ECBOT 30 Year Treasury Bond Future March 2017
| Trading Metrics calculated at close of trading on 29-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2016 |
29-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
148-18 |
149-21 |
1-03 |
0.7% |
147-24 |
| High |
149-25 |
150-12 |
0-19 |
0.4% |
149-12 |
| Low |
148-16 |
149-17 |
1-01 |
0.7% |
147-21 |
| Close |
149-23 |
149-29 |
0-06 |
0.1% |
149-04 |
| Range |
1-09 |
0-27 |
-0-14 |
-34.2% |
1-23 |
| ATR |
1-16 |
1-14 |
-0-01 |
-3.1% |
0-00 |
| Volume |
118,224 |
119,291 |
1,067 |
0.9% |
658,243 |
|
| Daily Pivots for day following 29-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-15 |
152-01 |
150-12 |
|
| R3 |
151-20 |
151-06 |
150-04 |
|
| R2 |
150-25 |
150-25 |
150-02 |
|
| R1 |
150-11 |
150-11 |
149-31 |
150-18 |
| PP |
149-30 |
149-30 |
149-30 |
150-02 |
| S1 |
149-16 |
149-16 |
149-27 |
149-23 |
| S2 |
149-03 |
149-03 |
149-24 |
|
| S3 |
148-08 |
148-21 |
149-22 |
|
| S4 |
147-13 |
147-26 |
149-14 |
|
|
| Weekly Pivots for week ending 23-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-28 |
153-07 |
150-02 |
|
| R3 |
152-05 |
151-16 |
149-19 |
|
| R2 |
150-14 |
150-14 |
149-14 |
|
| R1 |
149-25 |
149-25 |
149-09 |
150-03 |
| PP |
148-23 |
148-23 |
148-23 |
148-28 |
| S1 |
148-02 |
148-02 |
148-31 |
148-13 |
| S2 |
147-00 |
147-00 |
148-26 |
|
| S3 |
145-09 |
146-11 |
148-21 |
|
| S4 |
143-18 |
144-20 |
148-06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
150-12 |
148-07 |
2-05 |
1.4% |
0-29 |
0.6% |
78% |
True |
False |
99,371 |
| 10 |
150-12 |
147-04 |
3-08 |
2.2% |
1-06 |
0.8% |
86% |
True |
False |
160,521 |
| 20 |
151-19 |
147-04 |
4-15 |
3.0% |
1-15 |
1.0% |
62% |
False |
False |
221,242 |
| 40 |
163-17 |
147-04 |
16-13 |
10.9% |
1-23 |
1.1% |
17% |
False |
False |
147,580 |
| 60 |
165-09 |
147-04 |
18-05 |
12.1% |
1-17 |
1.0% |
15% |
False |
False |
98,456 |
| 80 |
169-19 |
147-04 |
22-15 |
15.0% |
1-09 |
0.9% |
12% |
False |
False |
73,843 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153-31 |
|
2.618 |
152-19 |
|
1.618 |
151-24 |
|
1.000 |
151-07 |
|
0.618 |
150-29 |
|
HIGH |
150-12 |
|
0.618 |
150-02 |
|
0.500 |
149-31 |
|
0.382 |
149-27 |
|
LOW |
149-17 |
|
0.618 |
149-00 |
|
1.000 |
148-22 |
|
1.618 |
148-05 |
|
2.618 |
147-10 |
|
4.250 |
145-30 |
|
|
| Fisher Pivots for day following 29-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
149-31 |
149-23 |
| PP |
149-30 |
149-16 |
| S1 |
149-30 |
149-10 |
|