ECBOT 30 Year Treasury Bond Future June 2017
| Trading Metrics calculated at close of trading on 09-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2017 |
09-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
148-21 |
147-26 |
-0-27 |
-0.6% |
152-00 |
| High |
148-29 |
147-30 |
-0-31 |
-0.7% |
152-04 |
| Low |
147-09 |
146-19 |
-0-22 |
-0.5% |
148-22 |
| Close |
147-29 |
146-26 |
-1-03 |
-0.7% |
149-08 |
| Range |
1-20 |
1-11 |
-0-09 |
-17.3% |
3-14 |
| ATR |
1-07 |
1-08 |
0-00 |
0.6% |
0-00 |
| Volume |
336,808 |
289,893 |
-46,915 |
-13.9% |
1,507,298 |
|
| Daily Pivots for day following 09-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-05 |
150-10 |
147-18 |
|
| R3 |
149-26 |
148-31 |
147-06 |
|
| R2 |
148-15 |
148-15 |
147-02 |
|
| R1 |
147-20 |
147-20 |
146-30 |
147-12 |
| PP |
147-04 |
147-04 |
147-04 |
147-00 |
| S1 |
146-09 |
146-09 |
146-22 |
146-01 |
| S2 |
145-25 |
145-25 |
146-18 |
|
| S3 |
144-14 |
144-30 |
146-14 |
|
| S4 |
143-03 |
143-19 |
146-02 |
|
|
| 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 |
149-30 |
146-19 |
3-11 |
2.3% |
1-04 |
0.8% |
7% |
False |
True |
258,047 |
| 10 |
152-04 |
146-19 |
5-17 |
3.8% |
1-06 |
0.8% |
4% |
False |
True |
284,482 |
| 20 |
152-07 |
146-19 |
5-20 |
3.8% |
1-06 |
0.8% |
4% |
False |
True |
170,327 |
| 40 |
152-20 |
146-19 |
6-01 |
4.1% |
1-09 |
0.9% |
4% |
False |
True |
85,367 |
| 60 |
152-20 |
146-19 |
6-01 |
4.1% |
1-00 |
0.7% |
4% |
False |
True |
56,913 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153-21 |
|
2.618 |
151-15 |
|
1.618 |
150-04 |
|
1.000 |
149-09 |
|
0.618 |
148-25 |
|
HIGH |
147-30 |
|
0.618 |
147-14 |
|
0.500 |
147-09 |
|
0.382 |
147-03 |
|
LOW |
146-19 |
|
0.618 |
145-24 |
|
1.000 |
145-08 |
|
1.618 |
144-13 |
|
2.618 |
143-02 |
|
4.250 |
140-28 |
|
|
| Fisher Pivots for day following 09-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
147-09 |
147-30 |
| PP |
147-04 |
147-18 |
| S1 |
146-31 |
147-06 |
|