ECBOT 30 Year Treasury Bond Future March 2017
| Trading Metrics calculated at close of trading on 21-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2017 |
21-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
150-25 |
151-14 |
0-21 |
0.4% |
151-27 |
| High |
151-31 |
151-23 |
-0-08 |
-0.2% |
151-31 |
| Low |
150-18 |
150-19 |
0-01 |
0.0% |
149-16 |
| Close |
151-08 |
151-10 |
0-02 |
0.0% |
151-08 |
| Range |
1-13 |
1-04 |
-0-09 |
-20.0% |
2-15 |
| ATR |
1-13 |
1-12 |
-0-01 |
-1.4% |
0-00 |
| Volume |
190,378 |
296,069 |
105,691 |
55.5% |
1,171,674 |
|
| Daily Pivots for day following 21-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-19 |
154-02 |
151-30 |
|
| R3 |
153-15 |
152-30 |
151-20 |
|
| R2 |
152-11 |
152-11 |
151-17 |
|
| R1 |
151-26 |
151-26 |
151-13 |
151-17 |
| PP |
151-07 |
151-07 |
151-07 |
151-02 |
| S1 |
150-22 |
150-22 |
151-07 |
150-13 |
| S2 |
150-03 |
150-03 |
151-03 |
|
| S3 |
148-31 |
149-18 |
151-00 |
|
| S4 |
147-27 |
148-14 |
150-22 |
|
|
| 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% |
1-11 |
0.9% |
73% |
False |
False |
261,766 |
| 10 |
153-21 |
149-16 |
4-05 |
2.7% |
1-11 |
0.9% |
44% |
False |
False |
264,334 |
| 20 |
153-21 |
148-30 |
4-23 |
3.1% |
1-10 |
0.9% |
50% |
False |
False |
259,238 |
| 40 |
153-31 |
148-07 |
5-24 |
3.8% |
1-11 |
0.9% |
54% |
False |
False |
238,746 |
| 60 |
153-31 |
147-04 |
6-27 |
4.5% |
1-15 |
1.0% |
61% |
False |
False |
245,753 |
| 80 |
163-23 |
147-04 |
16-19 |
11.0% |
1-18 |
1.0% |
25% |
False |
False |
186,992 |
| 100 |
168-23 |
147-04 |
21-19 |
14.3% |
1-15 |
1.0% |
19% |
False |
False |
149,604 |
| 120 |
169-19 |
147-04 |
22-15 |
14.8% |
1-09 |
0.8% |
19% |
False |
False |
124,670 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
156-16 |
|
2.618 |
154-21 |
|
1.618 |
153-17 |
|
1.000 |
152-27 |
|
0.618 |
152-13 |
|
HIGH |
151-23 |
|
0.618 |
151-09 |
|
0.500 |
151-05 |
|
0.382 |
151-01 |
|
LOW |
150-19 |
|
0.618 |
149-29 |
|
1.000 |
149-15 |
|
1.618 |
148-25 |
|
2.618 |
147-21 |
|
4.250 |
145-26 |
|
|
| Fisher Pivots for day following 21-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
151-08 |
151-06 |
| PP |
151-07 |
151-03 |
| S1 |
151-05 |
150-31 |
|