ECBOT 30 Year Treasury Bond Future June 2017
| Trading Metrics calculated at close of trading on 07-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2017 |
07-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
149-10 |
149-00 |
-0-10 |
-0.2% |
152-00 |
| High |
149-30 |
149-08 |
-0-22 |
-0.5% |
152-04 |
| Low |
148-25 |
148-20 |
-0-05 |
-0.1% |
148-22 |
| Close |
149-02 |
148-27 |
-0-07 |
-0.1% |
149-08 |
| Range |
1-05 |
0-20 |
-0-17 |
-45.9% |
3-14 |
| ATR |
1-08 |
1-06 |
-0-01 |
-3.6% |
0-00 |
| Volume |
199,879 |
187,279 |
-12,600 |
-6.3% |
1,507,298 |
|
| Daily Pivots for day following 07-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-25 |
150-14 |
149-06 |
|
| R3 |
150-05 |
149-26 |
149-01 |
|
| R2 |
149-17 |
149-17 |
148-31 |
|
| R1 |
149-06 |
149-06 |
148-29 |
149-02 |
| PP |
148-29 |
148-29 |
148-29 |
148-27 |
| S1 |
148-18 |
148-18 |
148-25 |
148-14 |
| S2 |
148-09 |
148-09 |
148-23 |
|
| S3 |
147-21 |
147-30 |
148-22 |
|
| S4 |
147-01 |
147-10 |
148-16 |
|
|
| Weekly Pivots for week ending 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-11 |
158-07 |
151-04 |
|
| R3 |
156-29 |
154-25 |
150-06 |
|
| R2 |
153-15 |
153-15 |
149-28 |
|
| R1 |
151-11 |
151-11 |
149-18 |
150-22 |
| PP |
150-01 |
150-01 |
150-01 |
149-22 |
| S1 |
147-29 |
147-29 |
148-30 |
147-08 |
| S2 |
146-19 |
146-19 |
148-20 |
|
| S3 |
143-05 |
144-15 |
148-10 |
|
| S4 |
139-23 |
141-01 |
147-12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
151-06 |
148-20 |
2-18 |
1.7% |
1-04 |
0.8% |
9% |
False |
True |
256,646 |
| 10 |
152-04 |
148-20 |
3-16 |
2.4% |
1-04 |
0.8% |
6% |
False |
True |
269,627 |
| 20 |
152-12 |
148-09 |
4-03 |
2.8% |
1-07 |
0.8% |
14% |
False |
False |
139,083 |
| 40 |
152-20 |
147-21 |
4-31 |
3.3% |
1-08 |
0.8% |
24% |
False |
False |
69,700 |
| 60 |
152-20 |
146-25 |
5-27 |
3.9% |
0-31 |
0.6% |
35% |
False |
False |
46,468 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
151-29 |
|
2.618 |
150-28 |
|
1.618 |
150-08 |
|
1.000 |
149-28 |
|
0.618 |
149-20 |
|
HIGH |
149-08 |
|
0.618 |
149-00 |
|
0.500 |
148-30 |
|
0.382 |
148-28 |
|
LOW |
148-20 |
|
0.618 |
148-08 |
|
1.000 |
148-00 |
|
1.618 |
147-20 |
|
2.618 |
147-00 |
|
4.250 |
145-31 |
|
|
| Fisher Pivots for day following 07-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
148-30 |
149-09 |
| PP |
148-29 |
149-04 |
| S1 |
148-28 |
149-00 |
|