ECBOT 30 Year Treasury Bond Future March 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 |
148-31 |
148-18 |
-0-13 |
-0.3% |
147-24 |
High |
149-01 |
149-25 |
0-24 |
0.5% |
149-12 |
Low |
148-07 |
148-16 |
0-09 |
0.2% |
147-21 |
Close |
148-18 |
149-23 |
1-05 |
0.8% |
149-04 |
Range |
0-26 |
1-09 |
0-15 |
57.7% |
1-23 |
ATR |
1-16 |
1-16 |
-0-01 |
-1.0% |
0-00 |
Volume |
63,925 |
118,224 |
54,299 |
84.9% |
658,243 |
|
Daily Pivots for day following 28-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
153-06 |
152-23 |
150-14 |
|
R3 |
151-29 |
151-14 |
150-02 |
|
R2 |
150-20 |
150-20 |
149-31 |
|
R1 |
150-05 |
150-05 |
149-27 |
150-13 |
PP |
149-11 |
149-11 |
149-11 |
149-14 |
S1 |
148-28 |
148-28 |
149-19 |
149-04 |
S2 |
148-02 |
148-02 |
149-15 |
|
S3 |
146-25 |
147-19 |
149-12 |
|
S4 |
145-16 |
146-10 |
149-00 |
|
|
Weekly Pivots for week ending 23-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
153-28 |
153-07 |
150-02 |
|
R3 |
152-05 |
151-16 |
149-19 |
|
R2 |
150-14 |
150-14 |
149-14 |
|
R1 |
149-25 |
149-25 |
149-09 |
150-03 |
PP |
148-23 |
148-23 |
148-23 |
148-28 |
S1 |
148-02 |
148-02 |
148-31 |
148-13 |
S2 |
147-00 |
147-00 |
148-26 |
|
S3 |
145-09 |
146-11 |
148-21 |
|
S4 |
143-18 |
144-20 |
148-06 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
149-25 |
148-04 |
1-21 |
1.1% |
0-30 |
0.6% |
96% |
True |
False |
103,353 |
10 |
150-05 |
147-04 |
3-01 |
2.0% |
1-12 |
0.9% |
86% |
False |
False |
181,005 |
20 |
153-01 |
147-04 |
5-29 |
3.9% |
1-19 |
1.1% |
44% |
False |
False |
238,592 |
40 |
163-17 |
147-04 |
16-13 |
11.0% |
1-23 |
1.2% |
16% |
False |
False |
144,621 |
60 |
166-27 |
147-04 |
19-23 |
13.2% |
1-18 |
1.0% |
13% |
False |
False |
96,468 |
80 |
169-19 |
147-04 |
22-15 |
15.0% |
1-09 |
0.9% |
12% |
False |
False |
72,351 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
155-07 |
2.618 |
153-04 |
1.618 |
151-27 |
1.000 |
151-02 |
0.618 |
150-18 |
HIGH |
149-25 |
0.618 |
149-09 |
0.500 |
149-05 |
0.382 |
149-00 |
LOW |
148-16 |
0.618 |
147-23 |
1.000 |
147-07 |
1.618 |
146-14 |
2.618 |
145-05 |
4.250 |
143-02 |
|
|
Fisher Pivots for day following 28-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
149-17 |
149-15 |
PP |
149-11 |
149-08 |
S1 |
149-05 |
149-00 |
|