ECBOT 30 Year Treasury Bond Future June 2017
| Trading Metrics calculated at close of trading on 10-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2017 |
10-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
151-24 |
151-12 |
-0-12 |
-0.2% |
150-31 |
| High |
153-04 |
152-03 |
-1-01 |
-0.7% |
153-04 |
| Low |
151-07 |
151-03 |
-0-04 |
-0.1% |
150-21 |
| Close |
151-16 |
151-25 |
0-09 |
0.2% |
151-16 |
| Range |
1-29 |
1-00 |
-0-29 |
-47.5% |
2-15 |
| ATR |
1-08 |
1-07 |
-0-01 |
-1.4% |
0-00 |
| Volume |
359,236 |
190,561 |
-168,675 |
-47.0% |
1,382,829 |
|
| Daily Pivots for day following 10-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-21 |
154-07 |
152-11 |
|
| R3 |
153-21 |
153-07 |
152-02 |
|
| R2 |
152-21 |
152-21 |
151-31 |
|
| R1 |
152-07 |
152-07 |
151-28 |
152-14 |
| PP |
151-21 |
151-21 |
151-21 |
151-25 |
| S1 |
151-07 |
151-07 |
151-22 |
151-14 |
| S2 |
150-21 |
150-21 |
151-19 |
|
| S3 |
149-21 |
150-07 |
151-16 |
|
| S4 |
148-21 |
149-07 |
151-07 |
|
|
| 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 |
150-27 |
2-09 |
1.5% |
1-06 |
0.8% |
41% |
False |
False |
253,518 |
| 10 |
153-04 |
150-05 |
2-31 |
2.0% |
1-07 |
0.8% |
55% |
False |
False |
249,197 |
| 20 |
153-04 |
145-26 |
7-10 |
4.8% |
1-07 |
0.8% |
82% |
False |
False |
244,363 |
| 40 |
153-04 |
145-26 |
7-10 |
4.8% |
1-07 |
0.8% |
82% |
False |
False |
220,616 |
| 60 |
153-04 |
145-26 |
7-10 |
4.8% |
1-08 |
0.8% |
82% |
False |
False |
147,281 |
| 80 |
153-04 |
145-26 |
7-10 |
4.8% |
1-03 |
0.7% |
82% |
False |
False |
110,464 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
156-11 |
|
2.618 |
154-23 |
|
1.618 |
153-23 |
|
1.000 |
153-03 |
|
0.618 |
152-23 |
|
HIGH |
152-03 |
|
0.618 |
151-23 |
|
0.500 |
151-19 |
|
0.382 |
151-15 |
|
LOW |
151-03 |
|
0.618 |
150-15 |
|
1.000 |
150-03 |
|
1.618 |
149-15 |
|
2.618 |
148-15 |
|
4.250 |
146-27 |
|
|
| Fisher Pivots for day following 10-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
151-23 |
152-04 |
| PP |
151-21 |
152-00 |
| S1 |
151-19 |
151-29 |
|