ECBOT 30 Year Treasury Bond Future March 2017
| Trading Metrics calculated at close of trading on 14-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2017 |
14-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
148-10 |
147-16 |
-0-26 |
-0.5% |
150-15 |
| High |
148-17 |
148-10 |
-0-07 |
-0.1% |
151-05 |
| Low |
147-07 |
147-03 |
-0-04 |
-0.1% |
147-22 |
| Close |
147-20 |
148-04 |
0-16 |
0.3% |
148-02 |
| Range |
1-10 |
1-07 |
-0-03 |
-7.1% |
3-15 |
| ATR |
1-07 |
1-07 |
0-00 |
0.0% |
0-00 |
| Volume |
1,938 |
2,338 |
400 |
20.6% |
11,005 |
|
| Daily Pivots for day following 14-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-16 |
151-01 |
148-25 |
|
| R3 |
150-09 |
149-26 |
148-15 |
|
| R2 |
149-02 |
149-02 |
148-11 |
|
| R1 |
148-19 |
148-19 |
148-08 |
148-26 |
| PP |
147-27 |
147-27 |
147-27 |
147-31 |
| S1 |
147-12 |
147-12 |
148-00 |
147-20 |
| S2 |
146-20 |
146-20 |
147-29 |
|
| S3 |
145-13 |
146-05 |
147-25 |
|
| S4 |
144-06 |
144-30 |
147-15 |
|
|
| 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 |
150-05 |
147-03 |
3-02 |
2.1% |
1-07 |
0.8% |
34% |
False |
True |
1,800 |
| 10 |
152-11 |
147-03 |
5-08 |
3.5% |
1-04 |
0.8% |
20% |
False |
True |
5,678 |
| 20 |
153-12 |
147-03 |
6-09 |
4.2% |
1-06 |
0.8% |
16% |
False |
True |
162,719 |
| 40 |
153-28 |
147-03 |
6-25 |
4.6% |
1-09 |
0.9% |
15% |
False |
True |
212,844 |
| 60 |
153-31 |
147-03 |
6-28 |
4.6% |
1-10 |
0.9% |
15% |
False |
True |
210,062 |
| 80 |
153-31 |
147-03 |
6-28 |
4.6% |
1-13 |
1.0% |
15% |
False |
True |
211,014 |
| 100 |
163-27 |
147-03 |
16-24 |
11.3% |
1-15 |
1.0% |
6% |
False |
True |
169,055 |
| 120 |
168-23 |
147-03 |
21-20 |
14.6% |
1-13 |
0.9% |
5% |
False |
True |
140,883 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153-16 |
|
2.618 |
151-16 |
|
1.618 |
150-09 |
|
1.000 |
149-17 |
|
0.618 |
149-02 |
|
HIGH |
148-10 |
|
0.618 |
147-27 |
|
0.500 |
147-23 |
|
0.382 |
147-18 |
|
LOW |
147-03 |
|
0.618 |
146-11 |
|
1.000 |
145-28 |
|
1.618 |
145-04 |
|
2.618 |
143-29 |
|
4.250 |
141-29 |
|
|
| Fisher Pivots for day following 14-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
148-00 |
148-01 |
| PP |
147-27 |
147-29 |
| S1 |
147-23 |
147-26 |
|