ECBOT 30 Year Treasury Bond Future March 2017
| Trading Metrics calculated at close of trading on 22-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2017 |
22-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
151-14 |
151-07 |
-0-07 |
-0.1% |
151-27 |
| High |
151-23 |
152-06 |
0-15 |
0.3% |
151-31 |
| Low |
150-19 |
150-24 |
0-05 |
0.1% |
149-16 |
| Close |
151-10 |
151-12 |
0-02 |
0.0% |
151-08 |
| Range |
1-04 |
1-14 |
0-10 |
27.8% |
2-15 |
| ATR |
1-12 |
1-12 |
0-00 |
0.3% |
0-00 |
| Volume |
296,069 |
509,220 |
213,151 |
72.0% |
1,171,674 |
|
| Daily Pivots for day following 22-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-24 |
155-00 |
152-05 |
|
| R3 |
154-10 |
153-18 |
151-25 |
|
| R2 |
152-28 |
152-28 |
151-20 |
|
| R1 |
152-04 |
152-04 |
151-16 |
152-16 |
| PP |
151-14 |
151-14 |
151-14 |
151-20 |
| S1 |
150-22 |
150-22 |
151-08 |
151-02 |
| S2 |
150-00 |
150-00 |
151-04 |
|
| S3 |
148-18 |
149-08 |
150-31 |
|
| S4 |
147-04 |
147-26 |
150-19 |
|
|
| 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 |
152-06 |
149-16 |
2-22 |
1.8% |
1-09 |
0.9% |
70% |
True |
False |
308,870 |
| 10 |
153-21 |
149-16 |
4-05 |
2.7% |
1-10 |
0.9% |
45% |
False |
False |
288,589 |
| 20 |
153-21 |
148-30 |
4-23 |
3.1% |
1-09 |
0.9% |
52% |
False |
False |
274,469 |
| 40 |
153-31 |
148-07 |
5-24 |
3.8% |
1-12 |
0.9% |
55% |
False |
False |
248,294 |
| 60 |
153-31 |
147-04 |
6-27 |
4.5% |
1-14 |
1.0% |
62% |
False |
False |
251,246 |
| 80 |
163-17 |
147-04 |
16-13 |
10.8% |
1-18 |
1.0% |
26% |
False |
False |
193,355 |
| 100 |
168-23 |
147-04 |
21-19 |
14.3% |
1-16 |
1.0% |
20% |
False |
False |
154,696 |
| 120 |
169-19 |
147-04 |
22-15 |
14.8% |
1-09 |
0.8% |
19% |
False |
False |
128,913 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158-10 |
|
2.618 |
155-30 |
|
1.618 |
154-16 |
|
1.000 |
153-20 |
|
0.618 |
153-02 |
|
HIGH |
152-06 |
|
0.618 |
151-20 |
|
0.500 |
151-15 |
|
0.382 |
151-10 |
|
LOW |
150-24 |
|
0.618 |
149-28 |
|
1.000 |
149-10 |
|
1.618 |
148-14 |
|
2.618 |
147-00 |
|
4.250 |
144-20 |
|
|
| Fisher Pivots for day following 22-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
151-15 |
151-12 |
| PP |
151-14 |
151-12 |
| S1 |
151-13 |
151-12 |
|