ECBOT 30 Year Treasury Bond Future March 2017
| Trading Metrics calculated at close of trading on 06-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2017 |
06-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
150-16 |
150-13 |
-0-03 |
-0.1% |
150-15 |
| High |
151-09 |
151-22 |
0-13 |
0.3% |
151-15 |
| Low |
149-27 |
150-10 |
0-15 |
0.3% |
149-23 |
| Close |
150-01 |
151-17 |
1-16 |
1.0% |
150-01 |
| Range |
1-14 |
1-12 |
-0-02 |
-4.3% |
1-24 |
| ATR |
1-13 |
1-14 |
0-01 |
1.3% |
0-00 |
| Volume |
310,725 |
251,326 |
-59,399 |
-19.1% |
1,435,361 |
|
| Daily Pivots for day following 06-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-10 |
154-25 |
152-09 |
|
| R3 |
153-30 |
153-13 |
151-29 |
|
| R2 |
152-18 |
152-18 |
151-25 |
|
| R1 |
152-01 |
152-01 |
151-21 |
152-10 |
| PP |
151-06 |
151-06 |
151-06 |
151-10 |
| S1 |
150-21 |
150-21 |
151-13 |
150-30 |
| S2 |
149-26 |
149-26 |
151-09 |
|
| S3 |
148-14 |
149-09 |
151-05 |
|
| S4 |
147-02 |
147-29 |
150-25 |
|
|
| 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 |
151-22 |
149-23 |
1-31 |
1.3% |
1-09 |
0.8% |
92% |
True |
False |
289,898 |
| 10 |
152-08 |
148-30 |
3-10 |
2.2% |
1-08 |
0.8% |
78% |
False |
False |
254,141 |
| 20 |
153-31 |
148-30 |
5-01 |
3.3% |
1-13 |
0.9% |
52% |
False |
False |
257,310 |
| 40 |
153-31 |
147-04 |
6-27 |
4.5% |
1-14 |
0.9% |
64% |
False |
False |
237,302 |
| 60 |
163-17 |
147-04 |
16-13 |
10.8% |
1-21 |
1.1% |
27% |
False |
False |
205,139 |
| 80 |
163-29 |
147-04 |
16-25 |
11.1% |
1-17 |
1.0% |
26% |
False |
False |
153,963 |
| 100 |
168-23 |
147-04 |
21-19 |
14.3% |
1-12 |
0.9% |
20% |
False |
False |
123,171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
157-17 |
|
2.618 |
155-09 |
|
1.618 |
153-29 |
|
1.000 |
153-02 |
|
0.618 |
152-17 |
|
HIGH |
151-22 |
|
0.618 |
151-05 |
|
0.500 |
151-00 |
|
0.382 |
150-27 |
|
LOW |
150-10 |
|
0.618 |
149-15 |
|
1.000 |
148-30 |
|
1.618 |
148-03 |
|
2.618 |
146-23 |
|
4.250 |
144-15 |
|
|
| Fisher Pivots for day following 06-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
151-11 |
151-09 |
| PP |
151-06 |
151-01 |
| S1 |
151-00 |
150-25 |
|