ECBOT 30 Year Treasury Bond Future June 2017
| Trading Metrics calculated at close of trading on 17-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2017 |
17-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
148-15 |
147-15 |
-1-00 |
-0.7% |
146-30 |
| High |
148-20 |
148-20 |
0-00 |
0.0% |
148-20 |
| Low |
147-14 |
147-15 |
0-01 |
0.0% |
145-26 |
| Close |
147-28 |
148-14 |
0-18 |
0.4% |
148-14 |
| Range |
1-06 |
1-05 |
-0-01 |
-2.6% |
2-26 |
| ATR |
1-08 |
1-08 |
0-00 |
-0.5% |
0-00 |
| Volume |
226,510 |
175,817 |
-50,693 |
-22.4% |
1,102,415 |
|
| Daily Pivots for day following 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-21 |
151-06 |
149-02 |
|
| R3 |
150-16 |
150-01 |
148-24 |
|
| R2 |
149-11 |
149-11 |
148-21 |
|
| R1 |
148-28 |
148-28 |
148-17 |
149-03 |
| PP |
148-06 |
148-06 |
148-06 |
148-09 |
| S1 |
147-23 |
147-23 |
148-11 |
147-31 |
| S2 |
147-01 |
147-01 |
148-07 |
|
| S3 |
145-28 |
146-18 |
148-04 |
|
| S4 |
144-23 |
145-13 |
147-26 |
|
|
| Weekly Pivots for week ending 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-02 |
155-02 |
150-00 |
|
| R3 |
153-08 |
152-08 |
149-07 |
|
| R2 |
150-14 |
150-14 |
148-30 |
|
| R1 |
149-14 |
149-14 |
148-22 |
149-30 |
| PP |
147-20 |
147-20 |
147-20 |
147-28 |
| S1 |
146-20 |
146-20 |
148-06 |
147-04 |
| S2 |
144-26 |
144-26 |
147-30 |
|
| S3 |
142-00 |
143-26 |
147-21 |
|
| S4 |
139-06 |
141-00 |
146-28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
148-20 |
145-26 |
2-26 |
1.9% |
1-11 |
0.9% |
93% |
True |
False |
220,483 |
| 10 |
149-30 |
145-26 |
4-04 |
2.8% |
1-07 |
0.8% |
64% |
False |
False |
246,803 |
| 20 |
152-04 |
145-26 |
6-10 |
4.3% |
1-07 |
0.8% |
42% |
False |
False |
242,074 |
| 40 |
152-12 |
145-26 |
6-18 |
4.4% |
1-08 |
0.8% |
40% |
False |
False |
121,692 |
| 60 |
152-20 |
145-26 |
6-26 |
4.6% |
1-04 |
0.8% |
39% |
False |
False |
81,149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153-17 |
|
2.618 |
151-21 |
|
1.618 |
150-16 |
|
1.000 |
149-25 |
|
0.618 |
149-11 |
|
HIGH |
148-20 |
|
0.618 |
148-06 |
|
0.500 |
148-02 |
|
0.382 |
147-29 |
|
LOW |
147-15 |
|
0.618 |
146-24 |
|
1.000 |
146-10 |
|
1.618 |
145-19 |
|
2.618 |
144-14 |
|
4.250 |
142-18 |
|
|
| Fisher Pivots for day following 17-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
148-10 |
148-06 |
| PP |
148-06 |
147-30 |
| S1 |
148-02 |
147-22 |
|