ECBOT 30 Year Treasury Bond Future March 2017
| Trading Metrics calculated at close of trading on 13-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2017 |
13-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
147-27 |
148-10 |
0-15 |
0.3% |
150-15 |
| High |
148-09 |
148-17 |
0-08 |
0.2% |
151-05 |
| Low |
147-22 |
147-07 |
-0-15 |
-0.3% |
147-22 |
| Close |
148-02 |
147-20 |
-0-14 |
-0.3% |
148-02 |
| Range |
0-19 |
1-10 |
0-23 |
121.0% |
3-15 |
| ATR |
1-07 |
1-07 |
0-00 |
0.5% |
0-00 |
| Volume |
1,415 |
1,938 |
523 |
37.0% |
11,005 |
|
| Daily Pivots for day following 13-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-23 |
151-00 |
148-11 |
|
| R3 |
150-13 |
149-22 |
148-00 |
|
| R2 |
149-03 |
149-03 |
147-28 |
|
| R1 |
148-12 |
148-12 |
147-24 |
148-03 |
| PP |
147-25 |
147-25 |
147-25 |
147-21 |
| S1 |
147-02 |
147-02 |
147-16 |
146-25 |
| S2 |
146-15 |
146-15 |
147-12 |
|
| S3 |
145-05 |
145-24 |
147-08 |
|
| S4 |
143-27 |
144-14 |
146-29 |
|
|
| 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 |
150-15 |
147-07 |
3-08 |
2.2% |
1-02 |
0.7% |
12% |
False |
True |
1,727 |
| 10 |
153-11 |
147-07 |
6-04 |
4.1% |
1-04 |
0.8% |
7% |
False |
True |
13,025 |
| 20 |
153-12 |
147-07 |
6-05 |
4.2% |
1-05 |
0.8% |
7% |
False |
True |
170,548 |
| 40 |
153-28 |
147-07 |
6-21 |
4.5% |
1-10 |
0.9% |
6% |
False |
True |
219,952 |
| 60 |
153-31 |
147-04 |
6-27 |
4.6% |
1-11 |
0.9% |
7% |
False |
False |
215,426 |
| 80 |
154-03 |
147-04 |
6-31 |
4.7% |
1-13 |
1.0% |
7% |
False |
False |
211,026 |
| 100 |
163-27 |
147-04 |
16-23 |
11.3% |
1-15 |
1.0% |
3% |
False |
False |
169,033 |
| 120 |
168-23 |
147-04 |
21-19 |
14.6% |
1-13 |
0.9% |
2% |
False |
False |
140,863 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154-04 |
|
2.618 |
151-31 |
|
1.618 |
150-21 |
|
1.000 |
149-27 |
|
0.618 |
149-11 |
|
HIGH |
148-17 |
|
0.618 |
148-01 |
|
0.500 |
147-28 |
|
0.382 |
147-23 |
|
LOW |
147-07 |
|
0.618 |
146-13 |
|
1.000 |
145-29 |
|
1.618 |
145-03 |
|
2.618 |
143-25 |
|
4.250 |
141-21 |
|
|
| Fisher Pivots for day following 13-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
147-28 |
148-06 |
| PP |
147-25 |
148-00 |
| S1 |
147-23 |
147-26 |
|