ECBOT 30 Year Treasury Bond Future June 2017
| Trading Metrics calculated at close of trading on 14-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2017 |
14-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
146-30 |
145-31 |
-0-31 |
-0.7% |
149-10 |
| High |
147-10 |
147-01 |
-0-09 |
-0.2% |
149-30 |
| Low |
145-30 |
145-26 |
-0-04 |
-0.1% |
146-13 |
| Close |
146-12 |
146-27 |
0-15 |
0.3% |
146-27 |
| Range |
1-12 |
1-07 |
-0-05 |
-11.4% |
3-17 |
| ATR |
1-07 |
1-07 |
0-00 |
0.0% |
0-00 |
| Volume |
183,359 |
217,263 |
33,904 |
18.5% |
1,365,624 |
|
| Daily Pivots for day following 14-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-07 |
149-24 |
147-16 |
|
| R3 |
149-00 |
148-17 |
147-06 |
|
| R2 |
147-25 |
147-25 |
147-02 |
|
| R1 |
147-10 |
147-10 |
146-31 |
147-18 |
| PP |
146-18 |
146-18 |
146-18 |
146-22 |
| S1 |
146-03 |
146-03 |
146-23 |
146-11 |
| S2 |
145-11 |
145-11 |
146-20 |
|
| S3 |
144-04 |
144-28 |
146-16 |
|
| S4 |
142-29 |
143-21 |
146-06 |
|
|
| 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 |
148-29 |
145-26 |
3-03 |
2.1% |
1-08 |
0.9% |
33% |
False |
True |
275,817 |
| 10 |
151-06 |
145-26 |
5-12 |
3.7% |
1-06 |
0.8% |
19% |
False |
True |
266,232 |
| 20 |
152-04 |
145-26 |
6-10 |
4.3% |
1-06 |
0.8% |
16% |
False |
True |
207,649 |
| 40 |
152-17 |
145-26 |
6-23 |
4.6% |
1-08 |
0.9% |
15% |
False |
True |
104,159 |
| 60 |
152-20 |
145-26 |
6-26 |
4.6% |
1-02 |
0.7% |
15% |
False |
True |
69,452 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
152-07 |
|
2.618 |
150-07 |
|
1.618 |
149-00 |
|
1.000 |
148-08 |
|
0.618 |
147-25 |
|
HIGH |
147-01 |
|
0.618 |
146-18 |
|
0.500 |
146-14 |
|
0.382 |
146-09 |
|
LOW |
145-26 |
|
0.618 |
145-02 |
|
1.000 |
144-19 |
|
1.618 |
143-27 |
|
2.618 |
142-20 |
|
4.250 |
140-20 |
|
|
| Fisher Pivots for day following 14-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
146-23 |
146-24 |
| PP |
146-18 |
146-21 |
| S1 |
146-14 |
146-18 |
|