ECBOT 30 Year Treasury Bond Future March 2017
| Trading Metrics calculated at close of trading on 24-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2017 |
24-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
150-25 |
152-02 |
1-09 |
0.8% |
152-02 |
| High |
152-15 |
152-08 |
-0-07 |
-0.1% |
153-28 |
| Low |
150-18 |
150-16 |
-0-02 |
0.0% |
149-30 |
| Close |
152-00 |
150-19 |
-1-13 |
-0.9% |
150-25 |
| Range |
1-29 |
1-24 |
-0-05 |
-8.2% |
3-30 |
| ATR |
1-18 |
1-18 |
0-00 |
0.9% |
0-00 |
| Volume |
271,484 |
204,599 |
-66,885 |
-24.6% |
1,111,982 |
|
| Daily Pivots for day following 24-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-12 |
155-07 |
151-18 |
|
| R3 |
154-20 |
153-15 |
151-02 |
|
| R2 |
152-28 |
152-28 |
150-29 |
|
| R1 |
151-23 |
151-23 |
150-24 |
151-14 |
| PP |
151-04 |
151-04 |
151-04 |
150-31 |
| S1 |
149-31 |
149-31 |
150-14 |
149-22 |
| S2 |
149-12 |
149-12 |
150-09 |
|
| S3 |
147-20 |
148-07 |
150-04 |
|
| S4 |
145-28 |
146-15 |
149-20 |
|
|
| 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 |
153-10 |
149-30 |
3-12 |
2.2% |
1-21 |
1.1% |
19% |
False |
False |
258,338 |
| 10 |
153-31 |
149-30 |
4-01 |
2.7% |
1-19 |
1.1% |
16% |
False |
False |
263,940 |
| 20 |
153-31 |
148-07 |
5-24 |
3.8% |
1-14 |
1.0% |
41% |
False |
False |
222,119 |
| 40 |
153-31 |
147-04 |
6-27 |
4.5% |
1-17 |
1.0% |
51% |
False |
False |
239,634 |
| 60 |
163-17 |
147-04 |
16-13 |
10.9% |
1-21 |
1.1% |
21% |
False |
False |
166,317 |
| 80 |
168-23 |
147-04 |
21-19 |
14.3% |
1-17 |
1.0% |
16% |
False |
False |
124,753 |
| 100 |
169-19 |
147-04 |
22-15 |
14.9% |
1-09 |
0.9% |
15% |
False |
False |
99,802 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
159-22 |
|
2.618 |
156-27 |
|
1.618 |
155-03 |
|
1.000 |
154-00 |
|
0.618 |
153-11 |
|
HIGH |
152-08 |
|
0.618 |
151-19 |
|
0.500 |
151-12 |
|
0.382 |
151-05 |
|
LOW |
150-16 |
|
0.618 |
149-13 |
|
1.000 |
148-24 |
|
1.618 |
147-21 |
|
2.618 |
145-29 |
|
4.250 |
143-02 |
|
|
| Fisher Pivots for day following 24-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
151-12 |
151-07 |
| PP |
151-04 |
151-00 |
| S1 |
150-27 |
150-26 |
|