ECBOT 30 Year Treasury Bond Future June 2017
| Trading Metrics calculated at close of trading on 04-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2017 |
04-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
150-31 |
152-10 |
1-11 |
0.9% |
150-29 |
| High |
152-12 |
152-13 |
0-01 |
0.0% |
152-03 |
| Low |
150-21 |
151-15 |
0-26 |
0.5% |
150-05 |
| Close |
151-24 |
151-21 |
-0-03 |
-0.1% |
150-27 |
| Range |
1-23 |
0-30 |
-0-25 |
-45.5% |
1-30 |
| ATR |
1-08 |
1-07 |
-0-01 |
-1.7% |
0-00 |
| Volume |
305,800 |
222,698 |
-83,102 |
-27.2% |
1,124,208 |
|
| Daily Pivots for day following 04-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-21 |
154-03 |
152-06 |
|
| R3 |
153-23 |
153-05 |
151-29 |
|
| R2 |
152-25 |
152-25 |
151-27 |
|
| R1 |
152-07 |
152-07 |
151-24 |
152-01 |
| PP |
151-27 |
151-27 |
151-27 |
151-24 |
| S1 |
151-09 |
151-09 |
151-18 |
151-03 |
| S2 |
150-29 |
150-29 |
151-16 |
|
| S3 |
149-31 |
150-11 |
151-13 |
|
| S4 |
149-01 |
149-13 |
151-05 |
|
|
| 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 |
152-13 |
150-05 |
2-08 |
1.5% |
1-04 |
0.8% |
67% |
True |
False |
240,883 |
| 10 |
152-13 |
150-03 |
2-10 |
1.5% |
1-04 |
0.8% |
68% |
True |
False |
242,769 |
| 20 |
152-13 |
145-26 |
6-19 |
4.3% |
1-07 |
0.8% |
89% |
True |
False |
250,210 |
| 40 |
152-13 |
145-26 |
6-19 |
4.3% |
1-07 |
0.8% |
89% |
True |
False |
194,646 |
| 60 |
152-20 |
145-26 |
6-26 |
4.5% |
1-08 |
0.8% |
86% |
False |
False |
129,870 |
| 80 |
152-20 |
145-26 |
6-26 |
4.5% |
1-01 |
0.7% |
86% |
False |
False |
97,403 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
156-13 |
|
2.618 |
154-28 |
|
1.618 |
153-30 |
|
1.000 |
153-11 |
|
0.618 |
153-00 |
|
HIGH |
152-13 |
|
0.618 |
152-02 |
|
0.500 |
151-30 |
|
0.382 |
151-26 |
|
LOW |
151-15 |
|
0.618 |
150-28 |
|
1.000 |
150-17 |
|
1.618 |
149-30 |
|
2.618 |
149-00 |
|
4.250 |
147-16 |
|
|
| Fisher Pivots for day following 04-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
151-30 |
151-17 |
| PP |
151-27 |
151-13 |
| S1 |
151-24 |
151-09 |
|