ECBOT 30 Year Treasury Bond Future March 2017
| Trading Metrics calculated at close of trading on 13-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2017 |
13-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
152-09 |
151-27 |
-0-14 |
-0.3% |
150-13 |
| High |
152-12 |
151-28 |
-0-16 |
-0.3% |
153-21 |
| Low |
151-08 |
151-00 |
-0-08 |
-0.2% |
150-10 |
| Close |
151-29 |
151-12 |
-0-17 |
-0.3% |
151-29 |
| Range |
1-04 |
0-28 |
-0-08 |
-22.2% |
3-11 |
| ATR |
1-14 |
1-13 |
-0-01 |
-2.6% |
0-00 |
| Volume |
282,423 |
158,911 |
-123,512 |
-43.7% |
1,426,930 |
|
| Daily Pivots for day following 13-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-01 |
153-19 |
151-27 |
|
| R3 |
153-05 |
152-23 |
151-20 |
|
| R2 |
152-09 |
152-09 |
151-17 |
|
| R1 |
151-27 |
151-27 |
151-15 |
151-20 |
| PP |
151-13 |
151-13 |
151-13 |
151-10 |
| S1 |
150-31 |
150-31 |
151-09 |
150-24 |
| S2 |
150-17 |
150-17 |
151-07 |
|
| S3 |
149-21 |
150-03 |
151-04 |
|
| S4 |
148-25 |
149-07 |
150-29 |
|
|
| 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 |
150-26 |
2-27 |
1.9% |
1-12 |
0.9% |
20% |
False |
False |
266,903 |
| 10 |
153-21 |
149-23 |
3-30 |
2.6% |
1-10 |
0.9% |
42% |
False |
False |
278,400 |
| 20 |
153-28 |
148-30 |
4-30 |
3.3% |
1-13 |
0.9% |
49% |
False |
False |
262,969 |
| 40 |
153-31 |
147-04 |
6-27 |
4.5% |
1-12 |
0.9% |
62% |
False |
False |
233,734 |
| 60 |
153-31 |
147-04 |
6-27 |
4.5% |
1-16 |
1.0% |
62% |
False |
False |
227,112 |
| 80 |
163-27 |
147-04 |
16-23 |
11.0% |
1-18 |
1.0% |
25% |
False |
False |
170,640 |
| 100 |
168-23 |
147-04 |
21-19 |
14.3% |
1-14 |
1.0% |
20% |
False |
False |
136,516 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155-19 |
|
2.618 |
154-05 |
|
1.618 |
153-09 |
|
1.000 |
152-24 |
|
0.618 |
152-13 |
|
HIGH |
151-28 |
|
0.618 |
151-17 |
|
0.500 |
151-14 |
|
0.382 |
151-11 |
|
LOW |
151-00 |
|
0.618 |
150-15 |
|
1.000 |
150-04 |
|
1.618 |
149-19 |
|
2.618 |
148-23 |
|
4.250 |
147-09 |
|
|
| Fisher Pivots for day following 13-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
151-14 |
152-09 |
| PP |
151-13 |
151-31 |
| S1 |
151-13 |
151-22 |
|