ECBOT 30 Year Treasury Bond Future March 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 |
150-22 |
150-17 |
-0-05 |
-0.1% |
150-25 |
| High |
150-23 |
151-15 |
0-24 |
0.5% |
152-15 |
| Low |
149-23 |
150-11 |
0-20 |
0.4% |
148-30 |
| Close |
150-14 |
150-18 |
0-04 |
0.1% |
150-12 |
| Range |
1-00 |
1-04 |
0-04 |
12.5% |
3-17 |
| ATR |
1-14 |
1-13 |
-0-01 |
-1.5% |
0-00 |
| Volume |
277,947 |
271,001 |
-6,946 |
-2.5% |
1,126,215 |
|
| Daily Pivots for day following 02-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-05 |
153-16 |
151-06 |
|
| R3 |
153-01 |
152-12 |
150-28 |
|
| R2 |
151-29 |
151-29 |
150-25 |
|
| R1 |
151-08 |
151-08 |
150-21 |
151-19 |
| PP |
150-25 |
150-25 |
150-25 |
150-31 |
| S1 |
150-04 |
150-04 |
150-15 |
150-15 |
| S2 |
149-21 |
149-21 |
150-11 |
|
| S3 |
148-17 |
149-00 |
150-08 |
|
| S4 |
147-13 |
147-28 |
149-30 |
|
|
| 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 |
151-15 |
149-16 |
1-31 |
1.3% |
1-02 |
0.7% |
54% |
True |
False |
264,024 |
| 10 |
152-15 |
148-30 |
3-17 |
2.3% |
1-09 |
0.9% |
46% |
False |
False |
251,813 |
| 20 |
153-31 |
148-30 |
5-01 |
3.3% |
1-15 |
1.0% |
32% |
False |
False |
259,580 |
| 40 |
153-31 |
147-04 |
6-27 |
4.5% |
1-13 |
0.9% |
50% |
False |
False |
231,994 |
| 60 |
163-17 |
147-04 |
16-13 |
10.9% |
1-20 |
1.1% |
21% |
False |
False |
195,809 |
| 80 |
163-29 |
147-04 |
16-25 |
11.1% |
1-17 |
1.0% |
20% |
False |
False |
146,937 |
| 100 |
168-23 |
147-04 |
21-19 |
14.3% |
1-12 |
0.9% |
16% |
False |
False |
117,550 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
156-08 |
|
2.618 |
154-13 |
|
1.618 |
153-09 |
|
1.000 |
152-19 |
|
0.618 |
152-05 |
|
HIGH |
151-15 |
|
0.618 |
151-01 |
|
0.500 |
150-29 |
|
0.382 |
150-25 |
|
LOW |
150-11 |
|
0.618 |
149-21 |
|
1.000 |
149-07 |
|
1.618 |
148-17 |
|
2.618 |
147-13 |
|
4.250 |
145-18 |
|
|
| Fisher Pivots for day following 02-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
150-29 |
150-19 |
| PP |
150-25 |
150-19 |
| S1 |
150-22 |
150-18 |
|