ECBOT 30 Year Treasury Bond Future March 2017
| Trading Metrics calculated at close of trading on 12-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2016 |
12-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
149-17 |
148-08 |
-1-09 |
-0.9% |
150-31 |
| High |
149-23 |
148-23 |
-1-00 |
-0.7% |
151-19 |
| Low |
148-00 |
147-10 |
-0-22 |
-0.5% |
148-00 |
| Close |
148-16 |
148-19 |
0-03 |
0.1% |
148-16 |
| Range |
1-23 |
1-13 |
-0-10 |
-18.2% |
3-19 |
| ATR |
1-25 |
1-24 |
-0-01 |
-1.5% |
0-00 |
| Volume |
278,368 |
274,047 |
-4,321 |
-1.6% |
1,214,821 |
|
| Daily Pivots for day following 12-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-14 |
151-29 |
149-12 |
|
| R3 |
151-01 |
150-16 |
148-31 |
|
| R2 |
149-20 |
149-20 |
148-27 |
|
| R1 |
149-03 |
149-03 |
148-23 |
149-12 |
| PP |
148-07 |
148-07 |
148-07 |
148-11 |
| S1 |
147-22 |
147-22 |
148-15 |
147-31 |
| S2 |
146-26 |
146-26 |
148-11 |
|
| S3 |
145-13 |
146-09 |
148-07 |
|
| S4 |
144-00 |
144-28 |
147-26 |
|
|
| Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-05 |
157-29 |
150-15 |
|
| R3 |
156-18 |
154-10 |
149-16 |
|
| R2 |
152-31 |
152-31 |
149-05 |
|
| R1 |
150-23 |
150-23 |
148-27 |
150-02 |
| PP |
149-12 |
149-12 |
149-12 |
149-01 |
| S1 |
147-04 |
147-04 |
148-05 |
146-14 |
| S2 |
145-25 |
145-25 |
147-27 |
|
| S3 |
142-06 |
143-17 |
147-16 |
|
| S4 |
138-19 |
139-30 |
146-17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
151-14 |
147-10 |
4-04 |
2.8% |
1-15 |
1.0% |
31% |
False |
True |
241,811 |
| 10 |
153-01 |
147-10 |
5-23 |
3.8% |
1-26 |
1.2% |
22% |
False |
True |
288,170 |
| 20 |
154-03 |
147-10 |
6-25 |
4.6% |
1-23 |
1.2% |
19% |
False |
True |
183,317 |
| 40 |
163-27 |
147-10 |
16-17 |
11.1% |
1-22 |
1.1% |
8% |
False |
True |
92,100 |
| 60 |
168-23 |
147-10 |
21-13 |
14.4% |
1-14 |
1.0% |
6% |
False |
True |
61,405 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154-22 |
|
2.618 |
152-13 |
|
1.618 |
151-00 |
|
1.000 |
150-04 |
|
0.618 |
149-19 |
|
HIGH |
148-23 |
|
0.618 |
148-06 |
|
0.500 |
148-01 |
|
0.382 |
147-27 |
|
LOW |
147-10 |
|
0.618 |
146-14 |
|
1.000 |
145-29 |
|
1.618 |
145-01 |
|
2.618 |
143-20 |
|
4.250 |
141-11 |
|
|
| Fisher Pivots for day following 12-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
148-13 |
149-10 |
| PP |
148-07 |
149-02 |
| S1 |
148-01 |
148-27 |
|