ECBOT 30 Year Treasury Bond Future June 2017
| Trading Metrics calculated at close of trading on 29-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2017 |
29-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
151-11 |
150-17 |
-0-26 |
-0.5% |
148-15 |
| High |
151-28 |
151-13 |
-0-15 |
-0.3% |
151-06 |
| Low |
150-14 |
150-12 |
-0-02 |
0.0% |
148-06 |
| Close |
150-25 |
151-07 |
0-14 |
0.3% |
151-03 |
| Range |
1-14 |
1-01 |
-0-13 |
-28.3% |
3-00 |
| ATR |
1-08 |
1-07 |
0-00 |
-1.2% |
0-00 |
| Volume |
242,665 |
214,048 |
-28,617 |
-11.8% |
1,270,620 |
|
| Daily Pivots for day following 29-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-03 |
153-22 |
151-25 |
|
| R3 |
153-02 |
152-21 |
151-16 |
|
| R2 |
152-01 |
152-01 |
151-13 |
|
| R1 |
151-20 |
151-20 |
151-10 |
151-27 |
| PP |
151-00 |
151-00 |
151-00 |
151-03 |
| S1 |
150-19 |
150-19 |
151-04 |
150-26 |
| S2 |
149-31 |
149-31 |
151-01 |
|
| S3 |
148-30 |
149-18 |
150-30 |
|
| S4 |
147-29 |
148-17 |
150-21 |
|
|
| Weekly Pivots for week ending 24-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-05 |
158-04 |
152-24 |
|
| R3 |
156-05 |
155-04 |
151-29 |
|
| R2 |
153-05 |
153-05 |
151-21 |
|
| R1 |
152-04 |
152-04 |
151-12 |
152-21 |
| PP |
150-05 |
150-05 |
150-05 |
150-13 |
| S1 |
149-04 |
149-04 |
150-26 |
149-21 |
| S2 |
147-05 |
147-05 |
150-17 |
|
| S3 |
144-05 |
146-04 |
150-09 |
|
| S4 |
141-05 |
143-04 |
149-14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
152-03 |
150-03 |
2-00 |
1.3% |
1-04 |
0.8% |
56% |
False |
False |
224,624 |
| 10 |
152-03 |
147-14 |
4-21 |
3.1% |
1-06 |
0.8% |
81% |
False |
False |
233,528 |
| 20 |
152-03 |
145-26 |
6-09 |
4.2% |
1-06 |
0.8% |
86% |
False |
False |
245,937 |
| 40 |
152-12 |
145-26 |
6-18 |
4.3% |
1-07 |
0.8% |
82% |
False |
False |
169,939 |
| 60 |
152-20 |
145-26 |
6-26 |
4.5% |
1-08 |
0.8% |
79% |
False |
False |
113,364 |
| 80 |
152-20 |
145-26 |
6-26 |
4.5% |
0-31 |
0.6% |
79% |
False |
False |
85,024 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155-25 |
|
2.618 |
154-03 |
|
1.618 |
153-02 |
|
1.000 |
152-14 |
|
0.618 |
152-01 |
|
HIGH |
151-13 |
|
0.618 |
151-00 |
|
0.500 |
150-29 |
|
0.382 |
150-25 |
|
LOW |
150-12 |
|
0.618 |
149-24 |
|
1.000 |
149-11 |
|
1.618 |
148-23 |
|
2.618 |
147-22 |
|
4.250 |
146-00 |
|
|
| Fisher Pivots for day following 29-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
151-04 |
151-08 |
| PP |
151-00 |
151-07 |
| S1 |
150-29 |
151-07 |
|