ECBOT 30 Year Treasury Bond Future June 2017
| Trading Metrics calculated at close of trading on 15-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2017 |
15-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
145-31 |
146-24 |
0-25 |
0.5% |
149-10 |
| High |
147-01 |
148-17 |
1-16 |
1.0% |
149-30 |
| Low |
145-26 |
146-23 |
0-29 |
0.6% |
146-13 |
| Close |
146-27 |
148-09 |
1-14 |
1.0% |
146-27 |
| Range |
1-07 |
1-26 |
0-19 |
48.7% |
3-17 |
| ATR |
1-07 |
1-08 |
0-01 |
3.5% |
0-00 |
| Volume |
217,263 |
299,466 |
82,203 |
37.8% |
1,365,624 |
|
| Daily Pivots for day following 15-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-09 |
152-19 |
149-09 |
|
| R3 |
151-15 |
150-25 |
148-25 |
|
| R2 |
149-21 |
149-21 |
148-20 |
|
| R1 |
148-31 |
148-31 |
148-14 |
149-10 |
| PP |
147-27 |
147-27 |
147-27 |
148-01 |
| S1 |
147-05 |
147-05 |
148-04 |
147-16 |
| S2 |
146-01 |
146-01 |
147-30 |
|
| S3 |
144-07 |
145-11 |
147-25 |
|
| S4 |
142-13 |
143-17 |
147-09 |
|
|
| 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 |
148-17 |
145-26 |
2-23 |
1.8% |
1-09 |
0.9% |
91% |
True |
False |
268,349 |
| 10 |
149-30 |
145-26 |
4-04 |
2.8% |
1-05 |
0.8% |
60% |
False |
False |
258,345 |
| 20 |
152-04 |
145-26 |
6-10 |
4.3% |
1-07 |
0.8% |
39% |
False |
False |
222,467 |
| 40 |
152-12 |
145-26 |
6-18 |
4.4% |
1-08 |
0.8% |
38% |
False |
False |
111,644 |
| 60 |
152-20 |
145-26 |
6-26 |
4.6% |
1-03 |
0.7% |
36% |
False |
False |
74,443 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
156-08 |
|
2.618 |
153-09 |
|
1.618 |
151-15 |
|
1.000 |
150-11 |
|
0.618 |
149-21 |
|
HIGH |
148-17 |
|
0.618 |
147-27 |
|
0.500 |
147-20 |
|
0.382 |
147-13 |
|
LOW |
146-23 |
|
0.618 |
145-19 |
|
1.000 |
144-29 |
|
1.618 |
143-25 |
|
2.618 |
141-31 |
|
4.250 |
139-01 |
|
|
| Fisher Pivots for day following 15-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
148-02 |
147-29 |
| PP |
147-27 |
147-17 |
| S1 |
147-20 |
147-06 |
|