ECBOT 30 Year Treasury Bond Future June 2017
| Trading Metrics calculated at close of trading on 28-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2017 |
28-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
152-00 |
151-14 |
-0-18 |
-0.4% |
150-08 |
| High |
152-04 |
152-03 |
-0-01 |
0.0% |
152-04 |
| Low |
151-09 |
151-02 |
-0-07 |
-0.1% |
149-12 |
| Close |
151-12 |
151-21 |
0-09 |
0.2% |
151-31 |
| Range |
0-27 |
1-01 |
0-06 |
22.2% |
2-24 |
| ATR |
1-08 |
1-07 |
0-00 |
-1.2% |
0-00 |
| Volume |
264,816 |
346,406 |
81,590 |
30.8% |
859,624 |
|
| Daily Pivots for day following 28-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-22 |
154-07 |
152-07 |
|
| R3 |
153-21 |
153-06 |
151-30 |
|
| R2 |
152-20 |
152-20 |
151-27 |
|
| R1 |
152-05 |
152-05 |
151-24 |
152-13 |
| PP |
151-19 |
151-19 |
151-19 |
151-23 |
| S1 |
151-04 |
151-04 |
151-18 |
151-12 |
| S2 |
150-18 |
150-18 |
151-15 |
|
| S3 |
149-17 |
150-03 |
151-12 |
|
| S4 |
148-16 |
149-02 |
151-03 |
|
|
| Weekly Pivots for week ending 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-13 |
158-14 |
153-15 |
|
| R3 |
156-21 |
155-22 |
152-23 |
|
| R2 |
153-29 |
153-29 |
152-15 |
|
| R1 |
152-30 |
152-30 |
152-07 |
153-14 |
| PP |
151-05 |
151-05 |
151-05 |
151-13 |
| S1 |
150-06 |
150-06 |
151-23 |
150-22 |
| S2 |
148-13 |
148-13 |
151-15 |
|
| S3 |
145-21 |
147-14 |
151-07 |
|
| S4 |
142-29 |
144-22 |
150-15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
152-04 |
149-16 |
2-20 |
1.7% |
1-04 |
0.7% |
82% |
False |
False |
282,608 |
| 10 |
152-04 |
148-09 |
3-27 |
2.5% |
1-07 |
0.8% |
88% |
False |
False |
149,066 |
| 20 |
152-12 |
148-09 |
4-03 |
2.7% |
1-07 |
0.8% |
82% |
False |
False |
75,065 |
| 40 |
152-20 |
147-21 |
4-31 |
3.3% |
1-09 |
0.8% |
81% |
False |
False |
37,620 |
| 60 |
152-20 |
146-25 |
5-27 |
3.9% |
0-28 |
0.6% |
83% |
False |
False |
25,080 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
156-15 |
|
2.618 |
154-25 |
|
1.618 |
153-24 |
|
1.000 |
153-04 |
|
0.618 |
152-23 |
|
HIGH |
152-03 |
|
0.618 |
151-22 |
|
0.500 |
151-19 |
|
0.382 |
151-15 |
|
LOW |
151-02 |
|
0.618 |
150-14 |
|
1.000 |
150-01 |
|
1.618 |
149-13 |
|
2.618 |
148-12 |
|
4.250 |
146-22 |
|
|
| Fisher Pivots for day following 28-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
151-20 |
151-18 |
| PP |
151-19 |
151-15 |
| S1 |
151-19 |
151-12 |
|