ECBOT 30 Year Treasury Bond Future June 2017
Trading Metrics calculated at close of trading on 17-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2017 |
17-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
151-03 |
151-06 |
0-03 |
0.1% |
150-11 |
High |
151-27 |
152-17 |
0-22 |
0.5% |
152-20 |
Low |
150-04 |
150-24 |
0-20 |
0.4% |
150-04 |
Close |
151-00 |
152-01 |
1-01 |
0.7% |
151-00 |
Range |
1-23 |
1-25 |
0-02 |
3.6% |
2-16 |
ATR |
1-00 |
1-02 |
0-02 |
5.6% |
0-00 |
Volume |
489 |
80 |
-409 |
-83.6% |
722 |
|
Daily Pivots for day following 17-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
157-04 |
156-11 |
153-00 |
|
R3 |
155-11 |
154-18 |
152-17 |
|
R2 |
153-18 |
153-18 |
152-11 |
|
R1 |
152-25 |
152-25 |
152-06 |
153-06 |
PP |
151-25 |
151-25 |
151-25 |
151-31 |
S1 |
151-00 |
151-00 |
151-28 |
151-13 |
S2 |
150-00 |
150-00 |
151-23 |
|
S3 |
148-07 |
149-07 |
151-17 |
|
S4 |
146-14 |
147-14 |
151-02 |
|
|
Weekly Pivots for week ending 13-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
158-24 |
157-12 |
152-12 |
|
R3 |
156-08 |
154-28 |
151-22 |
|
R2 |
153-24 |
153-24 |
151-15 |
|
R1 |
152-12 |
152-12 |
151-07 |
153-02 |
PP |
151-08 |
151-08 |
151-08 |
151-19 |
S1 |
149-28 |
149-28 |
150-25 |
150-18 |
S2 |
148-24 |
148-24 |
150-17 |
|
S3 |
146-08 |
147-12 |
150-10 |
|
S4 |
143-24 |
144-28 |
149-20 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
160-03 |
2.618 |
157-06 |
1.618 |
155-13 |
1.000 |
154-10 |
0.618 |
153-20 |
HIGH |
152-17 |
0.618 |
151-27 |
0.500 |
151-21 |
0.382 |
151-14 |
LOW |
150-24 |
0.618 |
149-21 |
1.000 |
148-31 |
1.618 |
147-28 |
2.618 |
146-03 |
4.250 |
143-06 |
|
|
Fisher Pivots for day following 17-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
151-29 |
151-26 |
PP |
151-25 |
151-19 |
S1 |
151-21 |
151-12 |
|