ECBOT 30 Year Treasury Bond Future March 2017
| Trading Metrics calculated at close of trading on 19-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2017 |
19-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
153-09 |
151-12 |
-1-29 |
-1.2% |
151-23 |
| High |
153-10 |
151-27 |
-1-15 |
-1.0% |
153-31 |
| Low |
151-13 |
150-09 |
-1-04 |
-0.7% |
151-11 |
| Close |
152-01 |
151-02 |
-0-31 |
-0.6% |
152-09 |
| Range |
1-29 |
1-18 |
-0-11 |
-18.0% |
2-20 |
| ATR |
1-17 |
1-18 |
0-00 |
1.0% |
0-00 |
| Volume |
227,716 |
320,606 |
92,890 |
40.8% |
1,221,319 |
|
| Daily Pivots for day following 19-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-24 |
154-31 |
151-30 |
|
| R3 |
154-06 |
153-13 |
151-16 |
|
| R2 |
152-20 |
152-20 |
151-11 |
|
| R1 |
151-27 |
151-27 |
151-07 |
151-15 |
| PP |
151-02 |
151-02 |
151-02 |
150-28 |
| S1 |
150-09 |
150-09 |
150-29 |
149-29 |
| S2 |
149-16 |
149-16 |
150-25 |
|
| S3 |
147-30 |
148-23 |
150-20 |
|
| S4 |
146-12 |
147-05 |
150-06 |
|
|
| 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 |
150-09 |
3-22 |
2.4% |
1-26 |
1.2% |
21% |
False |
True |
286,489 |
| 10 |
153-31 |
150-09 |
3-22 |
2.4% |
1-21 |
1.1% |
21% |
False |
True |
267,348 |
| 20 |
153-31 |
148-01 |
5-30 |
3.9% |
1-11 |
0.9% |
51% |
False |
False |
205,910 |
| 40 |
153-31 |
147-04 |
6-27 |
4.5% |
1-16 |
1.0% |
58% |
False |
False |
229,840 |
| 60 |
163-27 |
147-04 |
16-23 |
11.1% |
1-20 |
1.1% |
24% |
False |
False |
153,937 |
| 80 |
168-23 |
147-04 |
21-19 |
14.3% |
1-16 |
1.0% |
18% |
False |
False |
115,461 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158-16 |
|
2.618 |
155-30 |
|
1.618 |
154-12 |
|
1.000 |
153-13 |
|
0.618 |
152-26 |
|
HIGH |
151-27 |
|
0.618 |
151-08 |
|
0.500 |
151-02 |
|
0.382 |
150-28 |
|
LOW |
150-09 |
|
0.618 |
149-10 |
|
1.000 |
148-23 |
|
1.618 |
147-24 |
|
2.618 |
146-06 |
|
4.250 |
143-21 |
|
|
| Fisher Pivots for day following 19-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
151-02 |
152-03 |
| PP |
151-02 |
151-24 |
| S1 |
151-02 |
151-13 |
|