ECBOT 30 Year Treasury Bond Future March 2017
| Trading Metrics calculated at close of trading on 15-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2017 |
15-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
151-10 |
150-24 |
-0-18 |
-0.4% |
150-13 |
| High |
151-17 |
150-25 |
-0-24 |
-0.5% |
153-21 |
| Low |
149-29 |
149-16 |
-0-13 |
-0.3% |
150-10 |
| Close |
150-20 |
149-30 |
-0-22 |
-0.5% |
151-29 |
| Range |
1-20 |
1-09 |
-0-11 |
-21.2% |
3-11 |
| ATR |
1-13 |
1-13 |
0-00 |
-0.7% |
0-00 |
| Volume |
273,699 |
277,269 |
3,570 |
1.3% |
1,426,930 |
|
| Daily Pivots for day following 15-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-29 |
153-07 |
150-21 |
|
| R3 |
152-20 |
151-30 |
150-09 |
|
| R2 |
151-11 |
151-11 |
150-06 |
|
| R1 |
150-21 |
150-21 |
150-02 |
150-12 |
| PP |
150-02 |
150-02 |
150-02 |
149-30 |
| S1 |
149-12 |
149-12 |
149-26 |
149-02 |
| S2 |
148-25 |
148-25 |
149-22 |
|
| S3 |
147-16 |
148-03 |
149-19 |
|
| S4 |
146-07 |
146-26 |
149-07 |
|
|
| 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 |
153-17 |
149-16 |
4-01 |
2.7% |
1-09 |
0.9% |
11% |
False |
True |
258,331 |
| 10 |
153-21 |
149-16 |
4-05 |
2.8% |
1-12 |
0.9% |
11% |
False |
True |
271,853 |
| 20 |
153-21 |
148-30 |
4-23 |
3.1% |
1-11 |
0.9% |
21% |
False |
False |
264,313 |
| 40 |
153-31 |
147-21 |
6-10 |
4.2% |
1-11 |
0.9% |
36% |
False |
False |
231,370 |
| 60 |
153-31 |
147-04 |
6-27 |
4.6% |
1-15 |
1.0% |
41% |
False |
False |
236,154 |
| 80 |
163-27 |
147-04 |
16-23 |
11.2% |
1-18 |
1.0% |
17% |
False |
False |
177,524 |
| 100 |
168-23 |
147-04 |
21-19 |
14.4% |
1-15 |
1.0% |
13% |
False |
False |
142,025 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
156-07 |
|
2.618 |
154-04 |
|
1.618 |
152-27 |
|
1.000 |
152-02 |
|
0.618 |
151-18 |
|
HIGH |
150-25 |
|
0.618 |
150-09 |
|
0.500 |
150-05 |
|
0.382 |
150-00 |
|
LOW |
149-16 |
|
0.618 |
148-23 |
|
1.000 |
148-07 |
|
1.618 |
147-14 |
|
2.618 |
146-05 |
|
4.250 |
144-02 |
|
|
| Fisher Pivots for day following 15-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
150-05 |
150-22 |
| PP |
150-02 |
150-14 |
| S1 |
150-00 |
150-06 |
|