ECBOT 30 Year Treasury Bond Future March 2017
| Trading Metrics calculated at close of trading on 12-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2017 |
12-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
152-21 |
152-26 |
0-05 |
0.1% |
150-07 |
| High |
153-17 |
153-31 |
0-14 |
0.3% |
153-09 |
| Low |
152-10 |
152-18 |
0-08 |
0.2% |
149-02 |
| Close |
152-26 |
152-19 |
-0-07 |
-0.1% |
151-25 |
| Range |
1-07 |
1-13 |
0-06 |
15.4% |
4-07 |
| ATR |
1-14 |
1-14 |
0-00 |
-0.1% |
0-00 |
| Volume |
287,237 |
301,124 |
13,887 |
4.8% |
1,126,308 |
|
| Daily Pivots for day following 12-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-08 |
156-11 |
153-12 |
|
| R3 |
155-27 |
154-30 |
152-31 |
|
| R2 |
154-14 |
154-14 |
152-27 |
|
| R1 |
153-17 |
153-17 |
152-23 |
153-09 |
| PP |
153-01 |
153-01 |
153-01 |
152-30 |
| S1 |
152-04 |
152-04 |
152-15 |
151-28 |
| S2 |
151-20 |
151-20 |
152-11 |
|
| S3 |
150-07 |
150-23 |
152-07 |
|
| S4 |
148-26 |
149-10 |
151-26 |
|
|
| 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 |
153-31 |
151-17 |
2-14 |
1.6% |
1-09 |
0.8% |
44% |
True |
False |
240,797 |
| 10 |
153-31 |
149-02 |
4-29 |
3.2% |
1-12 |
0.9% |
72% |
True |
False |
231,743 |
| 20 |
153-31 |
147-04 |
6-27 |
4.5% |
1-12 |
0.9% |
80% |
True |
False |
206,374 |
| 40 |
154-03 |
147-04 |
6-31 |
4.6% |
1-16 |
1.0% |
78% |
False |
False |
202,099 |
| 60 |
163-27 |
147-04 |
16-23 |
11.0% |
1-18 |
1.0% |
33% |
False |
False |
135,087 |
| 80 |
168-23 |
147-04 |
21-19 |
14.2% |
1-14 |
0.9% |
25% |
False |
False |
101,319 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
159-30 |
|
2.618 |
157-21 |
|
1.618 |
156-08 |
|
1.000 |
155-12 |
|
0.618 |
154-27 |
|
HIGH |
153-31 |
|
0.618 |
153-14 |
|
0.500 |
153-09 |
|
0.382 |
153-03 |
|
LOW |
152-18 |
|
0.618 |
151-22 |
|
1.000 |
151-05 |
|
1.618 |
150-09 |
|
2.618 |
148-28 |
|
4.250 |
146-19 |
|
|
| Fisher Pivots for day following 12-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
153-09 |
153-03 |
| PP |
153-01 |
152-30 |
| S1 |
152-26 |
152-24 |
|