ECBOT 30 Year Treasury Bond Future March 2017
| Trading Metrics calculated at close of trading on 16-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2017 |
16-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
148-02 |
149-25 |
1-23 |
1.2% |
150-15 |
| High |
149-26 |
149-29 |
0-03 |
0.1% |
151-05 |
| Low |
148-02 |
148-29 |
0-27 |
0.6% |
147-22 |
| Close |
149-20 |
149-08 |
-0-12 |
-0.3% |
148-02 |
| Range |
1-24 |
1-00 |
-0-24 |
-42.9% |
3-15 |
| ATR |
1-08 |
1-08 |
-0-01 |
-1.5% |
0-00 |
| Volume |
532 |
696 |
164 |
30.8% |
11,005 |
|
| Daily Pivots for day following 16-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-11 |
151-26 |
149-26 |
|
| R3 |
151-11 |
150-26 |
149-17 |
|
| R2 |
150-11 |
150-11 |
149-14 |
|
| R1 |
149-26 |
149-26 |
149-11 |
149-19 |
| PP |
149-11 |
149-11 |
149-11 |
149-08 |
| S1 |
148-26 |
148-26 |
149-05 |
148-19 |
| S2 |
148-11 |
148-11 |
149-02 |
|
| S3 |
147-11 |
147-26 |
148-31 |
|
| S4 |
146-11 |
146-26 |
148-22 |
|
|
| 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 |
149-29 |
147-03 |
2-26 |
1.9% |
1-06 |
0.8% |
77% |
True |
False |
1,383 |
| 10 |
151-05 |
147-03 |
4-02 |
2.7% |
1-04 |
0.8% |
53% |
False |
False |
2,152 |
| 20 |
153-12 |
147-03 |
6-09 |
4.2% |
1-05 |
0.8% |
34% |
False |
False |
135,232 |
| 40 |
153-21 |
147-03 |
6-18 |
4.4% |
1-08 |
0.8% |
33% |
False |
False |
199,773 |
| 60 |
153-31 |
147-03 |
6-28 |
4.6% |
1-09 |
0.9% |
31% |
False |
False |
199,324 |
| 80 |
153-31 |
147-03 |
6-28 |
4.6% |
1-12 |
0.9% |
31% |
False |
False |
210,924 |
| 100 |
163-27 |
147-03 |
16-24 |
11.2% |
1-15 |
1.0% |
13% |
False |
False |
169,066 |
| 120 |
168-23 |
147-03 |
21-20 |
14.5% |
1-13 |
0.9% |
10% |
False |
False |
140,893 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154-05 |
|
2.618 |
152-17 |
|
1.618 |
151-17 |
|
1.000 |
150-29 |
|
0.618 |
150-17 |
|
HIGH |
149-29 |
|
0.618 |
149-17 |
|
0.500 |
149-13 |
|
0.382 |
149-09 |
|
LOW |
148-29 |
|
0.618 |
148-09 |
|
1.000 |
147-29 |
|
1.618 |
147-09 |
|
2.618 |
146-09 |
|
4.250 |
144-21 |
|
|
| Fisher Pivots for day following 16-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
149-13 |
149-00 |
| PP |
149-11 |
148-24 |
| S1 |
149-10 |
148-16 |
|