ECBOT 30 Year Treasury Bond Future June 2017
Trading Metrics calculated at close of trading on 06-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2017 |
06-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
149-09 |
149-10 |
0-01 |
0.0% |
152-00 |
High |
149-16 |
149-30 |
0-14 |
0.3% |
152-04 |
Low |
148-22 |
148-25 |
0-03 |
0.1% |
148-22 |
Close |
149-08 |
149-02 |
-0-06 |
-0.1% |
149-08 |
Range |
0-26 |
1-05 |
0-11 |
42.3% |
3-14 |
ATR |
1-08 |
1-08 |
0-00 |
-0.6% |
0-00 |
Volume |
276,377 |
199,879 |
-76,498 |
-27.7% |
1,507,298 |
|
Daily Pivots for day following 06-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
152-23 |
152-02 |
149-22 |
|
R3 |
151-18 |
150-29 |
149-12 |
|
R2 |
150-13 |
150-13 |
149-09 |
|
R1 |
149-24 |
149-24 |
149-05 |
149-16 |
PP |
149-08 |
149-08 |
149-08 |
149-05 |
S1 |
148-19 |
148-19 |
148-31 |
148-11 |
S2 |
148-03 |
148-03 |
148-27 |
|
S3 |
146-30 |
147-14 |
148-24 |
|
S4 |
145-25 |
146-09 |
148-14 |
|
|
Weekly Pivots for week ending 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160-11 |
158-07 |
151-04 |
|
R3 |
156-29 |
154-25 |
150-06 |
|
R2 |
153-15 |
153-15 |
149-28 |
|
R1 |
151-11 |
151-11 |
149-18 |
150-22 |
PP |
150-01 |
150-01 |
150-01 |
149-22 |
S1 |
147-29 |
147-29 |
148-30 |
147-08 |
S2 |
146-19 |
146-19 |
148-20 |
|
S3 |
143-05 |
144-15 |
148-10 |
|
S4 |
139-23 |
141-01 |
147-12 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
152-03 |
148-22 |
3-13 |
2.3% |
1-06 |
0.8% |
11% |
False |
False |
288,472 |
10 |
152-04 |
148-22 |
3-14 |
2.3% |
1-05 |
0.8% |
11% |
False |
False |
256,680 |
20 |
152-12 |
148-09 |
4-03 |
2.7% |
1-08 |
0.8% |
19% |
False |
False |
129,748 |
40 |
152-20 |
147-21 |
4-31 |
3.3% |
1-09 |
0.9% |
28% |
False |
False |
65,018 |
60 |
152-20 |
146-25 |
5-27 |
3.9% |
0-30 |
0.6% |
39% |
False |
False |
43,346 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
154-27 |
2.618 |
152-31 |
1.618 |
151-26 |
1.000 |
151-03 |
0.618 |
150-21 |
HIGH |
149-30 |
0.618 |
149-16 |
0.500 |
149-12 |
0.382 |
149-07 |
LOW |
148-25 |
0.618 |
148-02 |
1.000 |
147-20 |
1.618 |
146-29 |
2.618 |
145-24 |
4.250 |
143-28 |
|
|
Fisher Pivots for day following 06-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
149-12 |
149-10 |
PP |
149-08 |
149-07 |
S1 |
149-05 |
149-05 |
|