ECBOT 30 Year Treasury Bond Future March 2017

Trading Metrics calculated at close of trading on 03-Mar-2017

Day Change Summary
	Previous	Current
	02-Mar-2017	03-Mar-2017	Change	Change %	Previous Week
Open	150-30	150-16	-0-14	-0.3%	153-09
High	150-30	150-25	-0-05	-0.1%	153-11
Low	150-00	149-31	-0-01	0.0%	149-31
Close	150-11	150-16	0-05	0.1%	150-16
Range	0-30	0-26	-0-04	-13.3%	3-12
ATR	1-11	1-10	-0-01	-2.8%	0-00
Volume	8,517	5,012	-3,505	-41.2%	443,900

Daily Pivots for day following 03-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	152-27	152-16	150-30
R3	152-01	151-22	150-23
R2	151-07	151-07	150-21
R1	150-28	150-28	150-18	150-29
PP	150-13	150-13	150-13	150-14
S1	150-02	150-02	150-14	150-03
S2	149-19	149-19	150-11
S3	148-25	149-08	150-09
S4	147-31	148-14	150-02

Weekly Pivots for week ending 03-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	161-13	159-10	152-11
R3	158-01	155-30	151-14
R2	154-21	154-21	151-04
R1	152-18	152-18	150-26	151-30
PP	151-09	151-09	151-09	150-30
S1	149-06	149-06	150-06	148-18
S2	147-29	147-29	149-28
S3	144-17	145-26	149-18
S4	141-05	142-14	148-21

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	153-11	149-31	3-12	2.2%	1-03	0.7%	16%	False	True	88,780
10	153-12	149-31	3-13	2.3%	1-06	0.8%	16%	False	True	241,672
20	153-21	149-16	4-05	2.8%	1-09	0.8%	24%	False	False	256,783
40	153-31	148-30	5-01	3.3%	1-12	0.9%	31%	False	False	258,182
60	153-31	147-04	6-27	4.5%	1-12	0.9%	49%	False	False	240,257
80	163-17	147-04	16-13	10.9%	1-17	1.0%	21%	False	False	211,053
100	163-29	147-04	16-25	11.2%	1-15	1.0%	20%	False	False	168,906
120	168-23	147-04	21-19	14.3%	1-11	0.9%	16%	False	False	140,756

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-07
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	154-08
2.618	152-29
1.618	152-03
1.000	151-19
0.618	151-09
HIGH	150-25
0.618	150-15
0.500	150-12
0.382	150-09
LOW	149-31
0.618	149-15
1.000	149-05
1.618	148-21
2.618	147-27
4.250	146-17

Fisher Pivots for day following 03-Mar-2017
Pivot	1 day	3 day
R1	150-15	151-05
PP	150-13	150-30
S1	150-12	150-23

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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