ECBOT 30 Year Treasury Bond Future March 2017
Trading Metrics calculated at close of trading on 03-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2016 |
03-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
149-28 |
150-07 |
0-11 |
0.2% |
148-31 |
High |
150-24 |
150-28 |
0-04 |
0.1% |
150-24 |
Low |
149-23 |
149-02 |
-0-21 |
-0.4% |
148-07 |
Close |
150-21 |
150-18 |
-0-03 |
-0.1% |
150-21 |
Range |
1-01 |
1-26 |
0-25 |
75.8% |
2-17 |
ATR |
1-13 |
1-14 |
0-01 |
2.0% |
0-00 |
Volume |
137,148 |
311,632 |
174,484 |
127.2% |
438,588 |
|
Daily Pivots for day following 03-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
155-19 |
154-29 |
151-18 |
|
R3 |
153-25 |
153-03 |
151-02 |
|
R2 |
151-31 |
151-31 |
150-29 |
|
R1 |
151-09 |
151-09 |
150-23 |
151-20 |
PP |
150-05 |
150-05 |
150-05 |
150-11 |
S1 |
149-15 |
149-15 |
150-13 |
149-26 |
S2 |
148-11 |
148-11 |
150-07 |
|
S3 |
146-17 |
147-21 |
150-02 |
|
S4 |
144-23 |
145-27 |
149-18 |
|
|
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 |
150-28 |
148-07 |
2-21 |
1.8% |
1-05 |
0.8% |
88% |
True |
False |
150,044 |
10 |
150-28 |
147-21 |
3-07 |
2.1% |
1-03 |
0.7% |
90% |
True |
False |
140,846 |
20 |
151-19 |
147-04 |
4-15 |
3.0% |
1-13 |
0.9% |
77% |
False |
False |
208,037 |
40 |
163-17 |
147-04 |
16-13 |
10.9% |
1-23 |
1.1% |
21% |
False |
False |
158,757 |
60 |
164-02 |
147-04 |
16-30 |
11.2% |
1-17 |
1.0% |
20% |
False |
False |
105,936 |
80 |
168-23 |
147-04 |
21-19 |
14.3% |
1-10 |
0.9% |
16% |
False |
False |
79,452 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
158-18 |
2.618 |
155-20 |
1.618 |
153-26 |
1.000 |
152-22 |
0.618 |
152-00 |
HIGH |
150-28 |
0.618 |
150-06 |
0.500 |
149-31 |
0.382 |
149-24 |
LOW |
149-02 |
0.618 |
147-30 |
1.000 |
147-08 |
1.618 |
146-04 |
2.618 |
144-10 |
4.250 |
141-12 |
|
|
Fisher Pivots for day following 03-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
150-12 |
150-12 |
PP |
150-05 |
150-05 |
S1 |
149-31 |
149-31 |
|