ECBOT 30 Year Treasury Bond Future June 2017
| Trading Metrics calculated at close of trading on 23-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2017 |
23-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
149-22 |
150-02 |
0-12 |
0.3% |
151-06 |
| High |
149-27 |
151-05 |
1-10 |
0.9% |
152-17 |
| Low |
148-21 |
149-11 |
0-22 |
0.5% |
148-21 |
| Close |
149-16 |
150-24 |
1-08 |
0.8% |
149-16 |
| Range |
1-06 |
1-26 |
0-20 |
52.6% |
3-28 |
| ATR |
1-05 |
1-07 |
0-01 |
4.0% |
0-00 |
| Volume |
44 |
207 |
163 |
370.5% |
513 |
|
| Daily Pivots for day following 23-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-27 |
155-04 |
151-24 |
|
| R3 |
154-01 |
153-10 |
151-08 |
|
| R2 |
152-07 |
152-07 |
151-03 |
|
| R1 |
151-16 |
151-16 |
150-29 |
151-28 |
| PP |
150-13 |
150-13 |
150-13 |
150-19 |
| S1 |
149-22 |
149-22 |
150-19 |
150-02 |
| S2 |
148-19 |
148-19 |
150-13 |
|
| S3 |
146-25 |
147-28 |
150-08 |
|
| S4 |
144-31 |
146-02 |
149-24 |
|
|
| Weekly Pivots for week ending 20-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-27 |
159-18 |
151-20 |
|
| R3 |
157-31 |
155-22 |
150-18 |
|
| R2 |
154-03 |
154-03 |
150-07 |
|
| R1 |
151-26 |
151-26 |
149-27 |
151-01 |
| PP |
150-07 |
150-07 |
150-07 |
149-27 |
| S1 |
147-30 |
147-30 |
149-05 |
147-05 |
| S2 |
146-11 |
146-11 |
148-25 |
|
| S3 |
142-15 |
144-02 |
148-14 |
|
| S4 |
138-19 |
140-06 |
147-12 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158-28 |
|
2.618 |
155-29 |
|
1.618 |
154-03 |
|
1.000 |
152-31 |
|
0.618 |
152-09 |
|
HIGH |
151-05 |
|
0.618 |
150-15 |
|
0.500 |
150-08 |
|
0.382 |
150-01 |
|
LOW |
149-11 |
|
0.618 |
148-07 |
|
1.000 |
147-17 |
|
1.618 |
146-13 |
|
2.618 |
144-19 |
|
4.250 |
141-21 |
|
|
| Fisher Pivots for day following 23-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
150-19 |
150-15 |
| PP |
150-13 |
150-06 |
| S1 |
150-08 |
149-29 |
|