ECBOT 30 Year Treasury Bond Future June 2017
Trading Metrics calculated at close of trading on 31-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2017 |
31-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
151-09 |
150-14 |
-0-27 |
-0.6% |
150-29 |
High |
151-16 |
151-00 |
-0-16 |
-0.3% |
152-03 |
Low |
150-11 |
150-05 |
-0-06 |
-0.1% |
150-05 |
Close |
150-17 |
150-27 |
0-10 |
0.2% |
150-27 |
Range |
1-05 |
0-27 |
-0-10 |
-27.0% |
1-30 |
ATR |
1-07 |
1-06 |
-0-01 |
-2.2% |
0-00 |
Volume |
198,671 |
263,198 |
64,527 |
32.5% |
1,124,208 |
|
Daily Pivots for day following 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
153-06 |
152-28 |
151-10 |
|
R3 |
152-11 |
152-01 |
151-02 |
|
R2 |
151-16 |
151-16 |
151-00 |
|
R1 |
151-06 |
151-06 |
150-29 |
151-11 |
PP |
150-21 |
150-21 |
150-21 |
150-24 |
S1 |
150-11 |
150-11 |
150-25 |
150-16 |
S2 |
149-26 |
149-26 |
150-22 |
|
S3 |
148-31 |
149-16 |
150-20 |
|
S4 |
148-04 |
148-21 |
150-12 |
|
|
Weekly Pivots for week ending 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
156-27 |
155-25 |
151-29 |
|
R3 |
154-29 |
153-27 |
151-12 |
|
R2 |
152-31 |
152-31 |
151-06 |
|
R1 |
151-29 |
151-29 |
151-01 |
151-15 |
PP |
151-01 |
151-01 |
151-01 |
150-26 |
S1 |
149-31 |
149-31 |
150-21 |
149-17 |
S2 |
149-03 |
149-03 |
150-16 |
|
S3 |
147-05 |
148-01 |
150-10 |
|
S4 |
145-07 |
146-03 |
149-25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
152-03 |
150-05 |
1-30 |
1.3% |
1-05 |
0.8% |
35% |
False |
True |
224,841 |
10 |
152-03 |
148-06 |
3-29 |
2.6% |
1-05 |
0.8% |
68% |
False |
False |
239,482 |
20 |
152-03 |
145-26 |
6-09 |
4.2% |
1-06 |
0.8% |
80% |
False |
False |
243,143 |
40 |
152-12 |
145-26 |
6-18 |
4.4% |
1-07 |
0.8% |
77% |
False |
False |
181,461 |
60 |
152-20 |
145-26 |
6-26 |
4.5% |
1-08 |
0.8% |
74% |
False |
False |
121,062 |
80 |
152-20 |
145-26 |
6-26 |
4.5% |
1-00 |
0.7% |
74% |
False |
False |
90,797 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
154-19 |
2.618 |
153-07 |
1.618 |
152-12 |
1.000 |
151-27 |
0.618 |
151-17 |
HIGH |
151-00 |
0.618 |
150-22 |
0.500 |
150-19 |
0.382 |
150-15 |
LOW |
150-05 |
0.618 |
149-20 |
1.000 |
149-10 |
1.618 |
148-25 |
2.618 |
147-30 |
4.250 |
146-18 |
|
|
Fisher Pivots for day following 31-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
150-24 |
150-27 |
PP |
150-21 |
150-27 |
S1 |
150-19 |
150-27 |
|