ECBOT 30 Year Treasury Bond Future March 2017
Trading Metrics calculated at close of trading on 03-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2017 |
03-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
150-30 |
150-16 |
-0-14 |
-0.3% |
153-09 |
High |
150-30 |
150-25 |
-0-05 |
-0.1% |
153-11 |
Low |
150-00 |
149-31 |
-0-01 |
0.0% |
149-31 |
Close |
150-11 |
150-16 |
0-05 |
0.1% |
150-16 |
Range |
0-30 |
0-26 |
-0-04 |
-13.3% |
3-12 |
ATR |
1-11 |
1-10 |
-0-01 |
-2.8% |
0-00 |
Volume |
8,517 |
5,012 |
-3,505 |
-41.2% |
443,900 |
|
Daily Pivots for day following 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
152-27 |
152-16 |
150-30 |
|
R3 |
152-01 |
151-22 |
150-23 |
|
R2 |
151-07 |
151-07 |
150-21 |
|
R1 |
150-28 |
150-28 |
150-18 |
150-29 |
PP |
150-13 |
150-13 |
150-13 |
150-14 |
S1 |
150-02 |
150-02 |
150-14 |
150-03 |
S2 |
149-19 |
149-19 |
150-11 |
|
S3 |
148-25 |
149-08 |
150-09 |
|
S4 |
147-31 |
148-14 |
150-02 |
|
|
Weekly Pivots for week ending 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161-13 |
159-10 |
152-11 |
|
R3 |
158-01 |
155-30 |
151-14 |
|
R2 |
154-21 |
154-21 |
151-04 |
|
R1 |
152-18 |
152-18 |
150-26 |
151-30 |
PP |
151-09 |
151-09 |
151-09 |
150-30 |
S1 |
149-06 |
149-06 |
150-06 |
148-18 |
S2 |
147-29 |
147-29 |
149-28 |
|
S3 |
144-17 |
145-26 |
149-18 |
|
S4 |
141-05 |
142-14 |
148-21 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
153-11 |
149-31 |
3-12 |
2.2% |
1-03 |
0.7% |
16% |
False |
True |
88,780 |
10 |
153-12 |
149-31 |
3-13 |
2.3% |
1-06 |
0.8% |
16% |
False |
True |
241,672 |
20 |
153-21 |
149-16 |
4-05 |
2.8% |
1-09 |
0.8% |
24% |
False |
False |
256,783 |
40 |
153-31 |
148-30 |
5-01 |
3.3% |
1-12 |
0.9% |
31% |
False |
False |
258,182 |
60 |
153-31 |
147-04 |
6-27 |
4.5% |
1-12 |
0.9% |
49% |
False |
False |
240,257 |
80 |
163-17 |
147-04 |
16-13 |
10.9% |
1-17 |
1.0% |
21% |
False |
False |
211,053 |
100 |
163-29 |
147-04 |
16-25 |
11.2% |
1-15 |
1.0% |
20% |
False |
False |
168,906 |
120 |
168-23 |
147-04 |
21-19 |
14.3% |
1-11 |
0.9% |
16% |
False |
False |
140,756 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
154-08 |
2.618 |
152-29 |
1.618 |
152-03 |
1.000 |
151-19 |
0.618 |
151-09 |
HIGH |
150-25 |
0.618 |
150-15 |
0.500 |
150-12 |
0.382 |
150-09 |
LOW |
149-31 |
0.618 |
149-15 |
1.000 |
149-05 |
1.618 |
148-21 |
2.618 |
147-27 |
4.250 |
146-17 |
|
|
Fisher Pivots for day following 03-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
150-15 |
151-05 |
PP |
150-13 |
150-30 |
S1 |
150-12 |
150-23 |
|