ECBOT 30 Year Treasury Bond Future March 2017
| Trading Metrics calculated at close of trading on 09-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2017 |
09-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
152-28 |
151-23 |
-1-05 |
-0.8% |
150-07 |
| High |
153-09 |
152-29 |
-0-12 |
-0.2% |
153-09 |
| Low |
151-19 |
151-17 |
-0-02 |
0.0% |
149-02 |
| Close |
151-25 |
152-23 |
0-30 |
0.6% |
151-25 |
| Range |
1-22 |
1-12 |
-0-10 |
-18.5% |
4-07 |
| ATR |
1-16 |
1-16 |
0-00 |
-0.6% |
0-00 |
| Volume |
269,297 |
169,981 |
-99,316 |
-36.9% |
1,126,308 |
|
| Daily Pivots for day following 09-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-16 |
156-00 |
153-15 |
|
| R3 |
155-04 |
154-20 |
153-03 |
|
| R2 |
153-24 |
153-24 |
152-31 |
|
| R1 |
153-08 |
153-08 |
152-27 |
153-16 |
| PP |
152-12 |
152-12 |
152-12 |
152-17 |
| S1 |
151-28 |
151-28 |
152-19 |
152-04 |
| S2 |
151-00 |
151-00 |
152-15 |
|
| S3 |
149-20 |
150-16 |
152-11 |
|
| S4 |
148-08 |
149-04 |
151-31 |
|
|
| 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% |
1-22 |
1.1% |
87% |
False |
False |
259,257 |
| 10 |
153-09 |
148-07 |
5-02 |
3.3% |
1-10 |
0.9% |
89% |
False |
False |
180,297 |
| 20 |
153-09 |
147-04 |
6-05 |
4.0% |
1-13 |
0.9% |
91% |
False |
False |
210,447 |
| 40 |
157-01 |
147-04 |
9-29 |
6.5% |
1-19 |
1.0% |
56% |
False |
False |
183,220 |
| 60 |
163-29 |
147-04 |
16-25 |
11.0% |
1-19 |
1.0% |
33% |
False |
False |
122,346 |
| 80 |
168-23 |
147-04 |
21-19 |
14.1% |
1-13 |
0.9% |
26% |
False |
False |
91,761 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158-24 |
|
2.618 |
156-16 |
|
1.618 |
155-04 |
|
1.000 |
154-09 |
|
0.618 |
153-24 |
|
HIGH |
152-29 |
|
0.618 |
152-12 |
|
0.500 |
152-07 |
|
0.382 |
152-02 |
|
LOW |
151-17 |
|
0.618 |
150-22 |
|
1.000 |
150-05 |
|
1.618 |
149-10 |
|
2.618 |
147-30 |
|
4.250 |
145-22 |
|
|
| Fisher Pivots for day following 09-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
152-18 |
152-14 |
| PP |
152-12 |
152-05 |
| S1 |
152-07 |
151-28 |
|