ECBOT 30 Year Treasury Bond Future March 2017
| Trading Metrics calculated at close of trading on 18-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2017 |
18-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
152-02 |
153-09 |
1-07 |
0.8% |
151-23 |
| High |
153-28 |
153-10 |
-0-18 |
-0.4% |
153-31 |
| Low |
151-31 |
151-13 |
-0-18 |
-0.4% |
151-11 |
| Close |
153-10 |
152-01 |
-1-09 |
-0.8% |
152-09 |
| Range |
1-29 |
1-29 |
0-00 |
0.0% |
2-20 |
| ATR |
1-17 |
1-17 |
0-01 |
1.8% |
0-00 |
| Volume |
296,374 |
227,716 |
-68,658 |
-23.2% |
1,221,319 |
|
| Daily Pivots for day following 18-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-31 |
156-29 |
153-03 |
|
| R3 |
156-02 |
155-00 |
152-18 |
|
| R2 |
154-05 |
154-05 |
152-12 |
|
| R1 |
153-03 |
153-03 |
152-07 |
152-22 |
| PP |
152-08 |
152-08 |
152-08 |
152-01 |
| S1 |
151-06 |
151-06 |
151-27 |
150-25 |
| S2 |
150-11 |
150-11 |
151-22 |
|
| S3 |
148-14 |
149-09 |
151-16 |
|
| S4 |
146-17 |
147-12 |
150-31 |
|
|
| 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% |
1-24 |
1.1% |
26% |
False |
False |
279,816 |
| 10 |
153-31 |
150-02 |
3-29 |
2.6% |
1-19 |
1.1% |
50% |
False |
False |
256,008 |
| 20 |
153-31 |
147-21 |
6-10 |
4.2% |
1-11 |
0.9% |
69% |
False |
False |
198,427 |
| 40 |
153-31 |
147-04 |
6-27 |
4.5% |
1-17 |
1.0% |
72% |
False |
False |
222,075 |
| 60 |
163-27 |
147-04 |
16-23 |
11.0% |
1-20 |
1.1% |
29% |
False |
False |
148,594 |
| 80 |
168-23 |
147-04 |
21-19 |
14.2% |
1-16 |
1.0% |
23% |
False |
False |
111,453 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
161-13 |
|
2.618 |
158-10 |
|
1.618 |
156-13 |
|
1.000 |
155-07 |
|
0.618 |
154-16 |
|
HIGH |
153-10 |
|
0.618 |
152-19 |
|
0.500 |
152-12 |
|
0.382 |
152-04 |
|
LOW |
151-13 |
|
0.618 |
150-07 |
|
1.000 |
149-16 |
|
1.618 |
148-10 |
|
2.618 |
146-13 |
|
4.250 |
143-10 |
|
|
| Fisher Pivots for day following 18-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
152-12 |
152-20 |
| PP |
152-08 |
152-13 |
| S1 |
152-05 |
152-07 |
|