ECBOT 30 Year Treasury Bond Future June 2017
Trading Metrics calculated at close of trading on 27-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2017 |
27-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
150-16 |
150-29 |
0-13 |
0.3% |
148-15 |
High |
151-06 |
152-03 |
0-29 |
0.6% |
151-06 |
Low |
150-06 |
150-27 |
0-21 |
0.4% |
148-06 |
Close |
151-03 |
151-15 |
0-12 |
0.2% |
151-03 |
Range |
1-00 |
1-08 |
0-08 |
25.0% |
3-00 |
ATR |
1-07 |
1-07 |
0-00 |
0.1% |
0-00 |
Volume |
201,933 |
205,626 |
3,693 |
1.8% |
1,270,620 |
|
Daily Pivots for day following 27-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
155-07 |
154-19 |
152-05 |
|
R3 |
153-31 |
153-11 |
151-26 |
|
R2 |
152-23 |
152-23 |
151-22 |
|
R1 |
152-03 |
152-03 |
151-19 |
152-13 |
PP |
151-15 |
151-15 |
151-15 |
151-20 |
S1 |
150-27 |
150-27 |
151-11 |
151-05 |
S2 |
150-07 |
150-07 |
151-08 |
|
S3 |
148-31 |
149-19 |
151-04 |
|
S4 |
147-23 |
148-11 |
150-25 |
|
|
Weekly Pivots for week ending 24-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
159-05 |
158-04 |
152-24 |
|
R3 |
156-05 |
155-04 |
151-29 |
|
R2 |
153-05 |
153-05 |
151-21 |
|
R1 |
152-04 |
152-04 |
151-12 |
152-21 |
PP |
150-05 |
150-05 |
150-05 |
150-13 |
S1 |
149-04 |
149-04 |
150-26 |
149-21 |
S2 |
147-05 |
147-05 |
150-17 |
|
S3 |
144-05 |
146-04 |
150-09 |
|
S4 |
141-05 |
143-04 |
149-14 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
152-03 |
148-16 |
3-19 |
2.4% |
1-07 |
0.8% |
83% |
True |
False |
262,904 |
10 |
152-03 |
145-26 |
6-09 |
4.1% |
1-08 |
0.8% |
90% |
True |
False |
239,530 |
20 |
152-03 |
145-26 |
6-09 |
4.1% |
1-07 |
0.8% |
90% |
True |
False |
259,338 |
40 |
152-12 |
145-26 |
6-18 |
4.3% |
1-07 |
0.8% |
86% |
False |
False |
158,561 |
60 |
152-20 |
145-26 |
6-26 |
4.5% |
1-07 |
0.8% |
83% |
False |
False |
105,753 |
80 |
152-20 |
145-26 |
6-26 |
4.5% |
0-30 |
0.6% |
83% |
False |
False |
79,315 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
157-13 |
2.618 |
155-12 |
1.618 |
154-04 |
1.000 |
153-11 |
0.618 |
152-28 |
HIGH |
152-03 |
0.618 |
151-20 |
0.500 |
151-15 |
0.382 |
151-10 |
LOW |
150-27 |
0.618 |
150-02 |
1.000 |
149-19 |
1.618 |
148-26 |
2.618 |
147-18 |
4.250 |
145-17 |
|
|
Fisher Pivots for day following 27-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
151-15 |
151-11 |
PP |
151-15 |
151-07 |
S1 |
151-15 |
151-03 |
|