ECBOT 30 Year Treasury Bond Future March 2017
| Trading Metrics calculated at close of trading on 30-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2016 |
30-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
149-21 |
149-28 |
0-07 |
0.1% |
148-31 |
| High |
150-12 |
150-24 |
0-12 |
0.2% |
150-24 |
| Low |
149-17 |
149-23 |
0-06 |
0.1% |
148-07 |
| Close |
149-29 |
150-21 |
0-24 |
0.5% |
150-21 |
| Range |
0-27 |
1-01 |
0-06 |
22.2% |
2-17 |
| ATR |
1-14 |
1-13 |
-0-01 |
-2.0% |
0-00 |
| Volume |
119,291 |
137,148 |
17,857 |
15.0% |
438,588 |
|
| Daily Pivots for day following 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-15 |
153-03 |
151-07 |
|
| R3 |
152-14 |
152-02 |
150-30 |
|
| R2 |
151-13 |
151-13 |
150-27 |
|
| R1 |
151-01 |
151-01 |
150-24 |
151-07 |
| PP |
150-12 |
150-12 |
150-12 |
150-15 |
| S1 |
150-00 |
150-00 |
150-18 |
150-06 |
| S2 |
149-11 |
149-11 |
150-15 |
|
| S3 |
148-10 |
148-31 |
150-12 |
|
| S4 |
147-09 |
147-30 |
150-03 |
|
|
| Weekly Pivots for week ending 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-15 |
156-19 |
152-02 |
|
| R3 |
154-30 |
154-02 |
151-11 |
|
| R2 |
152-13 |
152-13 |
151-04 |
|
| R1 |
151-17 |
151-17 |
150-28 |
151-31 |
| PP |
149-28 |
149-28 |
149-28 |
150-03 |
| S1 |
149-00 |
149-00 |
150-14 |
149-14 |
| S2 |
147-11 |
147-11 |
150-06 |
|
| S3 |
144-26 |
146-15 |
149-31 |
|
| S4 |
142-09 |
143-30 |
149-08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
150-24 |
148-07 |
2-17 |
1.7% |
0-29 |
0.6% |
96% |
True |
False |
101,337 |
| 10 |
150-24 |
147-13 |
3-11 |
2.2% |
1-03 |
0.7% |
97% |
True |
False |
137,638 |
| 20 |
151-19 |
147-04 |
4-15 |
3.0% |
1-13 |
0.9% |
79% |
False |
False |
208,080 |
| 40 |
163-17 |
147-04 |
16-13 |
10.9% |
1-23 |
1.1% |
22% |
False |
False |
150,977 |
| 60 |
164-26 |
147-04 |
17-22 |
11.7% |
1-17 |
1.0% |
20% |
False |
False |
100,742 |
| 80 |
168-23 |
147-04 |
21-19 |
14.3% |
1-10 |
0.9% |
16% |
False |
False |
75,557 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155-04 |
|
2.618 |
153-14 |
|
1.618 |
152-13 |
|
1.000 |
151-25 |
|
0.618 |
151-12 |
|
HIGH |
150-24 |
|
0.618 |
150-11 |
|
0.500 |
150-08 |
|
0.382 |
150-04 |
|
LOW |
149-23 |
|
0.618 |
149-03 |
|
1.000 |
148-22 |
|
1.618 |
148-02 |
|
2.618 |
147-01 |
|
4.250 |
145-11 |
|
|
| Fisher Pivots for day following 30-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
150-17 |
150-10 |
| PP |
150-12 |
149-31 |
| S1 |
150-08 |
149-20 |
|