ECBOT 30 Year Treasury Bond Future September 2017
Trading Metrics calculated at close of trading on 15-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2017 |
15-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
145-22 |
147-04 |
1-14 |
1.0% |
148-16 |
High |
145-22 |
147-04 |
1-14 |
1.0% |
148-16 |
Low |
145-22 |
147-04 |
1-14 |
1.0% |
145-26 |
Close |
145-22 |
147-04 |
1-14 |
1.0% |
145-27 |
Range |
|
|
|
|
|
ATR |
|
|
|
|
|
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147-04 |
147-04 |
147-04 |
|
R3 |
147-04 |
147-04 |
147-04 |
|
R2 |
147-04 |
147-04 |
147-04 |
|
R1 |
147-04 |
147-04 |
147-04 |
147-04 |
PP |
147-04 |
147-04 |
147-04 |
147-04 |
S1 |
147-04 |
147-04 |
147-04 |
147-04 |
S2 |
147-04 |
147-04 |
147-04 |
|
S3 |
147-04 |
147-04 |
147-04 |
|
S4 |
147-04 |
147-04 |
147-04 |
|
|
Weekly Pivots for week ending 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
154-25 |
153-00 |
147-10 |
|
R3 |
152-03 |
150-10 |
146-19 |
|
R2 |
149-13 |
149-13 |
146-11 |
|
R1 |
147-20 |
147-20 |
146-03 |
147-06 |
PP |
146-23 |
146-23 |
146-23 |
146-16 |
S1 |
144-30 |
144-30 |
145-19 |
144-16 |
S2 |
144-01 |
144-01 |
145-11 |
|
S3 |
141-11 |
142-08 |
145-03 |
|
S4 |
138-21 |
139-18 |
144-12 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
147-04 |
2.618 |
147-04 |
1.618 |
147-04 |
1.000 |
147-04 |
0.618 |
147-04 |
HIGH |
147-04 |
0.618 |
147-04 |
0.500 |
147-04 |
0.382 |
147-04 |
LOW |
147-04 |
0.618 |
147-04 |
1.000 |
147-04 |
1.618 |
147-04 |
2.618 |
147-04 |
4.250 |
147-04 |
|
|
Fisher Pivots for day following 15-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
147-04 |
146-23 |
PP |
147-04 |
146-11 |
S1 |
147-04 |
145-30 |
|