ECBOT 30 Year Treasury Bond Future June 2017
| Trading Metrics calculated at close of trading on 21-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2016 |
21-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
147-17 |
148-03 |
0-18 |
0.4% |
147-23 |
| High |
147-17 |
148-03 |
0-18 |
0.4% |
147-30 |
| Low |
147-17 |
147-24 |
0-07 |
0.1% |
146-25 |
| Close |
147-17 |
148-02 |
0-17 |
0.4% |
146-25 |
| Range |
0-00 |
0-11 |
0-11 |
|
1-05 |
| ATR |
0-25 |
0-25 |
-0-01 |
-2.0% |
0-00 |
| Volume |
0 |
6 |
6 |
|
0 |
|
| Daily Pivots for day following 21-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-00 |
148-28 |
148-08 |
|
| R3 |
148-21 |
148-17 |
148-05 |
|
| R2 |
148-10 |
148-10 |
148-04 |
|
| R1 |
148-06 |
148-06 |
148-03 |
148-03 |
| PP |
147-31 |
147-31 |
147-31 |
147-29 |
| S1 |
147-27 |
147-27 |
148-01 |
147-23 |
| S2 |
147-20 |
147-20 |
148-00 |
|
| S3 |
147-09 |
147-16 |
147-31 |
|
| S4 |
146-30 |
147-05 |
147-28 |
|
|
| Weekly Pivots for week ending 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-20 |
149-28 |
147-13 |
|
| R3 |
149-15 |
148-23 |
147-03 |
|
| R2 |
148-10 |
148-10 |
147-00 |
|
| R1 |
147-18 |
147-18 |
146-28 |
147-12 |
| PP |
147-05 |
147-05 |
147-05 |
147-02 |
| S1 |
146-13 |
146-13 |
146-22 |
146-07 |
| S2 |
146-00 |
146-00 |
146-18 |
|
| S3 |
144-27 |
145-08 |
146-15 |
|
| S4 |
143-22 |
144-03 |
146-05 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-18 |
|
2.618 |
149-00 |
|
1.618 |
148-21 |
|
1.000 |
148-14 |
|
0.618 |
148-10 |
|
HIGH |
148-03 |
|
0.618 |
147-31 |
|
0.500 |
147-30 |
|
0.382 |
147-28 |
|
LOW |
147-24 |
|
0.618 |
147-17 |
|
1.000 |
147-13 |
|
1.618 |
147-06 |
|
2.618 |
146-27 |
|
4.250 |
146-09 |
|
|
| Fisher Pivots for day following 21-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
148-01 |
147-31 |
| PP |
147-31 |
147-29 |
| S1 |
147-30 |
147-26 |
|