ECBOT 30 Year Treasury Bond Future March 2017
| Trading Metrics calculated at close of trading on 14-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2017 |
14-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
151-27 |
151-10 |
-0-17 |
-0.3% |
150-13 |
| High |
151-28 |
151-17 |
-0-11 |
-0.2% |
153-21 |
| Low |
151-00 |
149-29 |
-1-03 |
-0.7% |
150-10 |
| Close |
151-12 |
150-20 |
-0-24 |
-0.5% |
151-29 |
| Range |
0-28 |
1-20 |
0-24 |
85.7% |
3-11 |
| ATR |
1-13 |
1-13 |
0-01 |
1.1% |
0-00 |
| Volume |
158,911 |
273,699 |
114,788 |
72.2% |
1,426,930 |
|
| Daily Pivots for day following 14-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-18 |
154-23 |
151-17 |
|
| R3 |
153-30 |
153-03 |
151-02 |
|
| R2 |
152-10 |
152-10 |
150-30 |
|
| R1 |
151-15 |
151-15 |
150-25 |
151-03 |
| PP |
150-22 |
150-22 |
150-22 |
150-16 |
| S1 |
149-27 |
149-27 |
150-15 |
149-15 |
| S2 |
149-02 |
149-02 |
150-10 |
|
| S3 |
147-14 |
148-07 |
150-06 |
|
| S4 |
145-26 |
146-19 |
149-23 |
|
|
| 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 |
149-29 |
3-24 |
2.5% |
1-11 |
0.9% |
19% |
False |
True |
268,309 |
| 10 |
153-21 |
149-23 |
3-30 |
2.6% |
1-11 |
0.9% |
23% |
False |
False |
271,921 |
| 20 |
153-21 |
148-30 |
4-23 |
3.1% |
1-12 |
0.9% |
36% |
False |
False |
261,836 |
| 40 |
153-31 |
147-13 |
6-18 |
4.4% |
1-12 |
0.9% |
49% |
False |
False |
231,427 |
| 60 |
153-31 |
147-04 |
6-27 |
4.5% |
1-15 |
1.0% |
51% |
False |
False |
231,627 |
| 80 |
163-27 |
147-04 |
16-23 |
11.1% |
1-18 |
1.0% |
21% |
False |
False |
174,058 |
| 100 |
168-23 |
147-04 |
21-19 |
14.3% |
1-14 |
1.0% |
16% |
False |
False |
139,253 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158-14 |
|
2.618 |
155-25 |
|
1.618 |
154-05 |
|
1.000 |
153-05 |
|
0.618 |
152-17 |
|
HIGH |
151-17 |
|
0.618 |
150-29 |
|
0.500 |
150-23 |
|
0.382 |
150-17 |
|
LOW |
149-29 |
|
0.618 |
148-29 |
|
1.000 |
148-09 |
|
1.618 |
147-09 |
|
2.618 |
145-21 |
|
4.250 |
143-00 |
|
|
| Fisher Pivots for day following 14-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
150-23 |
151-05 |
| PP |
150-22 |
150-31 |
| S1 |
150-21 |
150-26 |
|