ECBOT 30 Year Treasury Bond Future March 2017
Trading Metrics calculated at close of trading on 07-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2017 |
07-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
150-15 |
150-07 |
-0-08 |
-0.2% |
153-09 |
High |
151-05 |
150-15 |
-0-22 |
-0.5% |
153-11 |
Low |
150-03 |
149-29 |
-0-06 |
-0.1% |
149-31 |
Close |
150-10 |
150-03 |
-0-07 |
-0.1% |
150-16 |
Range |
1-02 |
0-18 |
-0-16 |
-47.1% |
3-12 |
ATR |
1-09 |
1-08 |
-0-02 |
-4.0% |
0-00 |
Volume |
4,306 |
1,972 |
-2,334 |
-54.2% |
443,900 |
|
Daily Pivots for day following 07-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
151-27 |
151-17 |
150-13 |
|
R3 |
151-09 |
150-31 |
150-08 |
|
R2 |
150-23 |
150-23 |
150-06 |
|
R1 |
150-13 |
150-13 |
150-05 |
150-09 |
PP |
150-05 |
150-05 |
150-05 |
150-03 |
S1 |
149-27 |
149-27 |
150-01 |
149-23 |
S2 |
149-19 |
149-19 |
150-00 |
|
S3 |
149-01 |
149-09 |
149-30 |
|
S4 |
148-15 |
148-23 |
149-25 |
|
|
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 |
152-11 |
149-29 |
2-14 |
1.6% |
1-01 |
0.7% |
8% |
False |
True |
9,556 |
10 |
153-12 |
149-29 |
3-15 |
2.3% |
1-03 |
0.7% |
5% |
False |
True |
193,655 |
20 |
153-21 |
149-16 |
4-05 |
2.8% |
1-07 |
0.8% |
14% |
False |
False |
228,995 |
40 |
153-31 |
148-30 |
5-01 |
3.4% |
1-10 |
0.9% |
23% |
False |
False |
243,152 |
60 |
153-31 |
147-04 |
6-27 |
4.6% |
1-12 |
0.9% |
43% |
False |
False |
234,533 |
80 |
163-17 |
147-04 |
16-13 |
10.9% |
1-17 |
1.0% |
18% |
False |
False |
211,103 |
100 |
163-29 |
147-04 |
16-25 |
11.2% |
1-15 |
1.0% |
18% |
False |
False |
168,969 |
120 |
168-23 |
147-04 |
21-19 |
14.4% |
1-12 |
0.9% |
14% |
False |
False |
140,808 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
152-28 |
2.618 |
151-30 |
1.618 |
151-12 |
1.000 |
151-01 |
0.618 |
150-26 |
HIGH |
150-15 |
0.618 |
150-08 |
0.500 |
150-06 |
0.382 |
150-04 |
LOW |
149-29 |
0.618 |
149-18 |
1.000 |
149-11 |
1.618 |
149-00 |
2.618 |
148-14 |
4.250 |
147-17 |
|
|
Fisher Pivots for day following 07-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
150-06 |
150-17 |
PP |
150-05 |
150-12 |
S1 |
150-04 |
150-08 |
|