ECBOT 30 Year Treasury Bond Future March 2017
| Trading Metrics calculated at close of trading on 04-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2017 |
04-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
150-07 |
150-20 |
0-13 |
0.3% |
148-31 |
| High |
150-28 |
151-02 |
0-06 |
0.1% |
150-24 |
| Low |
149-02 |
150-02 |
1-00 |
0.7% |
148-07 |
| Close |
150-18 |
150-22 |
0-04 |
0.1% |
150-21 |
| Range |
1-26 |
1-00 |
-0-26 |
-44.8% |
2-17 |
| ATR |
1-14 |
1-13 |
-0-01 |
-2.2% |
0-00 |
| Volume |
311,632 |
207,211 |
-104,421 |
-33.5% |
438,588 |
|
| Daily Pivots for day following 04-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-19 |
153-05 |
151-08 |
|
| R3 |
152-19 |
152-05 |
150-31 |
|
| R2 |
151-19 |
151-19 |
150-28 |
|
| R1 |
151-05 |
151-05 |
150-25 |
151-12 |
| PP |
150-19 |
150-19 |
150-19 |
150-23 |
| S1 |
150-05 |
150-05 |
150-19 |
150-12 |
| S2 |
149-19 |
149-19 |
150-16 |
|
| S3 |
148-19 |
149-05 |
150-13 |
|
| S4 |
147-19 |
148-05 |
150-04 |
|
|
| 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 |
151-02 |
148-16 |
2-18 |
1.7% |
1-06 |
0.8% |
85% |
True |
False |
178,701 |
| 10 |
151-02 |
148-01 |
3-01 |
2.0% |
1-02 |
0.7% |
88% |
True |
False |
144,473 |
| 20 |
151-14 |
147-04 |
4-10 |
2.9% |
1-11 |
0.9% |
83% |
False |
False |
204,407 |
| 40 |
163-17 |
147-04 |
16-13 |
10.9% |
1-23 |
1.1% |
22% |
False |
False |
163,924 |
| 60 |
163-29 |
147-04 |
16-25 |
11.1% |
1-17 |
1.0% |
21% |
False |
False |
109,389 |
| 80 |
168-23 |
147-04 |
21-19 |
14.3% |
1-11 |
0.9% |
16% |
False |
False |
82,042 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155-10 |
|
2.618 |
153-22 |
|
1.618 |
152-22 |
|
1.000 |
152-02 |
|
0.618 |
151-22 |
|
HIGH |
151-02 |
|
0.618 |
150-22 |
|
0.500 |
150-18 |
|
0.382 |
150-14 |
|
LOW |
150-02 |
|
0.618 |
149-14 |
|
1.000 |
149-02 |
|
1.618 |
148-14 |
|
2.618 |
147-14 |
|
4.250 |
145-26 |
|
|
| Fisher Pivots for day following 04-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
150-21 |
150-15 |
| PP |
150-19 |
150-09 |
| S1 |
150-18 |
150-02 |
|