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
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-07
Narrowest range in 4 trading days
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

These figures are updated between 7pm and 10pm EST after a trading day.

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