ECBOT 30 Year Treasury Bond Future June 2017
Trading Metrics calculated at close of trading on 13-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2017 |
13-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
146-22 |
146-30 |
0-08 |
0.2% |
149-10 |
High |
147-03 |
147-10 |
0-07 |
0.1% |
149-30 |
Low |
146-13 |
145-30 |
-0-15 |
-0.3% |
146-13 |
Close |
146-27 |
146-12 |
-0-15 |
-0.3% |
146-27 |
Range |
0-22 |
1-12 |
0-22 |
100.0% |
3-17 |
ATR |
1-06 |
1-07 |
0-00 |
1.0% |
0-00 |
Volume |
351,765 |
183,359 |
-168,406 |
-47.9% |
1,365,624 |
|
Daily Pivots for day following 13-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
150-21 |
149-29 |
147-04 |
|
R3 |
149-09 |
148-17 |
146-24 |
|
R2 |
147-29 |
147-29 |
146-20 |
|
R1 |
147-05 |
147-05 |
146-16 |
146-27 |
PP |
146-17 |
146-17 |
146-17 |
146-12 |
S1 |
145-25 |
145-25 |
146-08 |
145-15 |
S2 |
145-05 |
145-05 |
146-04 |
|
S3 |
143-25 |
144-13 |
146-00 |
|
S4 |
142-13 |
143-01 |
145-20 |
|
|
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 |
149-08 |
145-30 |
3-10 |
2.3% |
1-04 |
0.8% |
13% |
False |
True |
269,820 |
10 |
152-03 |
145-30 |
6-05 |
4.2% |
1-05 |
0.8% |
7% |
False |
True |
279,146 |
20 |
152-04 |
145-30 |
6-06 |
4.2% |
1-06 |
0.8% |
7% |
False |
True |
196,869 |
40 |
152-17 |
145-30 |
6-19 |
4.5% |
1-09 |
0.9% |
7% |
False |
True |
98,740 |
60 |
152-20 |
145-30 |
6-22 |
4.6% |
1-01 |
0.7% |
7% |
False |
True |
65,831 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
153-05 |
2.618 |
150-29 |
1.618 |
149-17 |
1.000 |
148-22 |
0.618 |
148-05 |
HIGH |
147-10 |
0.618 |
146-25 |
0.500 |
146-20 |
0.382 |
146-15 |
LOW |
145-30 |
0.618 |
145-03 |
1.000 |
144-18 |
1.618 |
143-23 |
2.618 |
142-11 |
4.250 |
140-03 |
|
|
Fisher Pivots for day following 13-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
146-20 |
146-30 |
PP |
146-17 |
146-24 |
S1 |
146-15 |
146-18 |
|