ECBOT 30 Year Treasury Bond Future June 2017
| Trading Metrics calculated at close of trading on 20-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2017 |
20-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
147-15 |
148-15 |
1-00 |
0.7% |
146-30 |
| High |
148-20 |
149-09 |
0-21 |
0.4% |
148-20 |
| Low |
147-15 |
148-06 |
0-23 |
0.5% |
145-26 |
| Close |
148-14 |
149-00 |
0-18 |
0.4% |
148-14 |
| Range |
1-05 |
1-03 |
-0-02 |
-5.4% |
2-26 |
| ATR |
1-08 |
1-07 |
0-00 |
-0.9% |
0-00 |
| Volume |
175,817 |
161,722 |
-14,095 |
-8.0% |
1,102,415 |
|
| Daily Pivots for day following 20-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-03 |
151-21 |
149-19 |
|
| R3 |
151-00 |
150-18 |
149-10 |
|
| R2 |
149-29 |
149-29 |
149-06 |
|
| R1 |
149-15 |
149-15 |
149-03 |
149-22 |
| PP |
148-26 |
148-26 |
148-26 |
148-30 |
| S1 |
148-12 |
148-12 |
148-29 |
148-19 |
| S2 |
147-23 |
147-23 |
148-26 |
|
| S3 |
146-20 |
147-09 |
148-22 |
|
| S4 |
145-17 |
146-06 |
148-13 |
|
|
| 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 |
149-09 |
145-26 |
3-15 |
2.3% |
1-09 |
0.9% |
92% |
True |
False |
216,155 |
| 10 |
149-09 |
145-26 |
3-15 |
2.3% |
1-07 |
0.8% |
92% |
True |
False |
242,988 |
| 20 |
152-04 |
145-26 |
6-10 |
4.2% |
1-06 |
0.8% |
50% |
False |
False |
249,834 |
| 40 |
152-12 |
145-26 |
6-18 |
4.4% |
1-08 |
0.8% |
49% |
False |
False |
125,734 |
| 60 |
152-20 |
145-26 |
6-26 |
4.6% |
1-05 |
0.8% |
47% |
False |
False |
83,844 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153-30 |
|
2.618 |
152-05 |
|
1.618 |
151-02 |
|
1.000 |
150-12 |
|
0.618 |
149-31 |
|
HIGH |
149-09 |
|
0.618 |
148-28 |
|
0.500 |
148-24 |
|
0.382 |
148-19 |
|
LOW |
148-06 |
|
0.618 |
147-16 |
|
1.000 |
147-03 |
|
1.618 |
146-13 |
|
2.618 |
145-10 |
|
4.250 |
143-17 |
|
|
| Fisher Pivots for day following 20-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
148-29 |
148-25 |
| PP |
148-26 |
148-18 |
| S1 |
148-24 |
148-12 |
|