ECBOT 30 Year Treasury Bond Future March 2017
| Trading Metrics calculated at close of trading on 09-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2017 |
09-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
149-31 |
149-04 |
-0-27 |
-0.6% |
153-09 |
| High |
150-05 |
149-05 |
-1-00 |
-0.7% |
153-11 |
| Low |
148-18 |
147-27 |
-0-23 |
-0.5% |
149-31 |
| Close |
149-05 |
148-02 |
-1-03 |
-0.7% |
150-16 |
| Range |
1-19 |
1-10 |
-0-09 |
-17.6% |
3-12 |
| ATR |
1-08 |
1-09 |
0-00 |
0.3% |
0-00 |
| Volume |
2,240 |
1,072 |
-1,168 |
-52.1% |
443,900 |
|
| Daily Pivots for day following 09-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-09 |
151-16 |
148-25 |
|
| R3 |
150-31 |
150-06 |
148-14 |
|
| R2 |
149-21 |
149-21 |
148-10 |
|
| R1 |
148-28 |
148-28 |
148-06 |
148-20 |
| PP |
148-11 |
148-11 |
148-11 |
148-07 |
| S1 |
147-18 |
147-18 |
147-30 |
147-10 |
| S2 |
147-01 |
147-01 |
147-26 |
|
| S3 |
145-23 |
146-08 |
147-22 |
|
| S4 |
144-13 |
144-30 |
147-11 |
|
|
| 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 |
147-27 |
3-10 |
2.2% |
1-02 |
0.7% |
7% |
False |
True |
2,920 |
| 10 |
153-12 |
147-27 |
5-17 |
3.7% |
1-05 |
0.8% |
4% |
False |
True |
94,950 |
| 20 |
153-17 |
147-27 |
5-22 |
3.8% |
1-06 |
0.8% |
4% |
False |
True |
199,469 |
| 40 |
153-31 |
147-27 |
6-04 |
4.1% |
1-11 |
0.9% |
4% |
False |
True |
234,577 |
| 60 |
153-31 |
147-04 |
6-27 |
4.6% |
1-11 |
0.9% |
14% |
False |
False |
224,833 |
| 80 |
154-29 |
147-04 |
7-25 |
5.3% |
1-14 |
1.0% |
12% |
False |
False |
211,050 |
| 100 |
163-27 |
147-04 |
16-23 |
11.3% |
1-15 |
1.0% |
6% |
False |
False |
169,000 |
| 120 |
168-23 |
147-04 |
21-19 |
14.6% |
1-12 |
0.9% |
4% |
False |
False |
140,835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154-24 |
|
2.618 |
152-19 |
|
1.618 |
151-09 |
|
1.000 |
150-15 |
|
0.618 |
149-31 |
|
HIGH |
149-05 |
|
0.618 |
148-21 |
|
0.500 |
148-16 |
|
0.382 |
148-11 |
|
LOW |
147-27 |
|
0.618 |
147-01 |
|
1.000 |
146-17 |
|
1.618 |
145-23 |
|
2.618 |
144-13 |
|
4.250 |
142-09 |
|
|
| Fisher Pivots for day following 09-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
148-16 |
149-05 |
| PP |
148-11 |
148-25 |
| S1 |
148-07 |
148-14 |
|