ECBOT 30 Year Treasury Bond Future June 2017
Trading Metrics calculated at close of trading on 27-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2017 |
27-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
150-25 |
152-00 |
1-07 |
0.8% |
150-08 |
High |
152-04 |
152-04 |
0-00 |
0.0% |
152-04 |
Low |
150-20 |
151-09 |
0-21 |
0.4% |
149-12 |
Close |
151-31 |
151-12 |
-0-19 |
-0.4% |
151-31 |
Range |
1-16 |
0-27 |
-0-21 |
-43.8% |
2-24 |
ATR |
1-09 |
1-08 |
-0-01 |
-2.4% |
0-00 |
Volume |
323,663 |
264,816 |
-58,847 |
-18.2% |
859,624 |
|
Daily Pivots for day following 27-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
154-04 |
153-19 |
151-27 |
|
R3 |
153-09 |
152-24 |
151-19 |
|
R2 |
152-14 |
152-14 |
151-17 |
|
R1 |
151-29 |
151-29 |
151-14 |
151-24 |
PP |
151-19 |
151-19 |
151-19 |
151-17 |
S1 |
151-02 |
151-02 |
151-10 |
150-29 |
S2 |
150-24 |
150-24 |
151-07 |
|
S3 |
149-29 |
150-07 |
151-05 |
|
S4 |
149-02 |
149-12 |
150-29 |
|
|
Weekly Pivots for week ending 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
159-13 |
158-14 |
153-15 |
|
R3 |
156-21 |
155-22 |
152-23 |
|
R2 |
153-29 |
153-29 |
152-15 |
|
R1 |
152-30 |
152-30 |
152-07 |
153-14 |
PP |
151-05 |
151-05 |
151-05 |
151-13 |
S1 |
150-06 |
150-06 |
151-23 |
150-22 |
S2 |
148-13 |
148-13 |
151-15 |
|
S3 |
145-21 |
147-14 |
151-07 |
|
S4 |
142-29 |
144-22 |
150-15 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
152-04 |
149-12 |
2-24 |
1.8% |
1-04 |
0.8% |
73% |
True |
False |
224,888 |
10 |
152-04 |
148-09 |
3-27 |
2.5% |
1-06 |
0.8% |
80% |
True |
False |
114,592 |
20 |
152-12 |
148-09 |
4-03 |
2.7% |
1-07 |
0.8% |
76% |
False |
False |
57,785 |
40 |
152-20 |
147-21 |
4-31 |
3.3% |
1-08 |
0.8% |
75% |
False |
False |
28,960 |
60 |
152-20 |
146-25 |
5-27 |
3.9% |
0-28 |
0.6% |
79% |
False |
False |
19,307 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
155-23 |
2.618 |
154-11 |
1.618 |
153-16 |
1.000 |
152-31 |
0.618 |
152-21 |
HIGH |
152-04 |
0.618 |
151-26 |
0.500 |
151-23 |
0.382 |
151-19 |
LOW |
151-09 |
0.618 |
150-24 |
1.000 |
150-14 |
1.618 |
149-29 |
2.618 |
149-02 |
4.250 |
147-22 |
|
|
Fisher Pivots for day following 27-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
151-23 |
151-09 |
PP |
151-19 |
151-06 |
S1 |
151-16 |
151-03 |
|