ECBOT 30 Year Treasury Bond Future June 2017
Trading Metrics calculated at close of trading on 02-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2017 |
02-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
151-05 |
149-23 |
-1-14 |
-1.0% |
150-08 |
High |
151-06 |
149-24 |
-1-14 |
-1.0% |
152-04 |
Low |
149-07 |
148-23 |
-0-16 |
-0.3% |
149-12 |
Close |
149-14 |
149-03 |
-0-11 |
-0.2% |
151-31 |
Range |
1-31 |
1-01 |
-0-30 |
-47.6% |
2-24 |
ATR |
1-10 |
1-09 |
-0-01 |
-1.5% |
0-00 |
Volume |
378,329 |
241,370 |
-136,959 |
-36.2% |
859,624 |
|
Daily Pivots for day following 02-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
152-09 |
151-23 |
149-21 |
|
R3 |
151-08 |
150-22 |
149-12 |
|
R2 |
150-07 |
150-07 |
149-09 |
|
R1 |
149-21 |
149-21 |
149-06 |
149-14 |
PP |
149-06 |
149-06 |
149-06 |
149-02 |
S1 |
148-20 |
148-20 |
149-00 |
148-13 |
S2 |
148-05 |
148-05 |
148-29 |
|
S3 |
147-04 |
147-19 |
148-26 |
|
S4 |
146-03 |
146-18 |
148-17 |
|
|
Weekly Pivots for week ending 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
159-13 |
158-14 |
153-15 |
|
R3 |
156-21 |
155-22 |
152-23 |
|
R2 |
153-29 |
153-29 |
152-15 |
|
R1 |
152-30 |
152-30 |
152-07 |
153-14 |
PP |
151-05 |
151-05 |
151-05 |
151-13 |
S1 |
150-06 |
150-06 |
151-23 |
150-22 |
S2 |
148-13 |
148-13 |
151-15 |
|
S3 |
145-21 |
147-14 |
151-07 |
|
S4 |
142-29 |
144-22 |
150-15 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
152-04 |
148-23 |
3-13 |
2.3% |
1-09 |
0.9% |
11% |
False |
True |
310,916 |
10 |
152-04 |
148-23 |
3-13 |
2.3% |
1-07 |
0.8% |
11% |
False |
True |
210,200 |
20 |
152-12 |
148-09 |
4-03 |
2.7% |
1-08 |
0.8% |
20% |
False |
False |
105,993 |
40 |
152-20 |
147-21 |
4-31 |
3.3% |
1-10 |
0.9% |
29% |
False |
False |
53,113 |
60 |
152-20 |
146-25 |
5-27 |
3.9% |
0-29 |
0.6% |
40% |
False |
False |
35,409 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
154-04 |
2.618 |
152-14 |
1.618 |
151-13 |
1.000 |
150-25 |
0.618 |
150-12 |
HIGH |
149-24 |
0.618 |
149-11 |
0.500 |
149-08 |
0.382 |
149-04 |
LOW |
148-23 |
0.618 |
148-03 |
1.000 |
147-22 |
1.618 |
147-02 |
2.618 |
146-01 |
4.250 |
144-11 |
|
|
Fisher Pivots for day following 02-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
149-08 |
150-13 |
PP |
149-06 |
149-31 |
S1 |
149-05 |
149-17 |
|