ECBOT 30 Year Treasury Bond Future June 2017
| Trading Metrics calculated at close of trading on 21-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2017 |
21-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
148-15 |
149-07 |
0-24 |
0.5% |
146-30 |
| High |
149-09 |
150-09 |
1-00 |
0.7% |
148-20 |
| Low |
148-06 |
148-16 |
0-10 |
0.2% |
145-26 |
| Close |
149-00 |
149-29 |
0-29 |
0.6% |
148-14 |
| Range |
1-03 |
1-25 |
0-22 |
62.9% |
2-26 |
| ATR |
1-07 |
1-09 |
0-01 |
3.2% |
0-00 |
| Volume |
161,722 |
333,914 |
172,192 |
106.5% |
1,102,415 |
|
| Daily Pivots for day following 21-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-29 |
154-06 |
150-28 |
|
| R3 |
153-04 |
152-13 |
150-13 |
|
| R2 |
151-11 |
151-11 |
150-07 |
|
| R1 |
150-20 |
150-20 |
150-02 |
151-00 |
| PP |
149-18 |
149-18 |
149-18 |
149-24 |
| S1 |
148-27 |
148-27 |
149-24 |
149-07 |
| S2 |
147-25 |
147-25 |
149-19 |
|
| S3 |
146-00 |
147-02 |
149-13 |
|
| S4 |
144-07 |
145-09 |
148-30 |
|
|
| 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 |
150-09 |
146-23 |
3-18 |
2.4% |
1-13 |
0.9% |
89% |
True |
False |
239,485 |
| 10 |
150-09 |
145-26 |
4-15 |
3.0% |
1-11 |
0.9% |
92% |
True |
False |
257,651 |
| 20 |
152-04 |
145-26 |
6-10 |
4.2% |
1-07 |
0.8% |
65% |
False |
False |
263,639 |
| 40 |
152-12 |
145-26 |
6-18 |
4.4% |
1-08 |
0.8% |
62% |
False |
False |
134,077 |
| 60 |
152-20 |
145-26 |
6-26 |
4.5% |
1-06 |
0.8% |
60% |
False |
False |
89,409 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
157-27 |
|
2.618 |
154-30 |
|
1.618 |
153-05 |
|
1.000 |
152-02 |
|
0.618 |
151-12 |
|
HIGH |
150-09 |
|
0.618 |
149-19 |
|
0.500 |
149-13 |
|
0.382 |
149-06 |
|
LOW |
148-16 |
|
0.618 |
147-13 |
|
1.000 |
146-23 |
|
1.618 |
145-20 |
|
2.618 |
143-27 |
|
4.250 |
140-30 |
|
|
| Fisher Pivots for day following 21-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
149-24 |
149-18 |
| PP |
149-18 |
149-07 |
| S1 |
149-13 |
148-28 |
|