ECBOT 30 Year Treasury Bond Future March 2017
| Trading Metrics calculated at close of trading on 08-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2017 |
08-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
151-17 |
152-05 |
0-20 |
0.4% |
150-15 |
| High |
152-17 |
153-21 |
1-04 |
0.7% |
151-15 |
| Low |
150-26 |
152-02 |
1-08 |
0.8% |
149-23 |
| Close |
152-06 |
153-09 |
1-03 |
0.7% |
150-01 |
| Range |
1-23 |
1-19 |
-0-04 |
-7.3% |
1-24 |
| ATR |
1-14 |
1-15 |
0-00 |
0.7% |
0-00 |
| Volume |
266,669 |
327,156 |
60,487 |
22.7% |
1,435,361 |
|
| Daily Pivots for day following 08-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-25 |
157-04 |
154-05 |
|
| R3 |
156-06 |
155-17 |
153-23 |
|
| R2 |
154-19 |
154-19 |
153-18 |
|
| R1 |
153-30 |
153-30 |
153-14 |
154-09 |
| PP |
153-00 |
153-00 |
153-00 |
153-05 |
| S1 |
152-11 |
152-11 |
153-04 |
152-22 |
| S2 |
151-13 |
151-13 |
153-00 |
|
| S3 |
149-26 |
150-24 |
152-27 |
|
| S4 |
148-07 |
149-05 |
152-13 |
|
|
| 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 |
153-21 |
149-27 |
3-26 |
2.5% |
1-14 |
0.9% |
90% |
True |
False |
285,375 |
| 10 |
153-21 |
148-30 |
4-23 |
3.1% |
1-08 |
0.8% |
92% |
True |
False |
267,705 |
| 20 |
153-31 |
148-30 |
5-01 |
3.3% |
1-15 |
1.0% |
86% |
False |
False |
269,684 |
| 40 |
153-31 |
147-04 |
6-27 |
4.5% |
1-13 |
0.9% |
90% |
False |
False |
237,515 |
| 60 |
154-29 |
147-04 |
7-25 |
5.1% |
1-17 |
1.0% |
79% |
False |
False |
214,910 |
| 80 |
163-27 |
147-04 |
16-23 |
10.9% |
1-18 |
1.0% |
37% |
False |
False |
161,383 |
| 100 |
168-23 |
147-04 |
21-19 |
14.1% |
1-14 |
0.9% |
29% |
False |
False |
129,109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
160-14 |
|
2.618 |
157-27 |
|
1.618 |
156-08 |
|
1.000 |
155-08 |
|
0.618 |
154-21 |
|
HIGH |
153-21 |
|
0.618 |
153-02 |
|
0.500 |
152-28 |
|
0.382 |
152-21 |
|
LOW |
152-02 |
|
0.618 |
151-02 |
|
1.000 |
150-15 |
|
1.618 |
149-15 |
|
2.618 |
147-28 |
|
4.250 |
145-09 |
|
|
| Fisher Pivots for day following 08-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
153-05 |
152-27 |
| PP |
153-00 |
152-13 |
| S1 |
152-28 |
152-00 |
|