ECBOT 30 Year Treasury Bond Future March 2017
| Trading Metrics calculated at close of trading on 01-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2017 |
01-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
152-23 |
152-09 |
-0-14 |
-0.3% |
151-14 |
| High |
153-11 |
152-11 |
-1-00 |
-0.7% |
153-12 |
| Low |
152-08 |
150-16 |
-1-24 |
-1.1% |
150-19 |
| Close |
152-30 |
150-22 |
-2-08 |
-1.5% |
153-07 |
| Range |
1-03 |
1-27 |
0-24 |
68.6% |
2-25 |
| ATR |
1-10 |
1-12 |
0-03 |
6.3% |
0-00 |
| Volume |
75,804 |
27,974 |
-47,830 |
-63.1% |
1,782,447 |
|
| Daily Pivots for day following 01-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-23 |
155-17 |
151-22 |
|
| R3 |
154-28 |
153-22 |
151-06 |
|
| R2 |
153-01 |
153-01 |
151-01 |
|
| R1 |
151-27 |
151-27 |
150-27 |
151-17 |
| PP |
151-06 |
151-06 |
151-06 |
151-00 |
| S1 |
150-00 |
150-00 |
150-17 |
149-21 |
| S2 |
149-11 |
149-11 |
150-11 |
|
| S3 |
147-16 |
148-05 |
150-06 |
|
| S4 |
145-21 |
146-10 |
149-22 |
|
|
| Weekly Pivots for week ending 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-24 |
159-24 |
154-24 |
|
| R3 |
157-31 |
156-31 |
153-31 |
|
| R2 |
155-06 |
155-06 |
153-23 |
|
| R1 |
154-06 |
154-06 |
153-15 |
154-22 |
| PP |
152-13 |
152-13 |
152-13 |
152-21 |
| S1 |
151-13 |
151-13 |
152-31 |
151-29 |
| S2 |
149-20 |
149-20 |
152-23 |
|
| S3 |
146-27 |
148-20 |
152-15 |
|
| S4 |
144-02 |
145-27 |
151-22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
153-12 |
150-16 |
2-28 |
1.9% |
1-06 |
0.8% |
7% |
False |
True |
281,505 |
| 10 |
153-12 |
149-16 |
3-28 |
2.6% |
1-08 |
0.8% |
31% |
False |
False |
295,188 |
| 20 |
153-21 |
149-16 |
4-05 |
2.8% |
1-09 |
0.9% |
29% |
False |
False |
283,554 |
| 40 |
153-31 |
148-30 |
5-01 |
3.3% |
1-13 |
0.9% |
35% |
False |
False |
270,815 |
| 60 |
153-31 |
147-04 |
6-27 |
4.5% |
1-13 |
0.9% |
52% |
False |
False |
249,903 |
| 80 |
163-17 |
147-04 |
16-13 |
10.9% |
1-18 |
1.0% |
22% |
False |
False |
210,896 |
| 100 |
164-26 |
147-04 |
17-22 |
11.7% |
1-15 |
1.0% |
20% |
False |
False |
168,771 |
| 120 |
168-23 |
147-04 |
21-19 |
14.3% |
1-11 |
0.9% |
16% |
False |
False |
140,643 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
160-06 |
|
2.618 |
157-05 |
|
1.618 |
155-10 |
|
1.000 |
154-06 |
|
0.618 |
153-15 |
|
HIGH |
152-11 |
|
0.618 |
151-20 |
|
0.500 |
151-14 |
|
0.382 |
151-07 |
|
LOW |
150-16 |
|
0.618 |
149-12 |
|
1.000 |
148-21 |
|
1.618 |
147-17 |
|
2.618 |
145-22 |
|
4.250 |
142-21 |
|
|
| Fisher Pivots for day following 01-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
151-14 |
151-30 |
| PP |
151-06 |
151-16 |
| S1 |
150-30 |
151-03 |
|