ECBOT 30 Year Treasury Bond Future June 2017
| Trading Metrics calculated at close of trading on 02-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2017 |
02-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
149-06 |
149-18 |
0-12 |
0.3% |
150-02 |
| High |
149-14 |
150-05 |
0-23 |
0.5% |
151-05 |
| Low |
148-16 |
149-02 |
0-18 |
0.4% |
147-21 |
| Close |
149-06 |
149-09 |
0-03 |
0.1% |
149-05 |
| Range |
0-30 |
1-03 |
0-05 |
16.7% |
3-16 |
| ATR |
1-06 |
1-06 |
0-00 |
-0.6% |
0-00 |
| Volume |
310 |
645 |
335 |
108.1% |
1,437 |
|
| Daily Pivots for day following 02-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-25 |
152-04 |
149-28 |
|
| R3 |
151-22 |
151-01 |
149-19 |
|
| R2 |
150-19 |
150-19 |
149-15 |
|
| R1 |
149-30 |
149-30 |
149-12 |
149-23 |
| PP |
149-16 |
149-16 |
149-16 |
149-13 |
| S1 |
148-27 |
148-27 |
149-06 |
148-20 |
| S2 |
148-13 |
148-13 |
149-03 |
|
| S3 |
147-10 |
147-24 |
148-31 |
|
| S4 |
146-07 |
146-21 |
148-22 |
|
|
| Weekly Pivots for week ending 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-26 |
158-00 |
151-03 |
|
| R3 |
156-10 |
154-16 |
150-04 |
|
| R2 |
152-26 |
152-26 |
149-26 |
|
| R1 |
151-00 |
151-00 |
149-15 |
150-05 |
| PP |
149-10 |
149-10 |
149-10 |
148-29 |
| S1 |
147-16 |
147-16 |
148-27 |
146-21 |
| S2 |
145-26 |
145-26 |
148-16 |
|
| S3 |
142-10 |
144-00 |
148-06 |
|
| S4 |
138-26 |
140-16 |
147-07 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154-26 |
|
2.618 |
153-01 |
|
1.618 |
151-30 |
|
1.000 |
151-08 |
|
0.618 |
150-27 |
|
HIGH |
150-05 |
|
0.618 |
149-24 |
|
0.500 |
149-20 |
|
0.382 |
149-15 |
|
LOW |
149-02 |
|
0.618 |
148-12 |
|
1.000 |
147-31 |
|
1.618 |
147-09 |
|
2.618 |
146-06 |
|
4.250 |
144-13 |
|
|
| Fisher Pivots for day following 02-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
149-20 |
149-11 |
| PP |
149-16 |
149-10 |
| S1 |
149-13 |
149-10 |
|