ECBOT 30 Year Treasury Bond Future March 2017
| Trading Metrics calculated at close of trading on 01-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2017 |
01-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
150-05 |
150-22 |
0-17 |
0.4% |
150-25 |
| High |
151-06 |
150-23 |
-0-15 |
-0.3% |
152-15 |
| Low |
149-24 |
149-23 |
-0-01 |
0.0% |
148-30 |
| Close |
150-27 |
150-14 |
-0-13 |
-0.3% |
150-12 |
| Range |
1-14 |
1-00 |
-0-14 |
-30.4% |
3-17 |
| ATR |
1-14 |
1-14 |
-0-01 |
-1.6% |
0-00 |
| Volume |
338,492 |
277,947 |
-60,545 |
-17.9% |
1,126,215 |
|
| Daily Pivots for day following 01-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-09 |
152-28 |
151-00 |
|
| R3 |
152-09 |
151-28 |
150-23 |
|
| R2 |
151-09 |
151-09 |
150-20 |
|
| R1 |
150-28 |
150-28 |
150-17 |
150-19 |
| PP |
150-09 |
150-09 |
150-09 |
150-05 |
| S1 |
149-28 |
149-28 |
150-11 |
149-19 |
| S2 |
149-09 |
149-09 |
150-08 |
|
| S3 |
148-09 |
148-28 |
150-05 |
|
| S4 |
147-09 |
147-28 |
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 |
151-06 |
148-30 |
2-08 |
1.5% |
1-01 |
0.7% |
67% |
False |
False |
250,036 |
| 10 |
152-15 |
148-30 |
3-17 |
2.3% |
1-11 |
0.9% |
42% |
False |
False |
256,774 |
| 20 |
153-31 |
148-30 |
5-01 |
3.3% |
1-15 |
1.0% |
30% |
False |
False |
256,391 |
| 40 |
153-31 |
147-04 |
6-27 |
4.5% |
1-14 |
1.0% |
48% |
False |
False |
232,214 |
| 60 |
163-17 |
147-04 |
16-13 |
10.9% |
1-20 |
1.1% |
20% |
False |
False |
191,301 |
| 80 |
164-02 |
147-04 |
16-30 |
11.3% |
1-17 |
1.0% |
20% |
False |
False |
143,549 |
| 100 |
168-23 |
147-04 |
21-19 |
14.4% |
1-11 |
0.9% |
15% |
False |
False |
114,840 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154-31 |
|
2.618 |
153-11 |
|
1.618 |
152-11 |
|
1.000 |
151-23 |
|
0.618 |
151-11 |
|
HIGH |
150-23 |
|
0.618 |
150-11 |
|
0.500 |
150-07 |
|
0.382 |
150-03 |
|
LOW |
149-23 |
|
0.618 |
149-03 |
|
1.000 |
148-23 |
|
1.618 |
148-03 |
|
2.618 |
147-03 |
|
4.250 |
145-15 |
|
|
| Fisher Pivots for day following 01-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
150-12 |
150-15 |
| PP |
150-09 |
150-14 |
| S1 |
150-07 |
150-14 |
|