ECBOT 30 Year Treasury Bond Future March 2017
| Trading Metrics calculated at close of trading on 22-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2017 |
22-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
150-04 |
151-23 |
1-19 |
1.1% |
148-10 |
| High |
151-19 |
152-14 |
0-27 |
0.6% |
149-29 |
| Low |
149-30 |
151-19 |
1-21 |
1.1% |
147-03 |
| Close |
151-09 |
151-31 |
0-22 |
0.5% |
149-24 |
| Range |
1-21 |
0-27 |
-0-26 |
-49.1% |
2-26 |
| ATR |
1-08 |
1-08 |
0-00 |
-0.5% |
0-00 |
| Volume |
201 |
94 |
-107 |
-53.2% |
6,261 |
|
| Daily Pivots for day following 22-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-17 |
154-03 |
152-14 |
|
| R3 |
153-22 |
153-08 |
152-06 |
|
| R2 |
152-27 |
152-27 |
152-04 |
|
| R1 |
152-13 |
152-13 |
152-01 |
152-20 |
| PP |
152-00 |
152-00 |
152-00 |
152-04 |
| S1 |
151-18 |
151-18 |
151-29 |
151-25 |
| S2 |
151-05 |
151-05 |
151-26 |
|
| S3 |
150-10 |
150-23 |
151-24 |
|
| S4 |
149-15 |
149-28 |
151-16 |
|
|
| 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 |
152-14 |
148-27 |
3-19 |
2.4% |
1-04 |
0.7% |
87% |
True |
False |
371 |
| 10 |
152-14 |
147-03 |
5-11 |
3.5% |
1-06 |
0.8% |
91% |
True |
False |
915 |
| 20 |
153-12 |
147-03 |
6-09 |
4.1% |
1-04 |
0.7% |
78% |
False |
False |
71,936 |
| 40 |
153-21 |
147-03 |
6-18 |
4.3% |
1-07 |
0.8% |
74% |
False |
False |
173,202 |
| 60 |
153-31 |
147-03 |
6-28 |
4.5% |
1-09 |
0.8% |
71% |
False |
False |
189,508 |
| 80 |
153-31 |
147-03 |
6-28 |
4.5% |
1-12 |
0.9% |
71% |
False |
False |
206,418 |
| 100 |
163-17 |
147-03 |
16-14 |
10.8% |
1-15 |
1.0% |
30% |
False |
False |
169,071 |
| 120 |
168-23 |
147-03 |
21-20 |
14.2% |
1-14 |
0.9% |
23% |
False |
False |
140,903 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
156-01 |
|
2.618 |
154-21 |
|
1.618 |
153-26 |
|
1.000 |
153-09 |
|
0.618 |
152-31 |
|
HIGH |
152-14 |
|
0.618 |
152-04 |
|
0.500 |
152-01 |
|
0.382 |
151-29 |
|
LOW |
151-19 |
|
0.618 |
151-02 |
|
1.000 |
150-24 |
|
1.618 |
150-07 |
|
2.618 |
149-12 |
|
4.250 |
148-00 |
|
|
| Fisher Pivots for day following 22-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
152-01 |
151-21 |
| PP |
152-00 |
151-10 |
| S1 |
152-00 |
151-00 |
|