ECBOT 30 Year Treasury Bond Future September 2017
Trading Metrics calculated at close of trading on 28-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2017 |
28-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
150-22 |
149-12 |
-1-10 |
-0.9% |
147-27 |
High |
150-24 |
150-19 |
-0-05 |
-0.1% |
150-00 |
Low |
149-23 |
149-10 |
-0-13 |
-0.3% |
147-27 |
Close |
150-08 |
149-18 |
-0-22 |
-0.5% |
149-28 |
Range |
1-01 |
1-09 |
0-08 |
24.3% |
2-05 |
ATR |
0-25 |
0-26 |
0-01 |
4.5% |
0-00 |
Volume |
21 |
1 |
-20 |
-95.2% |
57 |
|
Daily Pivots for day following 28-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
153-21 |
152-29 |
150-09 |
|
R3 |
152-12 |
151-20 |
149-29 |
|
R2 |
151-03 |
151-03 |
149-26 |
|
R1 |
150-11 |
150-11 |
149-22 |
150-23 |
PP |
149-26 |
149-26 |
149-26 |
150-01 |
S1 |
149-02 |
149-02 |
149-14 |
149-14 |
S2 |
148-17 |
148-17 |
149-10 |
|
S3 |
147-08 |
147-25 |
149-07 |
|
S4 |
145-31 |
146-16 |
148-27 |
|
|
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 |
156-01 |
2.618 |
153-30 |
1.618 |
152-21 |
1.000 |
151-28 |
0.618 |
151-12 |
HIGH |
150-19 |
0.618 |
150-03 |
0.500 |
149-31 |
0.382 |
149-26 |
LOW |
149-10 |
0.618 |
148-17 |
1.000 |
148-01 |
1.618 |
147-08 |
2.618 |
145-31 |
4.250 |
143-28 |
|
|
Fisher Pivots for day following 28-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
149-31 |
149-31 |
PP |
149-26 |
149-26 |
S1 |
149-22 |
149-22 |
|