ECBOT 30 Year Treasury Bond Future March 2017
| Trading Metrics calculated at close of trading on 21-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2017 |
21-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
150-08 |
150-04 |
-0-04 |
-0.1% |
148-10 |
| High |
150-19 |
151-19 |
1-00 |
0.7% |
149-29 |
| Low |
149-18 |
149-30 |
0-12 |
0.3% |
147-03 |
| Close |
150-11 |
151-09 |
0-30 |
0.6% |
149-24 |
| Range |
1-01 |
1-21 |
0-20 |
60.6% |
2-26 |
| ATR |
1-07 |
1-08 |
0-01 |
2.6% |
0-00 |
| Volume |
109 |
201 |
92 |
84.4% |
6,261 |
|
| Daily Pivots for day following 21-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-29 |
155-08 |
152-06 |
|
| R3 |
154-08 |
153-19 |
151-24 |
|
| R2 |
152-19 |
152-19 |
151-19 |
|
| R1 |
151-30 |
151-30 |
151-14 |
152-09 |
| PP |
150-30 |
150-30 |
150-30 |
151-03 |
| S1 |
150-09 |
150-09 |
151-04 |
150-20 |
| S2 |
149-09 |
149-09 |
150-31 |
|
| S3 |
147-20 |
148-20 |
150-26 |
|
| S4 |
145-31 |
146-31 |
150-12 |
|
|
| Weekly Pivots for week ending 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-11 |
156-12 |
151-10 |
|
| R3 |
154-17 |
153-18 |
150-17 |
|
| R2 |
151-23 |
151-23 |
150-08 |
|
| R1 |
150-24 |
150-24 |
150-00 |
151-08 |
| PP |
148-29 |
148-29 |
148-29 |
149-05 |
| S1 |
147-30 |
147-30 |
149-16 |
148-14 |
| S2 |
146-03 |
146-03 |
149-08 |
|
| S3 |
143-09 |
145-04 |
148-31 |
|
| S4 |
140-15 |
142-10 |
148-06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
151-19 |
148-02 |
3-17 |
2.3% |
1-09 |
0.9% |
91% |
True |
False |
459 |
| 10 |
151-19 |
147-03 |
4-16 |
3.0% |
1-08 |
0.8% |
93% |
True |
False |
1,129 |
| 20 |
153-12 |
147-03 |
6-09 |
4.2% |
1-05 |
0.8% |
67% |
False |
False |
97,392 |
| 40 |
153-21 |
147-03 |
6-18 |
4.3% |
1-08 |
0.8% |
64% |
False |
False |
178,315 |
| 60 |
153-31 |
147-03 |
6-28 |
4.5% |
1-09 |
0.9% |
61% |
False |
False |
191,628 |
| 80 |
153-31 |
147-03 |
6-28 |
4.5% |
1-12 |
0.9% |
61% |
False |
False |
208,663 |
| 100 |
163-23 |
147-03 |
16-20 |
11.0% |
1-15 |
1.0% |
25% |
False |
False |
169,072 |
| 120 |
168-23 |
147-03 |
21-20 |
14.3% |
1-14 |
0.9% |
19% |
False |
False |
140,902 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158-20 |
|
2.618 |
155-30 |
|
1.618 |
154-09 |
|
1.000 |
153-08 |
|
0.618 |
152-20 |
|
HIGH |
151-19 |
|
0.618 |
150-31 |
|
0.500 |
150-25 |
|
0.382 |
150-18 |
|
LOW |
149-30 |
|
0.618 |
148-29 |
|
1.000 |
148-09 |
|
1.618 |
147-08 |
|
2.618 |
145-19 |
|
4.250 |
142-29 |
|
|
| Fisher Pivots for day following 21-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
151-04 |
150-30 |
| PP |
150-30 |
150-18 |
| S1 |
150-25 |
150-07 |
|