ECBOT 30 Year Treasury Bond Future March 2017
| Trading Metrics calculated at close of trading on 08-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2017 |
08-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
150-07 |
149-31 |
-0-08 |
-0.2% |
153-09 |
| High |
150-15 |
150-05 |
-0-10 |
-0.2% |
153-11 |
| Low |
149-29 |
148-18 |
-1-11 |
-0.9% |
149-31 |
| Close |
150-03 |
149-05 |
-0-30 |
-0.6% |
150-16 |
| Range |
0-18 |
1-19 |
1-01 |
183.3% |
3-12 |
| ATR |
1-08 |
1-08 |
0-01 |
2.0% |
0-00 |
| Volume |
1,972 |
2,240 |
268 |
13.6% |
443,900 |
|
| Daily Pivots for day following 08-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-02 |
153-07 |
150-01 |
|
| R3 |
152-15 |
151-20 |
149-19 |
|
| R2 |
150-28 |
150-28 |
149-14 |
|
| R1 |
150-01 |
150-01 |
149-10 |
149-21 |
| PP |
149-09 |
149-09 |
149-09 |
149-04 |
| S1 |
148-14 |
148-14 |
149-00 |
148-02 |
| S2 |
147-22 |
147-22 |
148-28 |
|
| S3 |
146-03 |
146-27 |
148-23 |
|
| S4 |
144-16 |
145-08 |
148-09 |
|
|
| 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 |
151-05 |
148-18 |
2-19 |
1.7% |
1-00 |
0.7% |
23% |
False |
True |
4,409 |
| 10 |
153-12 |
148-18 |
4-26 |
3.2% |
1-03 |
0.7% |
12% |
False |
True |
142,957 |
| 20 |
153-21 |
148-18 |
5-03 |
3.4% |
1-07 |
0.8% |
12% |
False |
True |
215,773 |
| 40 |
153-31 |
148-18 |
5-13 |
3.6% |
1-10 |
0.9% |
11% |
False |
True |
238,959 |
| 60 |
153-31 |
147-04 |
6-27 |
4.6% |
1-11 |
0.9% |
30% |
False |
False |
229,455 |
| 80 |
157-01 |
147-04 |
9-29 |
6.6% |
1-15 |
1.0% |
21% |
False |
False |
211,090 |
| 100 |
163-29 |
147-04 |
16-25 |
11.3% |
1-15 |
1.0% |
12% |
False |
False |
168,991 |
| 120 |
168-23 |
147-04 |
21-19 |
14.5% |
1-12 |
0.9% |
9% |
False |
False |
140,827 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
156-30 |
|
2.618 |
154-11 |
|
1.618 |
152-24 |
|
1.000 |
151-24 |
|
0.618 |
151-05 |
|
HIGH |
150-05 |
|
0.618 |
149-18 |
|
0.500 |
149-12 |
|
0.382 |
149-05 |
|
LOW |
148-18 |
|
0.618 |
147-18 |
|
1.000 |
146-31 |
|
1.618 |
145-31 |
|
2.618 |
144-12 |
|
4.250 |
141-25 |
|
|
| Fisher Pivots for day following 08-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
149-12 |
149-28 |
| PP |
149-09 |
149-20 |
| S1 |
149-07 |
149-13 |
|