ECBOT 30 Year Treasury Bond Future March 2017
| Trading Metrics calculated at close of trading on 10-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2017 |
10-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
153-16 |
152-09 |
-1-07 |
-0.8% |
150-13 |
| High |
153-17 |
152-12 |
-1-05 |
-0.8% |
153-21 |
| Low |
151-31 |
151-08 |
-0-23 |
-0.5% |
150-10 |
| Close |
152-06 |
151-29 |
-0-09 |
-0.2% |
151-29 |
| Range |
1-18 |
1-04 |
-0-14 |
-28.0% |
3-11 |
| ATR |
1-15 |
1-14 |
-0-01 |
-1.7% |
0-00 |
| Volume |
299,356 |
282,423 |
-16,933 |
-5.7% |
1,426,930 |
|
| Daily Pivots for day following 10-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-07 |
154-22 |
152-17 |
|
| R3 |
154-03 |
153-18 |
152-07 |
|
| R2 |
152-31 |
152-31 |
152-04 |
|
| R1 |
152-14 |
152-14 |
152-00 |
152-05 |
| PP |
151-27 |
151-27 |
151-27 |
151-22 |
| S1 |
151-10 |
151-10 |
151-26 |
151-01 |
| S2 |
150-23 |
150-23 |
151-22 |
|
| S3 |
149-19 |
150-06 |
151-19 |
|
| S4 |
148-15 |
149-02 |
151-09 |
|
|
| Weekly Pivots for week ending 10-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-00 |
160-09 |
153-24 |
|
| R3 |
158-21 |
156-30 |
152-26 |
|
| R2 |
155-10 |
155-10 |
152-17 |
|
| R1 |
153-19 |
153-19 |
152-07 |
154-15 |
| PP |
151-31 |
151-31 |
151-31 |
152-12 |
| S1 |
150-08 |
150-08 |
151-19 |
151-04 |
| S2 |
148-20 |
148-20 |
151-09 |
|
| S3 |
145-09 |
146-29 |
151-00 |
|
| S4 |
141-30 |
143-18 |
150-02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
153-21 |
150-10 |
3-11 |
2.2% |
1-15 |
1.0% |
48% |
False |
False |
285,386 |
| 10 |
153-21 |
149-23 |
3-30 |
2.6% |
1-10 |
0.9% |
56% |
False |
False |
286,229 |
| 20 |
153-28 |
148-30 |
4-30 |
3.3% |
1-15 |
1.0% |
60% |
False |
False |
269,355 |
| 40 |
153-31 |
147-04 |
6-27 |
4.5% |
1-13 |
0.9% |
70% |
False |
False |
237,865 |
| 60 |
154-03 |
147-04 |
6-31 |
4.6% |
1-16 |
1.0% |
69% |
False |
False |
224,518 |
| 80 |
163-27 |
147-04 |
16-23 |
11.0% |
1-18 |
1.0% |
29% |
False |
False |
168,654 |
| 100 |
168-23 |
147-04 |
21-19 |
14.2% |
1-14 |
0.9% |
22% |
False |
False |
134,927 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
157-05 |
|
2.618 |
155-10 |
|
1.618 |
154-06 |
|
1.000 |
153-16 |
|
0.618 |
153-02 |
|
HIGH |
152-12 |
|
0.618 |
151-30 |
|
0.500 |
151-26 |
|
0.382 |
151-22 |
|
LOW |
151-08 |
|
0.618 |
150-18 |
|
1.000 |
150-04 |
|
1.618 |
149-14 |
|
2.618 |
148-10 |
|
4.250 |
146-15 |
|
|
| Fisher Pivots for day following 10-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
151-28 |
152-15 |
| PP |
151-27 |
152-09 |
| S1 |
151-26 |
152-03 |
|