ECBOT 30 Year Treasury Bond Future March 2017
| Trading Metrics calculated at close of trading on 25-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2017 |
25-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
152-02 |
150-27 |
-1-07 |
-0.8% |
152-02 |
| High |
152-08 |
151-02 |
-1-06 |
-0.8% |
153-28 |
| Low |
150-16 |
149-08 |
-1-08 |
-0.8% |
149-30 |
| Close |
150-19 |
149-15 |
-1-04 |
-0.7% |
150-25 |
| Range |
1-24 |
1-26 |
0-02 |
3.6% |
3-30 |
| ATR |
1-18 |
1-19 |
0-01 |
1.1% |
0-00 |
| Volume |
204,599 |
253,586 |
48,987 |
23.9% |
1,111,982 |
|
| Daily Pivots for day following 25-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-12 |
154-07 |
150-15 |
|
| R3 |
153-18 |
152-13 |
149-31 |
|
| R2 |
151-24 |
151-24 |
149-26 |
|
| R1 |
150-19 |
150-19 |
149-20 |
150-09 |
| PP |
149-30 |
149-30 |
149-30 |
149-24 |
| S1 |
148-25 |
148-25 |
149-10 |
148-15 |
| S2 |
148-04 |
148-04 |
149-04 |
|
| S3 |
146-10 |
146-31 |
148-31 |
|
| S4 |
144-16 |
145-05 |
148-15 |
|
|
| 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 |
152-15 |
149-08 |
3-07 |
2.2% |
1-21 |
1.1% |
7% |
False |
True |
263,512 |
| 10 |
153-31 |
149-08 |
4-23 |
3.2% |
1-22 |
1.1% |
5% |
False |
True |
271,664 |
| 20 |
153-31 |
148-07 |
5-24 |
3.8% |
1-16 |
1.0% |
22% |
False |
False |
231,393 |
| 40 |
153-31 |
147-04 |
6-27 |
4.6% |
1-17 |
1.0% |
34% |
False |
False |
243,820 |
| 60 |
163-17 |
147-04 |
16-13 |
11.0% |
1-21 |
1.1% |
14% |
False |
False |
170,538 |
| 80 |
168-23 |
147-04 |
21-19 |
14.4% |
1-17 |
1.0% |
11% |
False |
False |
127,922 |
| 100 |
169-19 |
147-04 |
22-15 |
15.0% |
1-10 |
0.9% |
10% |
False |
False |
102,338 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158-24 |
|
2.618 |
155-26 |
|
1.618 |
154-00 |
|
1.000 |
152-28 |
|
0.618 |
152-06 |
|
HIGH |
151-02 |
|
0.618 |
150-12 |
|
0.500 |
150-05 |
|
0.382 |
149-30 |
|
LOW |
149-08 |
|
0.618 |
148-04 |
|
1.000 |
147-14 |
|
1.618 |
146-10 |
|
2.618 |
144-16 |
|
4.250 |
141-18 |
|
|
| Fisher Pivots for day following 25-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
150-05 |
150-28 |
| PP |
149-30 |
150-13 |
| S1 |
149-22 |
149-30 |
|