ECBOT 30 Year Treasury Bond Future March 2017
| Trading Metrics calculated at close of trading on 06-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2017 |
06-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
150-29 |
152-28 |
1-31 |
1.3% |
150-07 |
| High |
153-00 |
153-09 |
0-09 |
0.2% |
153-09 |
| Low |
150-14 |
151-19 |
1-05 |
0.8% |
149-02 |
| Close |
152-16 |
151-25 |
-0-23 |
-0.5% |
151-25 |
| Range |
2-18 |
1-22 |
-0-28 |
-34.1% |
4-07 |
| ATR |
1-16 |
1-16 |
0-00 |
0.9% |
0-00 |
| Volume |
338,168 |
269,297 |
-68,871 |
-20.4% |
1,126,308 |
|
| Daily Pivots for day following 06-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-09 |
156-07 |
152-23 |
|
| R3 |
155-19 |
154-17 |
152-08 |
|
| R2 |
153-29 |
153-29 |
152-03 |
|
| R1 |
152-27 |
152-27 |
151-30 |
152-17 |
| PP |
152-07 |
152-07 |
152-07 |
152-02 |
| S1 |
151-05 |
151-05 |
151-20 |
150-27 |
| S2 |
150-17 |
150-17 |
151-15 |
|
| S3 |
148-27 |
149-15 |
151-10 |
|
| S4 |
147-05 |
147-25 |
150-27 |
|
|
| Weekly Pivots for week ending 06-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164-01 |
162-04 |
154-03 |
|
| R3 |
159-26 |
157-29 |
152-30 |
|
| R2 |
155-19 |
155-19 |
152-18 |
|
| R1 |
153-22 |
153-22 |
152-05 |
154-21 |
| PP |
151-12 |
151-12 |
151-12 |
151-27 |
| S1 |
149-15 |
149-15 |
151-13 |
150-14 |
| S2 |
147-05 |
147-05 |
151-00 |
|
| S3 |
142-30 |
145-08 |
150-20 |
|
| S4 |
138-23 |
141-01 |
149-15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
153-09 |
149-02 |
4-07 |
2.8% |
1-20 |
1.1% |
64% |
True |
False |
252,691 |
| 10 |
153-09 |
148-07 |
5-02 |
3.3% |
1-08 |
0.8% |
70% |
True |
False |
176,031 |
| 20 |
153-09 |
147-04 |
6-05 |
4.1% |
1-14 |
1.0% |
76% |
True |
False |
217,295 |
| 40 |
163-17 |
147-04 |
16-13 |
10.8% |
1-25 |
1.2% |
28% |
False |
False |
179,054 |
| 60 |
163-29 |
147-04 |
16-25 |
11.1% |
1-18 |
1.0% |
28% |
False |
False |
119,514 |
| 80 |
168-23 |
147-04 |
21-19 |
14.2% |
1-12 |
0.9% |
22% |
False |
False |
89,636 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
160-15 |
|
2.618 |
157-22 |
|
1.618 |
156-00 |
|
1.000 |
154-31 |
|
0.618 |
154-10 |
|
HIGH |
153-09 |
|
0.618 |
152-20 |
|
0.500 |
152-14 |
|
0.382 |
152-08 |
|
LOW |
151-19 |
|
0.618 |
150-18 |
|
1.000 |
149-29 |
|
1.618 |
148-28 |
|
2.618 |
147-06 |
|
4.250 |
144-14 |
|
|
| Fisher Pivots for day following 06-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
152-14 |
151-24 |
| PP |
152-07 |
151-23 |
| S1 |
152-00 |
151-22 |
|