ECBOT 30 Year Treasury Bond Future March 2017
| Trading Metrics calculated at close of trading on 17-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2017 |
17-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
150-03 |
150-25 |
0-22 |
0.5% |
151-27 |
| High |
151-06 |
151-31 |
0-25 |
0.5% |
151-31 |
| Low |
149-31 |
150-18 |
0-19 |
0.4% |
149-16 |
| Close |
150-26 |
151-08 |
0-14 |
0.3% |
151-08 |
| Range |
1-07 |
1-13 |
0-06 |
15.4% |
2-15 |
| ATR |
1-13 |
1-13 |
0-00 |
0.0% |
0-00 |
| Volume |
271,417 |
190,378 |
-81,039 |
-29.9% |
1,171,674 |
|
| Daily Pivots for day following 17-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-15 |
154-25 |
152-01 |
|
| R3 |
154-02 |
153-12 |
151-20 |
|
| R2 |
152-21 |
152-21 |
151-16 |
|
| R1 |
151-31 |
151-31 |
151-12 |
152-10 |
| PP |
151-08 |
151-08 |
151-08 |
151-14 |
| S1 |
150-18 |
150-18 |
151-04 |
150-29 |
| S2 |
149-27 |
149-27 |
151-00 |
|
| S3 |
148-14 |
149-05 |
150-28 |
|
| S4 |
147-01 |
147-24 |
150-15 |
|
|
| Weekly Pivots for week ending 17-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-10 |
157-08 |
152-19 |
|
| R3 |
155-27 |
154-25 |
151-30 |
|
| R2 |
153-12 |
153-12 |
151-22 |
|
| R1 |
152-10 |
152-10 |
151-15 |
151-20 |
| PP |
150-29 |
150-29 |
150-29 |
150-18 |
| S1 |
149-27 |
149-27 |
151-01 |
149-04 |
| S2 |
148-14 |
148-14 |
150-26 |
|
| S3 |
145-31 |
147-12 |
150-18 |
|
| S4 |
143-16 |
144-29 |
149-29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
151-31 |
149-16 |
2-15 |
1.6% |
1-09 |
0.8% |
71% |
True |
False |
234,334 |
| 10 |
153-21 |
149-16 |
4-05 |
2.7% |
1-12 |
0.9% |
42% |
False |
False |
259,860 |
| 20 |
153-21 |
148-30 |
4-23 |
3.1% |
1-11 |
0.9% |
49% |
False |
False |
258,009 |
| 40 |
153-31 |
148-04 |
5-27 |
3.9% |
1-11 |
0.9% |
53% |
False |
False |
234,824 |
| 60 |
153-31 |
147-04 |
6-27 |
4.5% |
1-15 |
1.0% |
60% |
False |
False |
242,871 |
| 80 |
163-23 |
147-04 |
16-19 |
11.0% |
1-18 |
1.0% |
25% |
False |
False |
183,294 |
| 100 |
168-23 |
147-04 |
21-19 |
14.3% |
1-15 |
1.0% |
19% |
False |
False |
146,643 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
157-30 |
|
2.618 |
155-21 |
|
1.618 |
154-08 |
|
1.000 |
153-12 |
|
0.618 |
152-27 |
|
HIGH |
151-31 |
|
0.618 |
151-14 |
|
0.500 |
151-09 |
|
0.382 |
151-03 |
|
LOW |
150-18 |
|
0.618 |
149-22 |
|
1.000 |
149-05 |
|
1.618 |
148-09 |
|
2.618 |
146-28 |
|
4.250 |
144-19 |
|
|
| Fisher Pivots for day following 17-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
151-09 |
151-03 |
| PP |
151-08 |
150-29 |
| S1 |
151-08 |
150-24 |
|