ECBOT 30 Year Treasury Bond Future June 2017
Trading Metrics calculated at close of trading on 23-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2017 |
23-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
150-05 |
150-21 |
0-16 |
0.3% |
146-30 |
High |
151-05 |
151-02 |
-0-03 |
-0.1% |
148-20 |
Low |
150-04 |
150-03 |
-0-01 |
0.0% |
145-26 |
Close |
150-25 |
150-17 |
-0-08 |
-0.2% |
148-14 |
Range |
1-01 |
0-31 |
-0-02 |
-6.1% |
2-26 |
ATR |
1-09 |
1-08 |
-0-01 |
-1.7% |
0-00 |
Volume |
314,203 |
258,848 |
-55,355 |
-17.6% |
1,102,415 |
|
Daily Pivots for day following 23-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
153-15 |
152-31 |
151-02 |
|
R3 |
152-16 |
152-00 |
150-26 |
|
R2 |
151-17 |
151-17 |
150-23 |
|
R1 |
151-01 |
151-01 |
150-20 |
150-26 |
PP |
150-18 |
150-18 |
150-18 |
150-14 |
S1 |
150-02 |
150-02 |
150-14 |
149-27 |
S2 |
149-19 |
149-19 |
150-11 |
|
S3 |
148-20 |
149-03 |
150-08 |
|
S4 |
147-21 |
148-04 |
150-00 |
|
|
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 |
151-05 |
147-15 |
3-22 |
2.4% |
1-07 |
0.8% |
83% |
False |
False |
248,900 |
10 |
151-05 |
145-26 |
5-11 |
3.5% |
1-07 |
0.8% |
88% |
False |
False |
252,286 |
20 |
152-04 |
145-26 |
6-10 |
4.2% |
1-07 |
0.8% |
75% |
False |
False |
268,384 |
40 |
152-12 |
145-26 |
6-18 |
4.4% |
1-06 |
0.8% |
72% |
False |
False |
148,392 |
60 |
152-20 |
145-26 |
6-26 |
4.5% |
1-07 |
0.8% |
69% |
False |
False |
98,960 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
155-06 |
2.618 |
153-19 |
1.618 |
152-20 |
1.000 |
152-01 |
0.618 |
151-21 |
HIGH |
151-02 |
0.618 |
150-22 |
0.500 |
150-19 |
0.382 |
150-15 |
LOW |
150-03 |
0.618 |
149-16 |
1.000 |
149-04 |
1.618 |
148-17 |
2.618 |
147-18 |
4.250 |
145-31 |
|
|
Fisher Pivots for day following 23-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
150-19 |
150-10 |
PP |
150-18 |
150-02 |
S1 |
150-18 |
149-27 |
|