ECBOT 30 Year Treasury Bond Future March 2017
| Trading Metrics calculated at close of trading on 17-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2017 |
17-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
149-25 |
148-30 |
-0-27 |
-0.6% |
148-10 |
| High |
149-29 |
149-28 |
-0-01 |
0.0% |
149-29 |
| Low |
148-29 |
148-27 |
-0-02 |
0.0% |
147-03 |
| Close |
149-08 |
149-24 |
0-16 |
0.3% |
149-24 |
| Range |
1-00 |
1-01 |
0-01 |
3.1% |
2-26 |
| ATR |
1-08 |
1-07 |
0-00 |
-1.2% |
0-00 |
| Volume |
696 |
757 |
61 |
8.8% |
6,261 |
|
| Daily Pivots for day following 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-19 |
152-06 |
150-10 |
|
| R3 |
151-18 |
151-05 |
150-01 |
|
| R2 |
150-17 |
150-17 |
149-30 |
|
| R1 |
150-04 |
150-04 |
149-27 |
150-10 |
| PP |
149-16 |
149-16 |
149-16 |
149-19 |
| S1 |
149-03 |
149-03 |
149-21 |
149-10 |
| S2 |
148-15 |
148-15 |
149-18 |
|
| S3 |
147-14 |
148-02 |
149-15 |
|
| S4 |
146-13 |
147-01 |
149-06 |
|
|
| Weekly Pivots for week ending 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-11 |
156-12 |
151-10 |
|
| R3 |
154-17 |
153-18 |
150-17 |
|
| R2 |
151-23 |
151-23 |
150-08 |
|
| R1 |
150-24 |
150-24 |
150-00 |
151-08 |
| PP |
148-29 |
148-29 |
148-29 |
149-05 |
| S1 |
147-30 |
147-30 |
149-16 |
148-14 |
| S2 |
146-03 |
146-03 |
149-08 |
|
| S3 |
143-09 |
145-04 |
148-31 |
|
| S4 |
140-15 |
142-10 |
148-06 |
|
|
| 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% |
1-08 |
0.8% |
94% |
False |
False |
1,252 |
| 10 |
151-05 |
147-03 |
4-02 |
2.7% |
1-05 |
0.8% |
65% |
False |
False |
1,726 |
| 20 |
153-12 |
147-03 |
6-09 |
4.2% |
1-05 |
0.8% |
42% |
False |
False |
121,699 |
| 40 |
153-21 |
147-03 |
6-18 |
4.4% |
1-08 |
0.8% |
40% |
False |
False |
191,776 |
| 60 |
153-31 |
147-03 |
6-28 |
4.6% |
1-09 |
0.9% |
39% |
False |
False |
196,488 |
| 80 |
153-31 |
147-03 |
6-28 |
4.6% |
1-12 |
0.9% |
39% |
False |
False |
210,808 |
| 100 |
163-27 |
147-03 |
16-24 |
11.2% |
1-15 |
1.0% |
16% |
False |
False |
169,073 |
| 120 |
168-23 |
147-03 |
21-20 |
14.4% |
1-13 |
0.9% |
12% |
False |
False |
140,899 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154-08 |
|
2.618 |
152-18 |
|
1.618 |
151-17 |
|
1.000 |
150-29 |
|
0.618 |
150-16 |
|
HIGH |
149-28 |
|
0.618 |
149-15 |
|
0.500 |
149-12 |
|
0.382 |
149-08 |
|
LOW |
148-27 |
|
0.618 |
148-07 |
|
1.000 |
147-26 |
|
1.618 |
147-06 |
|
2.618 |
146-05 |
|
4.250 |
144-15 |
|
|
| Fisher Pivots for day following 17-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
149-20 |
149-16 |
| PP |
149-16 |
149-08 |
| S1 |
149-12 |
149-00 |
|