ECBOT 30 Year Treasury Bond Future March 2017
| Trading Metrics calculated at close of trading on 07-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2017 |
07-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
150-13 |
151-17 |
1-04 |
0.7% |
150-15 |
| High |
151-22 |
152-17 |
0-27 |
0.6% |
151-15 |
| Low |
150-10 |
150-26 |
0-16 |
0.3% |
149-23 |
| Close |
151-17 |
152-06 |
0-21 |
0.4% |
150-01 |
| Range |
1-12 |
1-23 |
0-11 |
25.0% |
1-24 |
| ATR |
1-14 |
1-14 |
0-01 |
1.5% |
0-00 |
| Volume |
251,326 |
266,669 |
15,343 |
6.1% |
1,435,361 |
|
| Daily Pivots for day following 07-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-00 |
156-10 |
153-04 |
|
| R3 |
155-09 |
154-19 |
152-21 |
|
| R2 |
153-18 |
153-18 |
152-16 |
|
| R1 |
152-28 |
152-28 |
152-11 |
153-07 |
| PP |
151-27 |
151-27 |
151-27 |
152-01 |
| S1 |
151-05 |
151-05 |
152-01 |
151-16 |
| S2 |
150-04 |
150-04 |
151-28 |
|
| S3 |
148-13 |
149-14 |
151-23 |
|
| S4 |
146-22 |
147-23 |
151-08 |
|
|
| Weekly Pivots for week ending 03-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-21 |
154-19 |
151-00 |
|
| R3 |
153-29 |
152-27 |
150-16 |
|
| R2 |
152-05 |
152-05 |
150-11 |
|
| R1 |
151-03 |
151-03 |
150-06 |
150-24 |
| PP |
150-13 |
150-13 |
150-13 |
150-08 |
| S1 |
149-11 |
149-11 |
149-28 |
149-00 |
| S2 |
148-21 |
148-21 |
149-23 |
|
| S3 |
146-29 |
147-19 |
149-18 |
|
| S4 |
145-05 |
145-27 |
149-02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
152-17 |
149-23 |
2-26 |
1.8% |
1-11 |
0.9% |
88% |
True |
False |
275,533 |
| 10 |
152-17 |
148-30 |
3-19 |
2.4% |
1-08 |
0.8% |
90% |
True |
False |
260,348 |
| 20 |
153-31 |
148-30 |
5-01 |
3.3% |
1-14 |
0.9% |
65% |
False |
False |
262,144 |
| 40 |
153-31 |
147-04 |
6-27 |
4.5% |
1-13 |
0.9% |
74% |
False |
False |
236,296 |
| 60 |
157-01 |
147-04 |
9-29 |
6.5% |
1-17 |
1.0% |
51% |
False |
False |
209,528 |
| 80 |
163-29 |
147-04 |
16-25 |
11.0% |
1-17 |
1.0% |
30% |
False |
False |
157,296 |
| 100 |
168-23 |
147-04 |
21-19 |
14.2% |
1-13 |
0.9% |
23% |
False |
False |
125,837 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
159-27 |
|
2.618 |
157-01 |
|
1.618 |
155-10 |
|
1.000 |
154-08 |
|
0.618 |
153-19 |
|
HIGH |
152-17 |
|
0.618 |
151-28 |
|
0.500 |
151-22 |
|
0.382 |
151-15 |
|
LOW |
150-26 |
|
0.618 |
149-24 |
|
1.000 |
149-03 |
|
1.618 |
148-01 |
|
2.618 |
146-10 |
|
4.250 |
143-16 |
|
|
| Fisher Pivots for day following 07-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
152-01 |
151-27 |
| PP |
151-27 |
151-17 |
| S1 |
151-22 |
151-06 |
|