ECBOT 30 Year Treasury Bond Future June 2017
Trading Metrics calculated at close of trading on 10-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2017 |
10-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
147-26 |
146-22 |
-1-04 |
-0.8% |
149-10 |
High |
147-30 |
147-03 |
-0-27 |
-0.6% |
149-30 |
Low |
146-19 |
146-13 |
-0-06 |
-0.1% |
146-13 |
Close |
146-26 |
146-27 |
0-01 |
0.0% |
146-27 |
Range |
1-11 |
0-22 |
-0-21 |
-48.8% |
3-17 |
ATR |
1-08 |
1-06 |
-0-01 |
-3.2% |
0-00 |
Volume |
289,893 |
351,765 |
61,872 |
21.3% |
1,365,624 |
|
Daily Pivots for day following 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
148-27 |
148-17 |
147-07 |
|
R3 |
148-05 |
147-27 |
147-01 |
|
R2 |
147-15 |
147-15 |
146-31 |
|
R1 |
147-05 |
147-05 |
146-29 |
147-10 |
PP |
146-25 |
146-25 |
146-25 |
146-28 |
S1 |
146-15 |
146-15 |
146-25 |
146-20 |
S2 |
146-03 |
146-03 |
146-23 |
|
S3 |
145-13 |
145-25 |
146-21 |
|
S4 |
144-23 |
145-03 |
146-15 |
|
|
Weekly Pivots for week ending 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
158-10 |
156-04 |
148-25 |
|
R3 |
154-25 |
152-19 |
147-26 |
|
R2 |
151-08 |
151-08 |
147-16 |
|
R1 |
149-02 |
149-02 |
147-05 |
148-13 |
PP |
147-23 |
147-23 |
147-23 |
147-13 |
S1 |
145-17 |
145-17 |
146-17 |
144-28 |
S2 |
144-06 |
144-06 |
146-06 |
|
S3 |
140-21 |
142-00 |
145-28 |
|
S4 |
137-04 |
138-15 |
144-29 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
149-30 |
146-13 |
3-17 |
2.4% |
1-03 |
0.7% |
12% |
False |
True |
273,124 |
10 |
152-04 |
146-13 |
5-23 |
3.9% |
1-04 |
0.8% |
8% |
False |
True |
287,292 |
20 |
152-04 |
146-13 |
5-23 |
3.9% |
1-05 |
0.8% |
8% |
False |
True |
187,839 |
40 |
152-20 |
146-13 |
6-07 |
4.2% |
1-09 |
0.9% |
7% |
False |
True |
94,159 |
60 |
152-20 |
146-13 |
6-07 |
4.2% |
1-01 |
0.7% |
7% |
False |
True |
62,775 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
150-01 |
2.618 |
148-29 |
1.618 |
148-07 |
1.000 |
147-25 |
0.618 |
147-17 |
HIGH |
147-03 |
0.618 |
146-27 |
0.500 |
146-24 |
0.382 |
146-21 |
LOW |
146-13 |
0.618 |
145-31 |
1.000 |
145-23 |
1.618 |
145-09 |
2.618 |
144-19 |
4.250 |
143-16 |
|
|
Fisher Pivots for day following 10-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
146-26 |
147-21 |
PP |
146-25 |
147-12 |
S1 |
146-24 |
147-04 |
|