ECBOT 30 Year Treasury Bond Future March 2017
| Trading Metrics calculated at close of trading on 28-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2017 |
28-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
153-09 |
152-23 |
-0-18 |
-0.4% |
151-14 |
| High |
153-09 |
153-11 |
0-02 |
0.0% |
153-12 |
| Low |
152-17 |
152-08 |
-0-09 |
-0.2% |
150-19 |
| Close |
152-20 |
152-30 |
0-10 |
0.2% |
153-07 |
| Range |
0-24 |
1-03 |
0-11 |
45.8% |
2-25 |
| ATR |
1-10 |
1-10 |
-0-01 |
-1.2% |
0-00 |
| Volume |
326,593 |
75,804 |
-250,789 |
-76.8% |
1,782,447 |
|
| Daily Pivots for day following 28-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-04 |
155-20 |
153-17 |
|
| R3 |
155-01 |
154-17 |
153-08 |
|
| R2 |
153-30 |
153-30 |
153-04 |
|
| R1 |
153-14 |
153-14 |
153-01 |
153-22 |
| PP |
152-27 |
152-27 |
152-27 |
152-31 |
| S1 |
152-11 |
152-11 |
152-27 |
152-19 |
| S2 |
151-24 |
151-24 |
152-24 |
|
| S3 |
150-21 |
151-08 |
152-20 |
|
| S4 |
149-18 |
150-05 |
152-11 |
|
|
| Weekly Pivots for week ending 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-24 |
159-24 |
154-24 |
|
| R3 |
157-31 |
156-31 |
153-31 |
|
| R2 |
155-06 |
155-06 |
153-23 |
|
| R1 |
154-06 |
154-06 |
153-15 |
154-22 |
| PP |
152-13 |
152-13 |
152-13 |
152-21 |
| S1 |
151-13 |
151-13 |
152-31 |
151-29 |
| S2 |
149-20 |
149-20 |
152-23 |
|
| S3 |
146-27 |
148-20 |
152-15 |
|
| S4 |
144-02 |
145-27 |
151-22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
153-12 |
150-24 |
2-20 |
1.7% |
1-04 |
0.7% |
83% |
False |
False |
377,755 |
| 10 |
153-12 |
149-16 |
3-28 |
2.5% |
1-07 |
0.8% |
89% |
False |
False |
319,760 |
| 20 |
153-21 |
149-16 |
4-05 |
2.7% |
1-09 |
0.8% |
83% |
False |
False |
299,080 |
| 40 |
153-31 |
148-30 |
5-01 |
3.3% |
1-12 |
0.9% |
80% |
False |
False |
273,544 |
| 60 |
153-31 |
147-04 |
6-27 |
4.5% |
1-13 |
0.9% |
85% |
False |
False |
256,110 |
| 80 |
163-17 |
147-04 |
16-13 |
10.7% |
1-17 |
1.0% |
35% |
False |
False |
210,562 |
| 100 |
165-09 |
147-04 |
18-05 |
11.9% |
1-15 |
1.0% |
32% |
False |
False |
168,491 |
| 120 |
169-19 |
147-04 |
22-15 |
14.7% |
1-10 |
0.9% |
26% |
False |
False |
140,410 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158-00 |
|
2.618 |
156-07 |
|
1.618 |
155-04 |
|
1.000 |
154-14 |
|
0.618 |
154-01 |
|
HIGH |
153-11 |
|
0.618 |
152-30 |
|
0.500 |
152-26 |
|
0.382 |
152-21 |
|
LOW |
152-08 |
|
0.618 |
151-18 |
|
1.000 |
151-05 |
|
1.618 |
150-15 |
|
2.618 |
149-12 |
|
4.250 |
147-19 |
|
|
| Fisher Pivots for day following 28-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
152-29 |
152-27 |
| PP |
152-27 |
152-23 |
| S1 |
152-26 |
152-20 |
|