ECBOT 30 Year Treasury Bond Future March 2017

Trading Metrics calculated at close of trading on 13-Jan-2017

Day Change Summary
	Previous	Current
	12-Jan-2017	13-Jan-2017	Change	Change %	Previous Week
Open	152-26	152-19	-0-07	-0.1%	151-23
High	153-31	153-20	-0-11	-0.2%	153-31
Low	152-18	151-11	-1-07	-0.8%	151-11
Close	152-19	152-09	-0-10	-0.2%	152-09
Range	1-13	2-09	0-28	62.2%	2-20
ATR	1-14	1-16	0-02	4.3%	0-00
Volume	301,124	286,629	-14,495	-4.8%	1,221,319

Daily Pivots for day following 13-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	159-08	158-02	153-17
R3	156-31	155-25	152-29
R2	154-22	154-22	152-22
R1	153-16	153-16	152-16	152-31
PP	152-13	152-13	152-13	152-05
S1	151-07	151-07	152-02	150-22
S2	150-04	150-04	151-28
S3	147-27	148-30	151-21
S4	145-18	146-21	151-01

Weekly Pivots for week ending 13-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	160-13	158-31	153-23
R3	157-25	156-11	153-00
R2	155-05	155-05	152-24
R1	153-23	153-23	152-17	154-14
PP	152-17	152-17	152-17	152-29
S1	151-03	151-03	152-01	151-26
S2	149-29	149-29	151-26
S3	147-09	148-15	151-18
S4	144-21	145-27	150-27

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	153-31	151-11	2-20	1.7%	1-13	0.9%	36%	False	True	244,263
10	153-31	149-02	4-29	3.2%	1-16	1.0%	66%	False	False	248,477
20	153-31	147-04	6-27	4.5%	1-11	0.9%	75%	False	False	204,499
40	153-31	147-04	6-27	4.5%	1-17	1.0%	75%	False	False	209,183
60	163-27	147-04	16-23	11.0%	1-19	1.0%	31%	False	False	139,863
80	168-23	147-04	21-19	14.2%	1-14	1.0%	24%	False	False	104,902

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-13
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	163-10
2.618	159-19
1.618	157-10
1.000	155-29
0.618	155-01
HIGH	153-20
0.618	152-24
0.500	152-16
0.382	152-07
LOW	151-11
0.618	149-30
1.000	149-02
1.618	147-21
2.618	145-12
4.250	141-21

Fisher Pivots for day following 13-Jan-2017
Pivot	1 day	3 day
R1	152-16	152-21
PP	152-13	152-17
S1	152-11	152-13

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols