ECBOT 30 Year Treasury Bond Future June 2017
| Trading Metrics calculated at close of trading on 08-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2017 |
08-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
149-00 |
148-21 |
-0-11 |
-0.2% |
152-00 |
| High |
149-08 |
148-29 |
-0-11 |
-0.2% |
152-04 |
| Low |
148-20 |
147-09 |
-1-11 |
-0.9% |
148-22 |
| Close |
148-27 |
147-29 |
-0-30 |
-0.6% |
149-08 |
| Range |
0-20 |
1-20 |
1-00 |
160.0% |
3-14 |
| ATR |
1-06 |
1-07 |
0-01 |
2.5% |
0-00 |
| Volume |
187,279 |
336,808 |
149,529 |
79.8% |
1,507,298 |
|
| Daily Pivots for day following 08-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-29 |
152-01 |
148-26 |
|
| R3 |
151-09 |
150-13 |
148-11 |
|
| R2 |
149-21 |
149-21 |
148-07 |
|
| R1 |
148-25 |
148-25 |
148-02 |
148-13 |
| PP |
148-01 |
148-01 |
148-01 |
147-27 |
| S1 |
147-05 |
147-05 |
147-24 |
146-25 |
| S2 |
146-13 |
146-13 |
147-19 |
|
| S3 |
144-25 |
145-17 |
147-15 |
|
| S4 |
143-05 |
143-29 |
147-00 |
|
|
| 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 |
149-30 |
147-09 |
2-21 |
1.8% |
1-02 |
0.7% |
24% |
False |
True |
248,342 |
| 10 |
152-04 |
147-09 |
4-27 |
3.3% |
1-05 |
0.8% |
13% |
False |
True |
283,708 |
| 20 |
152-12 |
147-09 |
5-03 |
3.4% |
1-07 |
0.8% |
12% |
False |
True |
155,882 |
| 40 |
152-20 |
147-09 |
5-11 |
3.6% |
1-08 |
0.9% |
12% |
False |
True |
78,120 |
| 60 |
152-20 |
146-25 |
5-27 |
4.0% |
1-00 |
0.7% |
19% |
False |
False |
52,081 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155-26 |
|
2.618 |
153-05 |
|
1.618 |
151-17 |
|
1.000 |
150-17 |
|
0.618 |
149-29 |
|
HIGH |
148-29 |
|
0.618 |
148-09 |
|
0.500 |
148-03 |
|
0.382 |
147-29 |
|
LOW |
147-09 |
|
0.618 |
146-09 |
|
1.000 |
145-21 |
|
1.618 |
144-21 |
|
2.618 |
143-01 |
|
4.250 |
140-12 |
|
|
| Fisher Pivots for day following 08-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
148-03 |
148-20 |
| PP |
148-01 |
148-12 |
| S1 |
147-31 |
148-05 |
|