ECBOT 30 Year Treasury Bond Future March 2017
| Trading Metrics calculated at close of trading on 02-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2017 |
02-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
152-09 |
150-30 |
-1-11 |
-0.9% |
151-14 |
| High |
152-11 |
150-30 |
-1-13 |
-0.9% |
153-12 |
| Low |
150-16 |
150-00 |
-0-16 |
-0.3% |
150-19 |
| Close |
150-22 |
150-11 |
-0-11 |
-0.2% |
153-07 |
| Range |
1-27 |
0-30 |
-0-29 |
-49.2% |
2-25 |
| ATR |
1-12 |
1-11 |
-0-01 |
-2.3% |
0-00 |
| Volume |
27,974 |
8,517 |
-19,457 |
-69.6% |
1,782,447 |
|
| Daily Pivots for day following 02-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-08 |
152-23 |
150-28 |
|
| R3 |
152-10 |
151-25 |
150-19 |
|
| R2 |
151-12 |
151-12 |
150-17 |
|
| R1 |
150-27 |
150-27 |
150-14 |
150-21 |
| PP |
150-14 |
150-14 |
150-14 |
150-10 |
| S1 |
149-29 |
149-29 |
150-08 |
149-23 |
| S2 |
149-16 |
149-16 |
150-06 |
|
| S3 |
148-18 |
148-31 |
150-03 |
|
| S4 |
147-20 |
148-01 |
149-27 |
|
|
| 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 |
150-00 |
3-12 |
2.2% |
1-07 |
0.8% |
10% |
False |
True |
186,981 |
| 10 |
153-12 |
149-31 |
3-13 |
2.3% |
1-07 |
0.8% |
11% |
False |
False |
268,313 |
| 20 |
153-21 |
149-16 |
4-05 |
2.8% |
1-09 |
0.9% |
20% |
False |
False |
270,083 |
| 40 |
153-31 |
148-30 |
5-01 |
3.3% |
1-12 |
0.9% |
28% |
False |
False |
263,237 |
| 60 |
153-31 |
147-04 |
6-27 |
4.6% |
1-13 |
0.9% |
47% |
False |
False |
244,837 |
| 80 |
163-17 |
147-04 |
16-13 |
10.9% |
1-18 |
1.0% |
20% |
False |
False |
210,997 |
| 100 |
164-02 |
147-04 |
16-30 |
11.3% |
1-15 |
1.0% |
19% |
False |
False |
168,856 |
| 120 |
168-23 |
147-04 |
21-19 |
14.4% |
1-11 |
0.9% |
15% |
False |
False |
140,714 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154-30 |
|
2.618 |
153-13 |
|
1.618 |
152-15 |
|
1.000 |
151-28 |
|
0.618 |
151-17 |
|
HIGH |
150-30 |
|
0.618 |
150-19 |
|
0.500 |
150-15 |
|
0.382 |
150-11 |
|
LOW |
150-00 |
|
0.618 |
149-13 |
|
1.000 |
149-02 |
|
1.618 |
148-15 |
|
2.618 |
147-17 |
|
4.250 |
146-00 |
|
|
| Fisher Pivots for day following 02-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
150-15 |
151-22 |
| PP |
150-14 |
151-07 |
| S1 |
150-12 |
150-25 |
|