ECBOT 30 Year Treasury Bond Future March 2017
| Trading Metrics calculated at close of trading on 30-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2017 |
30-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
149-29 |
150-15 |
0-18 |
0.4% |
150-25 |
| High |
150-14 |
150-20 |
0-06 |
0.1% |
152-15 |
| Low |
149-16 |
149-28 |
0-12 |
0.3% |
148-30 |
| Close |
150-12 |
150-08 |
-0-04 |
-0.1% |
150-12 |
| Range |
0-30 |
0-24 |
-0-06 |
-20.0% |
3-17 |
| ATR |
1-16 |
1-14 |
-0-02 |
-3.6% |
0-00 |
| Volume |
195,486 |
237,196 |
41,710 |
21.3% |
1,126,215 |
|
| Daily Pivots for day following 30-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-16 |
152-04 |
150-21 |
|
| R3 |
151-24 |
151-12 |
150-15 |
|
| R2 |
151-00 |
151-00 |
150-12 |
|
| R1 |
150-20 |
150-20 |
150-10 |
150-14 |
| PP |
150-08 |
150-08 |
150-08 |
150-05 |
| S1 |
149-28 |
149-28 |
150-06 |
149-22 |
| S2 |
149-16 |
149-16 |
150-04 |
|
| S3 |
148-24 |
149-04 |
150-01 |
|
| S4 |
148-00 |
148-12 |
149-27 |
|
|
| Weekly Pivots for week ending 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-06 |
159-10 |
152-10 |
|
| R3 |
157-21 |
155-25 |
151-11 |
|
| R2 |
154-04 |
154-04 |
151-01 |
|
| R1 |
152-08 |
152-08 |
150-22 |
151-14 |
| PP |
150-19 |
150-19 |
150-19 |
150-06 |
| S1 |
148-23 |
148-23 |
150-02 |
147-28 |
| S2 |
147-02 |
147-02 |
149-23 |
|
| S3 |
143-17 |
145-06 |
149-13 |
|
| S4 |
140-00 |
141-21 |
148-14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
152-08 |
148-30 |
3-10 |
2.2% |
1-08 |
0.8% |
40% |
False |
False |
218,385 |
| 10 |
153-28 |
148-30 |
4-30 |
3.3% |
1-15 |
1.0% |
27% |
False |
False |
247,539 |
| 20 |
153-31 |
148-30 |
5-01 |
3.3% |
1-16 |
1.0% |
26% |
False |
False |
248,008 |
| 40 |
153-31 |
147-04 |
6-27 |
4.6% |
1-16 |
1.0% |
46% |
False |
False |
234,625 |
| 60 |
163-17 |
147-04 |
16-13 |
10.9% |
1-20 |
1.1% |
19% |
False |
False |
181,056 |
| 80 |
165-09 |
147-04 |
18-05 |
12.1% |
1-17 |
1.0% |
17% |
False |
False |
135,844 |
| 100 |
169-19 |
147-04 |
22-15 |
15.0% |
1-10 |
0.9% |
14% |
False |
False |
108,676 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153-26 |
|
2.618 |
152-19 |
|
1.618 |
151-27 |
|
1.000 |
151-12 |
|
0.618 |
151-03 |
|
HIGH |
150-20 |
|
0.618 |
150-11 |
|
0.500 |
150-08 |
|
0.382 |
150-05 |
|
LOW |
149-28 |
|
0.618 |
149-13 |
|
1.000 |
149-04 |
|
1.618 |
148-21 |
|
2.618 |
147-29 |
|
4.250 |
146-22 |
|
|
| Fisher Pivots for day following 30-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
150-08 |
150-03 |
| PP |
150-08 |
149-30 |
| S1 |
150-08 |
149-25 |
|