ECBOT 30 Year Treasury Bond Future June 2017
Trading Metrics calculated at close of trading on 28-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2016 |
28-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
147-08 |
148-00 |
0-24 |
0.5% |
148-02 |
High |
147-08 |
148-15 |
1-07 |
0.8% |
148-03 |
Low |
147-08 |
148-00 |
0-24 |
0.5% |
147-16 |
Close |
147-08 |
148-14 |
1-06 |
0.8% |
147-26 |
Range |
0-00 |
0-15 |
0-15 |
|
0-19 |
ATR |
0-23 |
0-24 |
0-01 |
5.1% |
0-00 |
Volume |
0 |
10 |
10 |
|
7 |
|
Daily Pivots for day following 28-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
149-23 |
149-17 |
148-22 |
|
R3 |
149-08 |
149-02 |
148-18 |
|
R2 |
148-25 |
148-25 |
148-17 |
|
R1 |
148-19 |
148-19 |
148-15 |
148-22 |
PP |
148-10 |
148-10 |
148-10 |
148-11 |
S1 |
148-04 |
148-04 |
148-13 |
148-07 |
S2 |
147-27 |
147-27 |
148-11 |
|
S3 |
147-12 |
147-21 |
148-10 |
|
S4 |
146-29 |
147-06 |
148-06 |
|
|
Weekly Pivots for week ending 23-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
149-19 |
149-09 |
148-04 |
|
R3 |
149-00 |
148-22 |
147-31 |
|
R2 |
148-13 |
148-13 |
147-29 |
|
R1 |
148-03 |
148-03 |
147-28 |
147-31 |
PP |
147-26 |
147-26 |
147-26 |
147-23 |
S1 |
147-16 |
147-16 |
147-24 |
147-11 |
S2 |
147-07 |
147-07 |
147-23 |
|
S3 |
146-20 |
146-29 |
147-21 |
|
S4 |
146-01 |
146-10 |
147-16 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
150-15 |
2.618 |
149-22 |
1.618 |
149-07 |
1.000 |
148-30 |
0.618 |
148-24 |
HIGH |
148-15 |
0.618 |
148-09 |
0.500 |
148-08 |
0.382 |
148-06 |
LOW |
148-00 |
0.618 |
147-23 |
1.000 |
147-17 |
1.618 |
147-08 |
2.618 |
146-25 |
4.250 |
146-00 |
|
|
Fisher Pivots for day following 28-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
148-12 |
148-08 |
PP |
148-10 |
148-02 |
S1 |
148-08 |
147-28 |
|