ECBOT 30 Year Treasury Bond Future June 2017
| Trading Metrics calculated at close of trading on 05-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2017 |
05-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
149-11 |
150-18 |
1-07 |
0.8% |
147-08 |
| High |
149-21 |
151-20 |
1-31 |
1.3% |
149-12 |
| Low |
149-02 |
149-06 |
0-04 |
0.1% |
147-08 |
| Close |
149-11 |
151-06 |
1-27 |
1.2% |
149-12 |
| Range |
0-19 |
2-14 |
1-27 |
310.5% |
2-04 |
| ATR |
0-24 |
0-28 |
0-04 |
16.4% |
0-00 |
| Volume |
14 |
16 |
2 |
14.3% |
20 |
|
| Daily Pivots for day following 05-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-31 |
157-01 |
152-17 |
|
| R3 |
155-17 |
154-19 |
151-27 |
|
| R2 |
153-03 |
153-03 |
151-20 |
|
| R1 |
152-05 |
152-05 |
151-13 |
152-20 |
| PP |
150-21 |
150-21 |
150-21 |
150-29 |
| S1 |
149-23 |
149-23 |
150-31 |
150-06 |
| S2 |
148-07 |
148-07 |
150-24 |
|
| S3 |
145-25 |
147-09 |
150-17 |
|
| S4 |
143-11 |
144-27 |
149-27 |
|
|
| Weekly Pivots for week ending 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-01 |
154-11 |
150-17 |
|
| R3 |
152-29 |
152-07 |
149-31 |
|
| R2 |
150-25 |
150-25 |
149-24 |
|
| R1 |
150-03 |
150-03 |
149-18 |
150-14 |
| PP |
148-21 |
148-21 |
148-21 |
148-27 |
| S1 |
147-31 |
147-31 |
149-06 |
148-10 |
| S2 |
146-17 |
146-17 |
149-00 |
|
| S3 |
144-13 |
145-27 |
148-25 |
|
| S4 |
142-09 |
143-23 |
148-07 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
162-00 |
|
2.618 |
158-00 |
|
1.618 |
155-18 |
|
1.000 |
154-02 |
|
0.618 |
153-04 |
|
HIGH |
151-20 |
|
0.618 |
150-22 |
|
0.500 |
150-13 |
|
0.382 |
150-04 |
|
LOW |
149-06 |
|
0.618 |
147-22 |
|
1.000 |
146-24 |
|
1.618 |
145-08 |
|
2.618 |
142-26 |
|
4.250 |
138-26 |
|
|
| Fisher Pivots for day following 05-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
150-30 |
150-25 |
| PP |
150-21 |
150-12 |
| S1 |
150-13 |
150-00 |
|