ECBOT 30 Year Treasury Bond Future June 2017
| Trading Metrics calculated at close of trading on 12-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2017 |
12-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
151-12 |
151-29 |
0-17 |
0.4% |
149-09 |
| High |
152-06 |
152-20 |
0-14 |
0.3% |
151-24 |
| Low |
151-02 |
151-10 |
0-08 |
0.2% |
148-11 |
| Close |
151-17 |
151-10 |
-0-07 |
-0.1% |
150-15 |
| Range |
1-04 |
1-10 |
0-06 |
16.7% |
3-13 |
| ATR |
0-29 |
0-30 |
0-01 |
3.1% |
0-00 |
| Volume |
73 |
146 |
73 |
100.0% |
46 |
|
| Daily Pivots for day following 12-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-22 |
154-26 |
152-01 |
|
| R3 |
154-12 |
153-16 |
151-22 |
|
| R2 |
153-02 |
153-02 |
151-18 |
|
| R1 |
152-06 |
152-06 |
151-14 |
151-31 |
| PP |
151-24 |
151-24 |
151-24 |
151-20 |
| S1 |
150-28 |
150-28 |
151-06 |
150-21 |
| S2 |
150-14 |
150-14 |
151-02 |
|
| S3 |
149-04 |
149-18 |
150-30 |
|
| S4 |
147-26 |
148-08 |
150-19 |
|
|
| Weekly Pivots for week ending 06-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-13 |
158-27 |
152-11 |
|
| R3 |
157-00 |
155-14 |
151-13 |
|
| R2 |
153-19 |
153-19 |
151-03 |
|
| R1 |
152-01 |
152-01 |
150-25 |
152-26 |
| PP |
150-06 |
150-06 |
150-06 |
150-19 |
| S1 |
148-20 |
148-20 |
150-05 |
149-13 |
| S2 |
146-25 |
146-25 |
149-27 |
|
| S3 |
143-12 |
145-07 |
149-17 |
|
| S4 |
139-31 |
141-26 |
148-19 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158-06 |
|
2.618 |
156-02 |
|
1.618 |
154-24 |
|
1.000 |
153-30 |
|
0.618 |
153-14 |
|
HIGH |
152-20 |
|
0.618 |
152-04 |
|
0.500 |
151-31 |
|
0.382 |
151-26 |
|
LOW |
151-10 |
|
0.618 |
150-16 |
|
1.000 |
150-00 |
|
1.618 |
149-06 |
|
2.618 |
147-28 |
|
4.250 |
145-24 |
|
|
| Fisher Pivots for day following 12-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
151-31 |
151-27 |
| PP |
151-24 |
151-21 |
| S1 |
151-17 |
151-16 |
|