ECBOT 30 Year Treasury Bond Future March 2017
| Trading Metrics calculated at close of trading on 27-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2017 |
27-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
149-22 |
149-29 |
0-07 |
0.1% |
150-25 |
| High |
149-30 |
150-14 |
0-16 |
0.3% |
152-15 |
| Low |
148-30 |
149-16 |
0-18 |
0.4% |
148-30 |
| Close |
149-25 |
150-12 |
0-19 |
0.4% |
150-12 |
| Range |
1-00 |
0-30 |
-0-02 |
-6.3% |
3-17 |
| ATR |
1-18 |
1-16 |
-0-01 |
-2.8% |
0-00 |
| Volume |
201,060 |
195,486 |
-5,574 |
-2.8% |
1,126,215 |
|
| Daily Pivots for day following 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-29 |
152-19 |
150-28 |
|
| R3 |
151-31 |
151-21 |
150-20 |
|
| R2 |
151-01 |
151-01 |
150-18 |
|
| R1 |
150-23 |
150-23 |
150-15 |
150-28 |
| PP |
150-03 |
150-03 |
150-03 |
150-06 |
| S1 |
149-25 |
149-25 |
150-09 |
149-30 |
| S2 |
149-05 |
149-05 |
150-06 |
|
| S3 |
148-07 |
148-27 |
150-04 |
|
| S4 |
147-09 |
147-29 |
149-28 |
|
|
| Weekly Pivots for week ending 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-06 |
159-10 |
152-10 |
|
| R3 |
157-21 |
155-25 |
151-11 |
|
| R2 |
154-04 |
154-04 |
151-01 |
|
| R1 |
152-08 |
152-08 |
150-22 |
151-14 |
| PP |
150-19 |
150-19 |
150-19 |
150-06 |
| S1 |
148-23 |
148-23 |
150-02 |
147-28 |
| S2 |
147-02 |
147-02 |
149-23 |
|
| S3 |
143-17 |
145-06 |
149-13 |
|
| S4 |
140-00 |
141-21 |
148-14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
152-15 |
148-30 |
3-17 |
2.3% |
1-15 |
1.0% |
41% |
False |
False |
225,243 |
| 10 |
153-28 |
148-30 |
4-30 |
3.3% |
1-20 |
1.1% |
29% |
False |
False |
252,482 |
| 20 |
153-31 |
148-30 |
5-01 |
3.3% |
1-16 |
1.0% |
29% |
False |
False |
242,113 |
| 40 |
153-31 |
147-04 |
6-27 |
4.6% |
1-17 |
1.0% |
47% |
False |
False |
240,352 |
| 60 |
163-17 |
147-04 |
16-13 |
10.9% |
1-21 |
1.1% |
20% |
False |
False |
177,118 |
| 80 |
166-27 |
147-04 |
19-23 |
13.1% |
1-17 |
1.0% |
16% |
False |
False |
132,879 |
| 100 |
169-19 |
147-04 |
22-15 |
14.9% |
1-10 |
0.9% |
14% |
False |
False |
106,304 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154-14 |
|
2.618 |
152-29 |
|
1.618 |
151-31 |
|
1.000 |
151-12 |
|
0.618 |
151-01 |
|
HIGH |
150-14 |
|
0.618 |
150-03 |
|
0.500 |
149-31 |
|
0.382 |
149-27 |
|
LOW |
149-16 |
|
0.618 |
148-29 |
|
1.000 |
148-18 |
|
1.618 |
147-31 |
|
2.618 |
147-01 |
|
4.250 |
145-16 |
|
|
| Fisher Pivots for day following 27-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
150-08 |
150-08 |
| PP |
150-03 |
150-04 |
| S1 |
149-31 |
150-00 |
|