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 |
|