ECBOT 30 Year Treasury Bond Future June 2017
| Trading Metrics calculated at close of trading on 03-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2017 |
03-May-2017 |
Change |
Change % |
Previous Week |
| Open |
152-07 |
153-00 |
0-25 |
0.5% |
153-02 |
| High |
153-03 |
153-07 |
0-04 |
0.1% |
153-22 |
| Low |
151-26 |
152-10 |
0-16 |
0.3% |
151-28 |
| Close |
152-24 |
152-26 |
0-02 |
0.0% |
152-31 |
| Range |
1-09 |
0-29 |
-0-12 |
-29.3% |
1-26 |
| ATR |
1-08 |
1-07 |
-0-01 |
-2.0% |
0-00 |
| Volume |
222,493 |
332,549 |
110,056 |
49.5% |
1,207,154 |
|
| Daily Pivots for day following 03-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-16 |
155-02 |
153-10 |
|
| R3 |
154-19 |
154-05 |
153-02 |
|
| R2 |
153-22 |
153-22 |
152-31 |
|
| R1 |
153-08 |
153-08 |
152-29 |
153-01 |
| PP |
152-25 |
152-25 |
152-25 |
152-21 |
| S1 |
152-11 |
152-11 |
152-23 |
152-03 |
| S2 |
151-28 |
151-28 |
152-21 |
|
| S3 |
150-31 |
151-14 |
152-18 |
|
| S4 |
150-02 |
150-17 |
152-10 |
|
|
| Weekly Pivots for week ending 28-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-09 |
157-14 |
153-31 |
|
| R3 |
156-15 |
155-20 |
153-15 |
|
| R2 |
154-21 |
154-21 |
153-10 |
|
| R1 |
153-26 |
153-26 |
153-04 |
153-11 |
| PP |
152-27 |
152-27 |
152-27 |
152-19 |
| S1 |
152-00 |
152-00 |
152-26 |
151-17 |
| S2 |
151-01 |
151-01 |
152-20 |
|
| S3 |
149-07 |
150-06 |
152-15 |
|
| S4 |
147-13 |
148-12 |
151-31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
153-07 |
151-21 |
1-18 |
1.0% |
1-05 |
0.7% |
74% |
True |
False |
253,703 |
| 10 |
154-31 |
151-21 |
3-10 |
2.2% |
1-04 |
0.7% |
35% |
False |
False |
238,381 |
| 20 |
155-16 |
150-27 |
4-21 |
3.0% |
1-07 |
0.8% |
42% |
False |
False |
242,412 |
| 40 |
155-16 |
145-26 |
9-22 |
6.3% |
1-07 |
0.8% |
72% |
False |
False |
246,311 |
| 60 |
155-16 |
145-26 |
9-22 |
6.3% |
1-07 |
0.8% |
72% |
False |
False |
210,568 |
| 80 |
155-16 |
145-26 |
9-22 |
6.3% |
1-08 |
0.8% |
72% |
False |
False |
158,005 |
| 100 |
155-16 |
145-26 |
9-22 |
6.3% |
1-02 |
0.7% |
72% |
False |
False |
126,405 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
157-02 |
|
2.618 |
155-19 |
|
1.618 |
154-22 |
|
1.000 |
154-04 |
|
0.618 |
153-25 |
|
HIGH |
153-07 |
|
0.618 |
152-28 |
|
0.500 |
152-25 |
|
0.382 |
152-21 |
|
LOW |
152-10 |
|
0.618 |
151-24 |
|
1.000 |
151-13 |
|
1.618 |
150-27 |
|
2.618 |
149-30 |
|
4.250 |
148-15 |
|
|
| Fisher Pivots for day following 03-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
152-26 |
152-22 |
| PP |
152-25 |
152-18 |
| S1 |
152-25 |
152-14 |
|