ECBOT 30 Year Treasury Bond Future June 2017
Trading Metrics calculated at close of trading on 22-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2017 |
22-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
149-07 |
150-05 |
0-30 |
0.6% |
146-30 |
High |
150-09 |
151-05 |
0-28 |
0.6% |
148-20 |
Low |
148-16 |
150-04 |
1-20 |
1.1% |
145-26 |
Close |
149-29 |
150-25 |
0-28 |
0.6% |
148-14 |
Range |
1-25 |
1-01 |
-0-24 |
-42.1% |
2-26 |
ATR |
1-09 |
1-09 |
0-00 |
-0.1% |
0-00 |
Volume |
333,914 |
314,203 |
-19,711 |
-5.9% |
1,102,415 |
|
Daily Pivots for day following 22-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
153-25 |
153-10 |
151-11 |
|
R3 |
152-24 |
152-09 |
151-02 |
|
R2 |
151-23 |
151-23 |
150-31 |
|
R1 |
151-08 |
151-08 |
150-28 |
151-16 |
PP |
150-22 |
150-22 |
150-22 |
150-26 |
S1 |
150-07 |
150-07 |
150-22 |
150-15 |
S2 |
149-21 |
149-21 |
150-19 |
|
S3 |
148-20 |
149-06 |
150-16 |
|
S4 |
147-19 |
148-05 |
150-07 |
|
|
Weekly Pivots for week ending 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
156-02 |
155-02 |
150-00 |
|
R3 |
153-08 |
152-08 |
149-07 |
|
R2 |
150-14 |
150-14 |
148-30 |
|
R1 |
149-14 |
149-14 |
148-22 |
149-30 |
PP |
147-20 |
147-20 |
147-20 |
147-28 |
S1 |
146-20 |
146-20 |
148-06 |
147-04 |
S2 |
144-26 |
144-26 |
147-30 |
|
S3 |
142-00 |
143-26 |
147-21 |
|
S4 |
139-06 |
141-00 |
146-28 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
151-05 |
147-14 |
3-23 |
2.5% |
1-08 |
0.8% |
90% |
True |
False |
242,433 |
10 |
151-05 |
145-26 |
5-11 |
3.5% |
1-09 |
0.8% |
93% |
True |
False |
255,391 |
20 |
152-04 |
145-26 |
6-10 |
4.2% |
1-07 |
0.8% |
79% |
False |
False |
269,549 |
40 |
152-12 |
145-26 |
6-18 |
4.4% |
1-07 |
0.8% |
76% |
False |
False |
141,929 |
60 |
152-20 |
145-26 |
6-26 |
4.5% |
1-06 |
0.8% |
73% |
False |
False |
94,646 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
155-17 |
2.618 |
153-27 |
1.618 |
152-26 |
1.000 |
152-06 |
0.618 |
151-25 |
HIGH |
151-05 |
0.618 |
150-24 |
0.500 |
150-21 |
0.382 |
150-17 |
LOW |
150-04 |
0.618 |
149-16 |
1.000 |
149-03 |
1.618 |
148-15 |
2.618 |
147-14 |
4.250 |
145-24 |
|
|
Fisher Pivots for day following 22-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
150-24 |
150-13 |
PP |
150-22 |
150-01 |
S1 |
150-21 |
149-22 |
|