ECBOT 30 Year Treasury Bond Future March 2017
| Trading Metrics calculated at close of trading on 13-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2017 |
13-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
152-26 |
152-19 |
-0-07 |
-0.1% |
151-23 |
| High |
153-31 |
153-20 |
-0-11 |
-0.2% |
153-31 |
| Low |
152-18 |
151-11 |
-1-07 |
-0.8% |
151-11 |
| Close |
152-19 |
152-09 |
-0-10 |
-0.2% |
152-09 |
| Range |
1-13 |
2-09 |
0-28 |
62.2% |
2-20 |
| ATR |
1-14 |
1-16 |
0-02 |
4.3% |
0-00 |
| Volume |
301,124 |
286,629 |
-14,495 |
-4.8% |
1,221,319 |
|
| Daily Pivots for day following 13-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-08 |
158-02 |
153-17 |
|
| R3 |
156-31 |
155-25 |
152-29 |
|
| R2 |
154-22 |
154-22 |
152-22 |
|
| R1 |
153-16 |
153-16 |
152-16 |
152-31 |
| PP |
152-13 |
152-13 |
152-13 |
152-05 |
| S1 |
151-07 |
151-07 |
152-02 |
150-22 |
| S2 |
150-04 |
150-04 |
151-28 |
|
| S3 |
147-27 |
148-30 |
151-21 |
|
| S4 |
145-18 |
146-21 |
151-01 |
|
|
| Weekly Pivots for week ending 13-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-13 |
158-31 |
153-23 |
|
| R3 |
157-25 |
156-11 |
153-00 |
|
| R2 |
155-05 |
155-05 |
152-24 |
|
| R1 |
153-23 |
153-23 |
152-17 |
154-14 |
| PP |
152-17 |
152-17 |
152-17 |
152-29 |
| S1 |
151-03 |
151-03 |
152-01 |
151-26 |
| S2 |
149-29 |
149-29 |
151-26 |
|
| S3 |
147-09 |
148-15 |
151-18 |
|
| S4 |
144-21 |
145-27 |
150-27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
153-31 |
151-11 |
2-20 |
1.7% |
1-13 |
0.9% |
36% |
False |
True |
244,263 |
| 10 |
153-31 |
149-02 |
4-29 |
3.2% |
1-16 |
1.0% |
66% |
False |
False |
248,477 |
| 20 |
153-31 |
147-04 |
6-27 |
4.5% |
1-11 |
0.9% |
75% |
False |
False |
204,499 |
| 40 |
153-31 |
147-04 |
6-27 |
4.5% |
1-17 |
1.0% |
75% |
False |
False |
209,183 |
| 60 |
163-27 |
147-04 |
16-23 |
11.0% |
1-19 |
1.0% |
31% |
False |
False |
139,863 |
| 80 |
168-23 |
147-04 |
21-19 |
14.2% |
1-14 |
1.0% |
24% |
False |
False |
104,902 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
163-10 |
|
2.618 |
159-19 |
|
1.618 |
157-10 |
|
1.000 |
155-29 |
|
0.618 |
155-01 |
|
HIGH |
153-20 |
|
0.618 |
152-24 |
|
0.500 |
152-16 |
|
0.382 |
152-07 |
|
LOW |
151-11 |
|
0.618 |
149-30 |
|
1.000 |
149-02 |
|
1.618 |
147-21 |
|
2.618 |
145-12 |
|
4.250 |
141-21 |
|
|
| Fisher Pivots for day following 13-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
152-16 |
152-21 |
| PP |
152-13 |
152-17 |
| S1 |
152-11 |
152-13 |
|