ECBOT 30 Year Treasury Bond Future June 2017
| Trading Metrics calculated at close of trading on 21-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2017 |
21-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
154-18 |
154-09 |
-0-09 |
-0.2% |
154-06 |
| High |
154-31 |
154-24 |
-0-07 |
-0.1% |
155-16 |
| Low |
153-25 |
153-30 |
0-05 |
0.1% |
153-10 |
| Close |
154-05 |
154-05 |
0-00 |
0.0% |
154-05 |
| Range |
1-06 |
0-26 |
-0-12 |
-31.6% |
2-06 |
| ATR |
1-09 |
1-08 |
-0-01 |
-2.6% |
0-00 |
| Volume |
224,137 |
187,229 |
-36,908 |
-16.5% |
1,064,567 |
|
| Daily Pivots for day following 21-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-23 |
156-08 |
154-19 |
|
| R3 |
155-29 |
155-14 |
154-12 |
|
| R2 |
155-03 |
155-03 |
154-10 |
|
| R1 |
154-20 |
154-20 |
154-07 |
154-15 |
| PP |
154-09 |
154-09 |
154-09 |
154-06 |
| S1 |
153-26 |
153-26 |
154-03 |
153-21 |
| S2 |
153-15 |
153-15 |
154-00 |
|
| S3 |
152-21 |
153-00 |
153-30 |
|
| S4 |
151-27 |
152-06 |
153-23 |
|
|
| Weekly Pivots for week ending 21-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-28 |
159-23 |
155-12 |
|
| R3 |
158-22 |
157-17 |
154-24 |
|
| R2 |
156-16 |
156-16 |
154-18 |
|
| R1 |
155-11 |
155-11 |
154-11 |
154-27 |
| PP |
154-10 |
154-10 |
154-10 |
154-02 |
| S1 |
153-05 |
153-05 |
153-31 |
152-21 |
| S2 |
152-04 |
152-04 |
153-24 |
|
| S3 |
149-30 |
150-31 |
153-18 |
|
| S4 |
147-24 |
148-25 |
152-31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
155-16 |
153-10 |
2-06 |
1.4% |
1-08 |
0.8% |
39% |
False |
False |
212,913 |
| 10 |
155-16 |
151-03 |
4-13 |
2.9% |
1-09 |
0.8% |
70% |
False |
False |
238,071 |
| 20 |
155-16 |
150-05 |
5-11 |
3.5% |
1-07 |
0.8% |
75% |
False |
False |
236,522 |
| 40 |
155-16 |
145-26 |
9-22 |
6.3% |
1-07 |
0.8% |
86% |
False |
False |
252,453 |
| 60 |
155-16 |
145-26 |
9-22 |
6.3% |
1-07 |
0.8% |
86% |
False |
False |
177,768 |
| 80 |
155-16 |
145-26 |
9-22 |
6.3% |
1-07 |
0.8% |
86% |
False |
False |
133,351 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158-06 |
|
2.618 |
156-28 |
|
1.618 |
156-02 |
|
1.000 |
155-18 |
|
0.618 |
155-08 |
|
HIGH |
154-24 |
|
0.618 |
154-14 |
|
0.500 |
154-11 |
|
0.382 |
154-08 |
|
LOW |
153-30 |
|
0.618 |
153-14 |
|
1.000 |
153-04 |
|
1.618 |
152-20 |
|
2.618 |
151-26 |
|
4.250 |
150-16 |
|
|
| Fisher Pivots for day following 21-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
154-11 |
154-18 |
| PP |
154-09 |
154-13 |
| S1 |
154-07 |
154-09 |
|