ECBOT 30 Year Treasury Bond Future March 2017
| Trading Metrics calculated at close of trading on 20-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2017 |
20-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
151-12 |
150-25 |
-0-19 |
-0.4% |
152-02 |
| High |
151-27 |
151-05 |
-0-22 |
-0.5% |
153-28 |
| Low |
150-09 |
149-30 |
-0-11 |
-0.2% |
149-30 |
| Close |
151-02 |
150-25 |
-0-09 |
-0.2% |
150-25 |
| Range |
1-18 |
1-07 |
-0-11 |
-22.0% |
3-30 |
| ATR |
1-18 |
1-17 |
-0-01 |
-1.6% |
0-00 |
| Volume |
320,606 |
267,286 |
-53,320 |
-16.6% |
1,111,982 |
|
| Daily Pivots for day following 20-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-09 |
153-24 |
151-14 |
|
| R3 |
153-02 |
152-17 |
151-04 |
|
| R2 |
151-27 |
151-27 |
151-00 |
|
| R1 |
151-10 |
151-10 |
150-29 |
151-13 |
| PP |
150-20 |
150-20 |
150-20 |
150-21 |
| S1 |
150-03 |
150-03 |
150-21 |
150-06 |
| S2 |
149-13 |
149-13 |
150-18 |
|
| S3 |
148-06 |
148-28 |
150-14 |
|
| S4 |
146-31 |
147-21 |
150-04 |
|
|
| Weekly Pivots for week ending 20-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163-11 |
161-00 |
152-30 |
|
| R3 |
159-13 |
157-02 |
151-28 |
|
| R2 |
155-15 |
155-15 |
151-16 |
|
| R1 |
153-04 |
153-04 |
151-05 |
152-11 |
| PP |
151-17 |
151-17 |
151-17 |
151-04 |
| S1 |
149-06 |
149-06 |
150-13 |
148-13 |
| S2 |
147-19 |
147-19 |
150-02 |
|
| S3 |
143-21 |
145-08 |
149-22 |
|
| S4 |
139-23 |
141-10 |
148-20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
153-28 |
149-30 |
3-30 |
2.6% |
1-25 |
1.2% |
21% |
False |
True |
279,722 |
| 10 |
153-31 |
149-30 |
4-01 |
2.7% |
1-17 |
1.0% |
21% |
False |
True |
260,259 |
| 20 |
153-31 |
148-04 |
5-27 |
3.9% |
1-12 |
0.9% |
45% |
False |
False |
211,640 |
| 40 |
153-31 |
147-04 |
6-27 |
4.5% |
1-17 |
1.0% |
53% |
False |
False |
235,302 |
| 60 |
163-23 |
147-04 |
16-19 |
11.0% |
1-20 |
1.1% |
22% |
False |
False |
158,390 |
| 80 |
168-23 |
147-04 |
21-19 |
14.3% |
1-16 |
1.0% |
17% |
False |
False |
118,802 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
156-11 |
|
2.618 |
154-11 |
|
1.618 |
153-04 |
|
1.000 |
152-12 |
|
0.618 |
151-29 |
|
HIGH |
151-05 |
|
0.618 |
150-22 |
|
0.500 |
150-18 |
|
0.382 |
150-13 |
|
LOW |
149-30 |
|
0.618 |
149-06 |
|
1.000 |
148-23 |
|
1.618 |
147-31 |
|
2.618 |
146-24 |
|
4.250 |
144-24 |
|
|
| Fisher Pivots for day following 20-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
150-23 |
151-20 |
| PP |
150-20 |
151-11 |
| S1 |
150-18 |
151-02 |
|