ECBOT 30 Year Treasury Bond Future June 2017
| Trading Metrics calculated at close of trading on 07-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2017 |
07-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
151-28 |
151-24 |
-0-04 |
-0.1% |
150-31 |
| High |
152-00 |
153-04 |
1-04 |
0.7% |
153-04 |
| Low |
151-03 |
151-07 |
0-04 |
0.1% |
150-21 |
| Close |
151-23 |
151-16 |
-0-07 |
-0.1% |
151-16 |
| Range |
0-29 |
1-29 |
1-00 |
110.4% |
2-15 |
| ATR |
1-06 |
1-08 |
0-02 |
4.2% |
0-00 |
| Volume |
204,791 |
359,236 |
154,445 |
75.4% |
1,382,829 |
|
| Daily Pivots for day following 07-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-21 |
156-16 |
152-18 |
|
| R3 |
155-24 |
154-19 |
152-01 |
|
| R2 |
153-27 |
153-27 |
151-27 |
|
| R1 |
152-22 |
152-22 |
151-22 |
152-10 |
| PP |
151-30 |
151-30 |
151-30 |
151-25 |
| S1 |
150-25 |
150-25 |
151-10 |
150-13 |
| S2 |
150-01 |
150-01 |
151-05 |
|
| S3 |
148-04 |
148-28 |
150-31 |
|
| S4 |
146-07 |
146-31 |
150-14 |
|
|
| Weekly Pivots for week ending 07-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-05 |
157-26 |
152-27 |
|
| R3 |
156-22 |
155-11 |
152-06 |
|
| R2 |
154-07 |
154-07 |
151-30 |
|
| R1 |
152-28 |
152-28 |
151-23 |
153-17 |
| PP |
151-24 |
151-24 |
151-24 |
152-03 |
| S1 |
150-13 |
150-13 |
151-09 |
151-03 |
| S2 |
149-09 |
149-09 |
151-02 |
|
| S3 |
146-26 |
147-30 |
150-26 |
|
| S4 |
144-11 |
145-15 |
150-05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
153-04 |
150-21 |
2-15 |
1.6% |
1-11 |
0.9% |
34% |
True |
False |
276,565 |
| 10 |
153-04 |
150-05 |
2-31 |
2.0% |
1-08 |
0.8% |
45% |
True |
False |
250,703 |
| 20 |
153-04 |
145-26 |
7-10 |
4.8% |
1-08 |
0.8% |
78% |
True |
False |
244,003 |
| 40 |
153-04 |
145-26 |
7-10 |
4.8% |
1-07 |
0.8% |
78% |
True |
False |
215,921 |
| 60 |
153-04 |
145-26 |
7-10 |
4.8% |
1-08 |
0.8% |
78% |
True |
False |
144,107 |
| 80 |
153-04 |
145-26 |
7-10 |
4.8% |
1-02 |
0.7% |
78% |
True |
False |
108,082 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
161-07 |
|
2.618 |
158-04 |
|
1.618 |
156-07 |
|
1.000 |
155-01 |
|
0.618 |
154-10 |
|
HIGH |
153-04 |
|
0.618 |
152-13 |
|
0.500 |
152-06 |
|
0.382 |
151-30 |
|
LOW |
151-07 |
|
0.618 |
150-01 |
|
1.000 |
149-10 |
|
1.618 |
148-04 |
|
2.618 |
146-07 |
|
4.250 |
143-04 |
|
|
| Fisher Pivots for day following 07-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
152-06 |
152-00 |
| PP |
151-30 |
151-26 |
| S1 |
151-23 |
151-21 |
|