ECBOT 30 Year Treasury Bond Future March 2017
| Trading Metrics calculated at close of trading on 05-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2017 |
05-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
150-20 |
150-29 |
0-09 |
0.2% |
148-31 |
| High |
151-02 |
153-00 |
1-30 |
1.3% |
150-24 |
| Low |
150-02 |
150-14 |
0-12 |
0.2% |
148-07 |
| Close |
150-22 |
152-16 |
1-26 |
1.2% |
150-21 |
| Range |
1-00 |
2-18 |
1-18 |
156.3% |
2-17 |
| ATR |
1-13 |
1-16 |
0-03 |
5.9% |
0-00 |
| Volume |
207,211 |
338,168 |
130,957 |
63.2% |
438,588 |
|
| Daily Pivots for day following 05-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-21 |
158-21 |
153-29 |
|
| R3 |
157-03 |
156-03 |
153-07 |
|
| R2 |
154-17 |
154-17 |
152-31 |
|
| R1 |
153-17 |
153-17 |
152-24 |
154-01 |
| PP |
151-31 |
151-31 |
151-31 |
152-08 |
| S1 |
150-31 |
150-31 |
152-08 |
151-15 |
| S2 |
149-13 |
149-13 |
152-01 |
|
| S3 |
146-27 |
148-13 |
151-25 |
|
| S4 |
144-09 |
145-27 |
151-03 |
|
|
| 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 |
153-00 |
149-02 |
3-30 |
2.6% |
1-14 |
1.0% |
87% |
True |
False |
222,690 |
| 10 |
153-00 |
148-04 |
4-28 |
3.2% |
1-06 |
0.8% |
90% |
True |
False |
163,021 |
| 20 |
153-00 |
147-04 |
5-28 |
3.9% |
1-14 |
0.9% |
91% |
True |
False |
212,599 |
| 40 |
163-17 |
147-04 |
16-13 |
10.8% |
1-24 |
1.2% |
33% |
False |
False |
172,374 |
| 60 |
163-29 |
147-04 |
16-25 |
11.0% |
1-18 |
1.0% |
32% |
False |
False |
115,025 |
| 80 |
168-23 |
147-04 |
21-19 |
14.2% |
1-12 |
0.9% |
25% |
False |
False |
86,270 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
163-28 |
|
2.618 |
159-23 |
|
1.618 |
157-05 |
|
1.000 |
155-18 |
|
0.618 |
154-19 |
|
HIGH |
153-00 |
|
0.618 |
152-01 |
|
0.500 |
151-23 |
|
0.382 |
151-13 |
|
LOW |
150-14 |
|
0.618 |
148-27 |
|
1.000 |
147-28 |
|
1.618 |
146-09 |
|
2.618 |
143-23 |
|
4.250 |
139-18 |
|
|
| Fisher Pivots for day following 05-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
152-08 |
152-00 |
| PP |
151-31 |
151-17 |
| S1 |
151-23 |
151-01 |
|