ECBOT 30 Year Treasury Bond Future March 2017
| Trading Metrics calculated at close of trading on 03-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2017 |
03-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
150-17 |
150-16 |
-0-01 |
0.0% |
150-15 |
| High |
151-15 |
151-09 |
-0-06 |
-0.1% |
151-15 |
| Low |
150-11 |
149-27 |
-0-16 |
-0.3% |
149-23 |
| Close |
150-18 |
150-01 |
-0-17 |
-0.4% |
150-01 |
| Range |
1-04 |
1-14 |
0-10 |
27.8% |
1-24 |
| ATR |
1-13 |
1-13 |
0-00 |
0.2% |
0-00 |
| Volume |
271,001 |
310,725 |
39,724 |
14.7% |
1,435,361 |
|
| Daily Pivots for day following 03-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-22 |
153-26 |
150-26 |
|
| R3 |
153-08 |
152-12 |
150-14 |
|
| R2 |
151-26 |
151-26 |
150-09 |
|
| R1 |
150-30 |
150-30 |
150-05 |
150-21 |
| PP |
150-12 |
150-12 |
150-12 |
150-08 |
| S1 |
149-16 |
149-16 |
149-29 |
149-07 |
| S2 |
148-30 |
148-30 |
149-25 |
|
| S3 |
147-16 |
148-02 |
149-20 |
|
| S4 |
146-02 |
146-20 |
149-08 |
|
|
| Weekly Pivots for week ending 03-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-21 |
154-19 |
151-00 |
|
| R3 |
153-29 |
152-27 |
150-16 |
|
| R2 |
152-05 |
152-05 |
150-11 |
|
| R1 |
151-03 |
151-03 |
150-06 |
150-24 |
| PP |
150-13 |
150-13 |
150-13 |
150-08 |
| S1 |
149-11 |
149-11 |
149-28 |
149-00 |
| S2 |
148-21 |
148-21 |
149-23 |
|
| S3 |
146-29 |
147-19 |
149-18 |
|
| S4 |
145-05 |
145-27 |
149-02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
151-15 |
149-23 |
1-24 |
1.2% |
1-05 |
0.8% |
18% |
False |
False |
287,072 |
| 10 |
152-15 |
148-30 |
3-17 |
2.4% |
1-10 |
0.9% |
31% |
False |
False |
256,157 |
| 20 |
153-31 |
148-30 |
5-01 |
3.4% |
1-14 |
0.9% |
22% |
False |
False |
258,208 |
| 40 |
153-31 |
147-04 |
6-27 |
4.6% |
1-14 |
1.0% |
42% |
False |
False |
235,404 |
| 60 |
163-17 |
147-04 |
16-13 |
10.9% |
1-21 |
1.1% |
18% |
False |
False |
200,985 |
| 80 |
163-29 |
147-04 |
16-25 |
11.2% |
1-17 |
1.0% |
17% |
False |
False |
150,821 |
| 100 |
168-23 |
147-04 |
21-19 |
14.4% |
1-12 |
0.9% |
13% |
False |
False |
120,657 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
157-13 |
|
2.618 |
155-01 |
|
1.618 |
153-19 |
|
1.000 |
152-23 |
|
0.618 |
152-05 |
|
HIGH |
151-09 |
|
0.618 |
150-23 |
|
0.500 |
150-18 |
|
0.382 |
150-13 |
|
LOW |
149-27 |
|
0.618 |
148-31 |
|
1.000 |
148-13 |
|
1.618 |
147-17 |
|
2.618 |
146-03 |
|
4.250 |
143-24 |
|
|
| Fisher Pivots for day following 03-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
150-18 |
150-19 |
| PP |
150-12 |
150-13 |
| S1 |
150-07 |
150-07 |
|