ECBOT 30 Year Treasury Bond Future June 2017
| Trading Metrics calculated at close of trading on 03-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2017 |
03-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
150-14 |
150-31 |
0-17 |
0.4% |
150-29 |
| High |
151-00 |
152-12 |
1-12 |
0.9% |
152-03 |
| Low |
150-05 |
150-21 |
0-16 |
0.3% |
150-05 |
| Close |
150-27 |
151-24 |
0-29 |
0.6% |
150-27 |
| Range |
0-27 |
1-23 |
0-28 |
103.7% |
1-30 |
| ATR |
1-06 |
1-08 |
0-01 |
3.1% |
0-00 |
| Volume |
263,198 |
305,800 |
42,602 |
16.2% |
1,124,208 |
|
| Daily Pivots for day following 03-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-24 |
155-31 |
152-22 |
|
| R3 |
155-01 |
154-08 |
152-07 |
|
| R2 |
153-10 |
153-10 |
152-02 |
|
| R1 |
152-17 |
152-17 |
151-29 |
152-29 |
| PP |
151-19 |
151-19 |
151-19 |
151-25 |
| S1 |
150-26 |
150-26 |
151-19 |
151-07 |
| S2 |
149-28 |
149-28 |
151-14 |
|
| S3 |
148-05 |
149-03 |
151-09 |
|
| S4 |
146-14 |
147-12 |
150-26 |
|
|
| Weekly Pivots for week ending 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-27 |
155-25 |
151-29 |
|
| R3 |
154-29 |
153-27 |
151-12 |
|
| R2 |
152-31 |
152-31 |
151-06 |
|
| R1 |
151-29 |
151-29 |
151-01 |
151-15 |
| PP |
151-01 |
151-01 |
151-01 |
150-26 |
| S1 |
149-31 |
149-31 |
150-21 |
149-17 |
| S2 |
149-03 |
149-03 |
150-16 |
|
| S3 |
147-05 |
148-01 |
150-10 |
|
| S4 |
145-07 |
146-03 |
149-25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
152-12 |
150-05 |
2-07 |
1.5% |
1-08 |
0.8% |
72% |
True |
False |
244,876 |
| 10 |
152-12 |
148-16 |
3-28 |
2.6% |
1-07 |
0.8% |
84% |
True |
False |
253,890 |
| 20 |
152-12 |
145-26 |
6-18 |
4.3% |
1-07 |
0.8% |
90% |
True |
False |
248,439 |
| 40 |
152-12 |
145-26 |
6-18 |
4.3% |
1-07 |
0.8% |
90% |
True |
False |
189,094 |
| 60 |
152-20 |
145-26 |
6-26 |
4.5% |
1-08 |
0.8% |
87% |
False |
False |
126,158 |
| 80 |
152-20 |
145-26 |
6-26 |
4.5% |
1-00 |
0.7% |
87% |
False |
False |
94,619 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
159-22 |
|
2.618 |
156-28 |
|
1.618 |
155-05 |
|
1.000 |
154-03 |
|
0.618 |
153-14 |
|
HIGH |
152-12 |
|
0.618 |
151-23 |
|
0.500 |
151-17 |
|
0.382 |
151-10 |
|
LOW |
150-21 |
|
0.618 |
149-19 |
|
1.000 |
148-30 |
|
1.618 |
147-28 |
|
2.618 |
146-05 |
|
4.250 |
143-11 |
|
|
| Fisher Pivots for day following 03-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
151-22 |
151-19 |
| PP |
151-19 |
151-14 |
| S1 |
151-17 |
151-09 |
|