ECBOT 30 Year Treasury Bond Future March 2017
| Trading Metrics calculated at close of trading on 06-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2017 |
06-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
150-16 |
150-15 |
-0-01 |
0.0% |
153-09 |
| High |
150-25 |
151-05 |
0-12 |
0.2% |
153-11 |
| Low |
149-31 |
150-03 |
0-04 |
0.1% |
149-31 |
| Close |
150-16 |
150-10 |
-0-06 |
-0.1% |
150-16 |
| Range |
0-26 |
1-02 |
0-08 |
30.8% |
3-12 |
| ATR |
1-10 |
1-09 |
-0-01 |
-1.3% |
0-00 |
| Volume |
5,012 |
4,306 |
-706 |
-14.1% |
443,900 |
|
| Daily Pivots for day following 06-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-23 |
153-02 |
150-29 |
|
| R3 |
152-21 |
152-00 |
150-19 |
|
| R2 |
151-19 |
151-19 |
150-16 |
|
| R1 |
150-30 |
150-30 |
150-13 |
150-24 |
| PP |
150-17 |
150-17 |
150-17 |
150-13 |
| S1 |
149-28 |
149-28 |
150-07 |
149-22 |
| S2 |
149-15 |
149-15 |
150-04 |
|
| S3 |
148-13 |
148-26 |
150-01 |
|
| S4 |
147-11 |
147-24 |
149-23 |
|
|
| 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% |
1-05 |
0.8% |
10% |
False |
False |
24,322 |
| 10 |
153-12 |
149-31 |
3-13 |
2.3% |
1-04 |
0.8% |
10% |
False |
False |
223,065 |
| 20 |
153-21 |
149-16 |
4-05 |
2.8% |
1-08 |
0.8% |
20% |
False |
False |
241,462 |
| 40 |
153-31 |
148-30 |
5-01 |
3.3% |
1-11 |
0.9% |
27% |
False |
False |
249,835 |
| 60 |
153-31 |
147-04 |
6-27 |
4.6% |
1-12 |
0.9% |
47% |
False |
False |
237,423 |
| 80 |
163-17 |
147-04 |
16-13 |
10.9% |
1-18 |
1.0% |
19% |
False |
False |
211,105 |
| 100 |
163-29 |
147-04 |
16-25 |
11.2% |
1-15 |
1.0% |
19% |
False |
False |
168,949 |
| 120 |
168-23 |
147-04 |
21-19 |
14.4% |
1-11 |
0.9% |
15% |
False |
False |
140,791 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155-22 |
|
2.618 |
153-30 |
|
1.618 |
152-28 |
|
1.000 |
152-07 |
|
0.618 |
151-26 |
|
HIGH |
151-05 |
|
0.618 |
150-24 |
|
0.500 |
150-20 |
|
0.382 |
150-16 |
|
LOW |
150-03 |
|
0.618 |
149-14 |
|
1.000 |
149-01 |
|
1.618 |
148-12 |
|
2.618 |
147-10 |
|
4.250 |
145-19 |
|
|
| Fisher Pivots for day following 06-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
150-20 |
150-18 |
| PP |
150-17 |
150-15 |
| S1 |
150-13 |
150-13 |
|