |
148-18 |
| S2 |
148-02 |
148-02 |
149-19 |
|
| S3 |
145-31 |
146-30 |
149-13 |
|
| S4 |
143-28 |
144-27 |
148-26 |
|
|
| Weekly Pivots for week ending 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164-22 |
162-09 |
153-02 |
|
| R3 |
160-00 |
157-19 |
151-25 |
|
| R2 |
155-10 |
155-10 |
151-12 |
|
| R1 |
152-29 |
152-29 |
150-30 |
151-25 |
| PP |
150-20 |
150-20 |
150-20 |
150-02 |
| S1 |
148-07 |
148-07 |
150-02 |
147-03 |
| S2 |
145-30 |
145-30 |
149-20 |
|
| S3 |
141-08 |
143-17 |
149-07 |
|
| S4 |
136-18 |
138-27 |
147-30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
151-19 |
149-07 |
2-12 |
1.6% |
1-19 |
1.1% |
32% |
False |
True |
249,789 |
| 10 |
153-01 |
148-11 |
4-22 |
3.1% |
1-22 |
1.1% |
35% |
False |
False |
273,703 |
| 20 |
157-01 |
148-11 |
8-22 |
5.8% |
1-25 |
1.2% |
19% |
False |
False |
155,993 |
| 40 |
163-29 |
148-11 |
15-18 |
10.4% |
1-21 |
1.1% |
10% |
False |
False |
78,296 |
| 60 |
168-23 |
148-11 |
20-12 |
13.6% |
1-13 |
0.9% |
8% |
False |
False |
52,198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
160-07 |
|
2.618 |
156-25 |
|
1.618 |
154-22 |
|
1.000 |
153-13 |
|
0.618 |
152-19 |
|
HIGH |
151-10 |
|
0.618 |
150-16 |
|
0.500 |
150-09 |
|
0.382 |
150-01 |
|
LOW |
149-07 |
|
0.618 |
147-30 |
|
1.000 |
147-04 |
|
1.618 |
145-27 |
|
2.618 |
143-24 |
|
4.250 |
140-10 |
|
|
| Fisher Pivots for day following 08-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
150-09 |
150-11 |
| PP |
150-05 |
150-07 |
| S1 |
150-02 |
150-03 |
|