ECBOT 30 Year Treasury Bond Future March 2017
| Trading Metrics calculated at close of trading on 11-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2017 |
11-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
152-26 |
152-21 |
-0-05 |
-0.1% |
150-07 |
| High |
152-31 |
153-17 |
0-18 |
0.4% |
153-09 |
| Low |
152-07 |
152-10 |
0-03 |
0.1% |
149-02 |
| Close |
152-17 |
152-26 |
0-09 |
0.2% |
151-25 |
| Range |
0-24 |
1-07 |
0-15 |
62.5% |
4-07 |
| ATR |
1-14 |
1-14 |
-0-01 |
-1.1% |
0-00 |
| Volume |
176,348 |
287,237 |
110,889 |
62.9% |
1,126,308 |
|
| Daily Pivots for day following 11-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-17 |
155-29 |
153-15 |
|
| R3 |
155-10 |
154-22 |
153-05 |
|
| R2 |
154-03 |
154-03 |
153-01 |
|
| R1 |
153-15 |
153-15 |
152-30 |
153-25 |
| PP |
152-28 |
152-28 |
152-28 |
153-02 |
| S1 |
152-08 |
152-08 |
152-22 |
152-18 |
| S2 |
151-21 |
151-21 |
152-19 |
|
| S3 |
150-14 |
151-01 |
152-15 |
|
| S4 |
149-07 |
149-26 |
152-05 |
|
|
| Weekly Pivots for week ending 06-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164-01 |
162-04 |
154-03 |
|
| R3 |
159-26 |
157-29 |
152-30 |
|
| R2 |
155-19 |
155-19 |
152-18 |
|
| R1 |
153-22 |
153-22 |
152-05 |
154-21 |
| PP |
151-12 |
151-12 |
151-12 |
151-27 |
| S1 |
149-15 |
149-15 |
151-13 |
150-14 |
| S2 |
147-05 |
147-05 |
151-00 |
|
| S3 |
142-30 |
145-08 |
150-20 |
|
| S4 |
138-23 |
141-01 |
149-15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
153-17 |
150-14 |
3-03 |
2.0% |
1-17 |
1.0% |
77% |
True |
False |
248,206 |
| 10 |
153-17 |
148-16 |
5-01 |
3.3% |
1-11 |
0.9% |
86% |
True |
False |
213,453 |
| 20 |
153-17 |
147-04 |
6-13 |
4.2% |
1-12 |
0.9% |
89% |
True |
False |
206,006 |
| 40 |
154-03 |
147-04 |
6-31 |
4.6% |
1-17 |
1.0% |
82% |
False |
False |
194,662 |
| 60 |
163-27 |
147-04 |
16-23 |
10.9% |
1-19 |
1.0% |
34% |
False |
False |
130,068 |
| 80 |
168-23 |
147-04 |
21-19 |
14.1% |
1-13 |
0.9% |
26% |
False |
False |
97,555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158-23 |
|
2.618 |
156-23 |
|
1.618 |
155-16 |
|
1.000 |
154-24 |
|
0.618 |
154-09 |
|
HIGH |
153-17 |
|
0.618 |
153-02 |
|
0.500 |
152-30 |
|
0.382 |
152-25 |
|
LOW |
152-10 |
|
0.618 |
151-18 |
|
1.000 |
151-03 |
|
1.618 |
150-11 |
|
2.618 |
149-04 |
|
4.250 |
147-04 |
|
|
| Fisher Pivots for day following 11-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
152-30 |
152-23 |
| PP |
152-28 |
152-20 |
| S1 |
152-27 |
152-17 |
|