ECBOT 30 Year Treasury Bond Future September 2017
| Trading Metrics calculated at close of trading on 27-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2017 |
27-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
149-05 |
150-22 |
1-17 |
1.0% |
147-27 |
| High |
150-00 |
150-24 |
0-24 |
0.5% |
150-00 |
| Low |
149-05 |
149-23 |
0-18 |
0.4% |
147-27 |
| Close |
149-28 |
150-08 |
0-12 |
0.3% |
149-28 |
| Range |
0-27 |
1-01 |
0-06 |
22.2% |
2-05 |
| ATR |
0-25 |
0-25 |
0-01 |
2.5% |
0-00 |
| Volume |
2 |
21 |
19 |
950.0% |
57 |
|
| Daily Pivots for day following 27-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-11 |
152-26 |
150-26 |
|
| R3 |
152-10 |
151-25 |
150-17 |
|
| R2 |
151-09 |
151-09 |
150-14 |
|
| R1 |
150-24 |
150-24 |
150-11 |
150-16 |
| PP |
150-08 |
150-08 |
150-08 |
150-04 |
| S1 |
149-23 |
149-23 |
150-05 |
149-15 |
| S2 |
149-07 |
149-07 |
150-02 |
|
| S3 |
148-06 |
148-22 |
149-31 |
|
| S4 |
147-05 |
147-21 |
149-22 |
|
|
| Weekly Pivots for week ending 24-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-23 |
154-30 |
151-02 |
|
| R3 |
153-18 |
152-25 |
150-15 |
|
| R2 |
151-13 |
151-13 |
150-09 |
|
| R1 |
150-20 |
150-20 |
150-02 |
151-00 |
| PP |
149-08 |
149-08 |
149-08 |
149-14 |
| S1 |
148-15 |
148-15 |
149-22 |
148-28 |
| S2 |
147-03 |
147-03 |
149-15 |
|
| S3 |
144-30 |
146-10 |
149-09 |
|
| S4 |
142-25 |
144-05 |
148-22 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155-04 |
|
2.618 |
153-14 |
|
1.618 |
152-13 |
|
1.000 |
151-25 |
|
0.618 |
151-12 |
|
HIGH |
150-24 |
|
0.618 |
150-11 |
|
0.500 |
150-08 |
|
0.382 |
150-04 |
|
LOW |
149-23 |
|
0.618 |
149-03 |
|
1.000 |
148-22 |
|
1.618 |
148-02 |
|
2.618 |
147-01 |
|
4.250 |
145-11 |
|
|
| Fisher Pivots for day following 27-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
150-08 |
150-05 |
| PP |
150-08 |
150-01 |
| S1 |
150-08 |
149-30 |
|