ECBOT 30 Year Treasury Bond Future March 2017
| Trading Metrics calculated at close of trading on 26-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2017 |
26-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
150-27 |
149-22 |
-1-05 |
-0.8% |
152-02 |
| High |
151-02 |
149-30 |
-1-04 |
-0.7% |
153-28 |
| Low |
149-08 |
148-30 |
-0-10 |
-0.2% |
149-30 |
| Close |
149-15 |
149-25 |
0-10 |
0.2% |
150-25 |
| Range |
1-26 |
1-00 |
-0-26 |
-44.8% |
3-30 |
| ATR |
1-19 |
1-18 |
-0-01 |
-2.7% |
0-00 |
| Volume |
253,586 |
201,060 |
-52,526 |
-20.7% |
1,111,982 |
|
| Daily Pivots for day following 26-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-18 |
152-05 |
150-11 |
|
| R3 |
151-18 |
151-05 |
150-02 |
|
| R2 |
150-18 |
150-18 |
149-31 |
|
| R1 |
150-05 |
150-05 |
149-28 |
150-12 |
| PP |
149-18 |
149-18 |
149-18 |
149-21 |
| S1 |
149-05 |
149-05 |
149-22 |
149-12 |
| S2 |
148-18 |
148-18 |
149-19 |
|
| S3 |
147-18 |
148-05 |
149-16 |
|
| S4 |
146-18 |
147-05 |
149-07 |
|
|
| 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 |
148-30 |
3-17 |
2.4% |
1-17 |
1.0% |
24% |
False |
True |
239,603 |
| 10 |
153-31 |
148-30 |
5-01 |
3.4% |
1-22 |
1.1% |
17% |
False |
True |
263,046 |
| 20 |
153-31 |
148-16 |
5-15 |
3.7% |
1-16 |
1.0% |
23% |
False |
False |
238,250 |
| 40 |
153-31 |
147-04 |
6-27 |
4.6% |
1-18 |
1.0% |
39% |
False |
False |
240,807 |
| 60 |
163-17 |
147-04 |
16-13 |
11.0% |
1-21 |
1.1% |
16% |
False |
False |
173,873 |
| 80 |
167-07 |
147-04 |
20-03 |
13.4% |
1-17 |
1.0% |
13% |
False |
False |
130,436 |
| 100 |
169-19 |
147-04 |
22-15 |
15.0% |
1-10 |
0.9% |
12% |
False |
False |
104,349 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154-06 |
|
2.618 |
152-18 |
|
1.618 |
151-18 |
|
1.000 |
150-30 |
|
0.618 |
150-18 |
|
HIGH |
149-30 |
|
0.618 |
149-18 |
|
0.500 |
149-14 |
|
0.382 |
149-10 |
|
LOW |
148-30 |
|
0.618 |
148-10 |
|
1.000 |
147-30 |
|
1.618 |
147-10 |
|
2.618 |
146-10 |
|
4.250 |
144-22 |
|
|
| Fisher Pivots for day following 26-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
149-21 |
150-19 |
| PP |
149-18 |
150-10 |
| S1 |
149-14 |
150-02 |
|