ECBOT 30 Year Treasury Bond Future March 2017
| Trading Metrics calculated at close of trading on 10-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2017 |
10-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
149-04 |
147-27 |
-1-09 |
-0.9% |
150-15 |
| High |
149-05 |
148-09 |
-0-28 |
-0.6% |
151-05 |
| Low |
147-27 |
147-22 |
-0-05 |
-0.1% |
147-22 |
| Close |
148-02 |
148-02 |
0-00 |
0.0% |
148-02 |
| Range |
1-10 |
0-19 |
-0-23 |
-54.8% |
3-15 |
| ATR |
1-09 |
1-07 |
-0-02 |
-3.8% |
0-00 |
| Volume |
1,072 |
1,415 |
343 |
32.0% |
11,005 |
|
| Daily Pivots for day following 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-25 |
149-17 |
148-12 |
|
| R3 |
149-06 |
148-30 |
148-07 |
|
| R2 |
148-19 |
148-19 |
148-05 |
|
| R1 |
148-11 |
148-11 |
148-04 |
148-15 |
| PP |
148-00 |
148-00 |
148-00 |
148-03 |
| S1 |
147-24 |
147-24 |
148-00 |
147-28 |
| S2 |
147-13 |
147-13 |
147-31 |
|
| S3 |
146-26 |
147-05 |
147-29 |
|
| S4 |
146-07 |
146-18 |
147-24 |
|
|
| Weekly Pivots for week ending 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-12 |
157-06 |
149-31 |
|
| R3 |
155-29 |
153-23 |
149-01 |
|
| R2 |
152-14 |
152-14 |
148-22 |
|
| R1 |
150-08 |
150-08 |
148-12 |
149-20 |
| PP |
148-31 |
148-31 |
148-31 |
148-21 |
| S1 |
146-25 |
146-25 |
147-24 |
146-04 |
| S2 |
145-16 |
145-16 |
147-14 |
|
| S3 |
142-01 |
143-10 |
147-03 |
|
| S4 |
138-18 |
139-27 |
146-05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
151-05 |
147-22 |
3-15 |
2.3% |
1-01 |
0.7% |
11% |
False |
True |
2,201 |
| 10 |
153-11 |
147-22 |
5-21 |
3.8% |
1-02 |
0.7% |
7% |
False |
True |
45,490 |
| 20 |
153-12 |
147-22 |
5-22 |
3.8% |
1-05 |
0.8% |
7% |
False |
True |
184,572 |
| 40 |
153-31 |
147-22 |
6-09 |
4.2% |
1-10 |
0.9% |
6% |
False |
True |
227,431 |
| 60 |
153-31 |
147-04 |
6-27 |
4.6% |
1-11 |
0.9% |
14% |
False |
False |
220,289 |
| 80 |
154-03 |
147-04 |
6-31 |
4.7% |
1-14 |
1.0% |
13% |
False |
False |
211,046 |
| 100 |
163-27 |
147-04 |
16-23 |
11.3% |
1-15 |
1.0% |
6% |
False |
False |
169,014 |
| 120 |
168-23 |
147-04 |
21-19 |
14.6% |
1-12 |
0.9% |
4% |
False |
False |
140,847 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-26 |
|
2.618 |
149-27 |
|
1.618 |
149-08 |
|
1.000 |
148-28 |
|
0.618 |
148-21 |
|
HIGH |
148-09 |
|
0.618 |
148-02 |
|
0.500 |
148-00 |
|
0.382 |
147-29 |
|
LOW |
147-22 |
|
0.618 |
147-10 |
|
1.000 |
147-03 |
|
1.618 |
146-23 |
|
2.618 |
146-04 |
|
4.250 |
145-05 |
|
|
| Fisher Pivots for day following 10-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
148-01 |
148-30 |
| PP |
148-00 |
148-20 |
| S1 |
148-00 |
148-11 |
|