ECBOT 30 Year Treasury Bond Future March 2017
| Trading Metrics calculated at close of trading on 23-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2017 |
23-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
151-07 |
151-13 |
0-06 |
0.1% |
151-27 |
| High |
152-06 |
152-02 |
-0-04 |
-0.1% |
151-31 |
| Low |
150-24 |
151-08 |
0-16 |
0.3% |
149-16 |
| Close |
151-12 |
151-26 |
0-14 |
0.3% |
151-08 |
| Range |
1-14 |
0-26 |
-0-20 |
-43.5% |
2-15 |
| ATR |
1-12 |
1-11 |
-0-01 |
-2.9% |
0-00 |
| Volume |
509,220 |
481,140 |
-28,080 |
-5.5% |
1,171,674 |
|
| Daily Pivots for day following 23-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-05 |
153-25 |
152-08 |
|
| R3 |
153-11 |
152-31 |
152-01 |
|
| R2 |
152-17 |
152-17 |
151-31 |
|
| R1 |
152-05 |
152-05 |
151-28 |
152-11 |
| PP |
151-23 |
151-23 |
151-23 |
151-26 |
| S1 |
151-11 |
151-11 |
151-24 |
151-17 |
| S2 |
150-29 |
150-29 |
151-21 |
|
| S3 |
150-03 |
150-17 |
151-19 |
|
| S4 |
149-09 |
149-23 |
151-12 |
|
|
| Weekly Pivots for week ending 17-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-10 |
157-08 |
152-19 |
|
| R3 |
155-27 |
154-25 |
151-30 |
|
| R2 |
153-12 |
153-12 |
151-22 |
|
| R1 |
152-10 |
152-10 |
151-15 |
151-20 |
| PP |
150-29 |
150-29 |
150-29 |
150-18 |
| S1 |
149-27 |
149-27 |
151-01 |
149-04 |
| S2 |
148-14 |
148-14 |
150-26 |
|
| S3 |
145-31 |
147-12 |
150-18 |
|
| S4 |
143-16 |
144-29 |
149-29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
152-06 |
149-31 |
2-07 |
1.5% |
1-06 |
0.8% |
83% |
False |
False |
349,644 |
| 10 |
153-17 |
149-16 |
4-01 |
2.7% |
1-08 |
0.8% |
57% |
False |
False |
303,988 |
| 20 |
153-21 |
148-30 |
4-23 |
3.1% |
1-08 |
0.8% |
61% |
False |
False |
285,847 |
| 40 |
153-31 |
148-07 |
5-24 |
3.8% |
1-12 |
0.9% |
62% |
False |
False |
258,620 |
| 60 |
153-31 |
147-04 |
6-27 |
4.5% |
1-14 |
0.9% |
68% |
False |
False |
257,829 |
| 80 |
163-17 |
147-04 |
16-13 |
10.8% |
1-17 |
1.0% |
29% |
False |
False |
199,365 |
| 100 |
168-23 |
147-04 |
21-19 |
14.2% |
1-16 |
1.0% |
22% |
False |
False |
159,507 |
| 120 |
169-19 |
147-04 |
22-15 |
14.8% |
1-09 |
0.8% |
21% |
False |
False |
132,923 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155-16 |
|
2.618 |
154-06 |
|
1.618 |
153-12 |
|
1.000 |
152-28 |
|
0.618 |
152-18 |
|
HIGH |
152-02 |
|
0.618 |
151-24 |
|
0.500 |
151-21 |
|
0.382 |
151-18 |
|
LOW |
151-08 |
|
0.618 |
150-24 |
|
1.000 |
150-14 |
|
1.618 |
149-30 |
|
2.618 |
149-04 |
|
4.250 |
147-26 |
|
|
| Fisher Pivots for day following 23-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
151-24 |
151-22 |
| PP |
151-23 |
151-17 |
| S1 |
151-21 |
151-13 |
|