ECBOT 30 Year Treasury Bond Future June 2017
| Trading Metrics calculated at close of trading on 11-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2017 |
11-May-2017 |
Change |
Change % |
Previous Week |
| Open |
150-27 |
150-19 |
-0-08 |
-0.2% |
152-31 |
| High |
151-14 |
150-28 |
-0-18 |
-0.4% |
153-07 |
| Low |
150-13 |
150-07 |
-0-06 |
-0.1% |
151-11 |
| Close |
150-17 |
150-20 |
0-03 |
0.1% |
151-26 |
| Range |
1-01 |
0-21 |
-0-12 |
-36.4% |
1-28 |
| ATR |
1-06 |
1-04 |
-0-01 |
-3.2% |
0-00 |
| Volume |
256,781 |
278,926 |
22,145 |
8.6% |
1,302,602 |
|
| Daily Pivots for day following 11-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-17 |
152-08 |
151-00 |
|
| R3 |
151-28 |
151-19 |
150-26 |
|
| R2 |
151-07 |
151-07 |
150-24 |
|
| R1 |
150-30 |
150-30 |
150-22 |
151-02 |
| PP |
150-18 |
150-18 |
150-18 |
150-21 |
| S1 |
150-09 |
150-09 |
150-18 |
150-14 |
| S2 |
149-29 |
149-29 |
150-16 |
|
| S3 |
149-08 |
149-20 |
150-14 |
|
| S4 |
148-19 |
148-31 |
150-08 |
|
|
| Weekly Pivots for week ending 05-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-24 |
156-21 |
152-27 |
|
| R3 |
155-28 |
154-25 |
152-10 |
|
| R2 |
154-00 |
154-00 |
152-05 |
|
| R1 |
152-29 |
152-29 |
152-00 |
152-17 |
| PP |
152-04 |
152-04 |
152-04 |
151-30 |
| S1 |
151-01 |
151-01 |
151-20 |
150-21 |
| S2 |
150-08 |
150-08 |
151-15 |
|
| S3 |
148-12 |
149-05 |
151-10 |
|
| S4 |
146-16 |
147-09 |
150-25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
152-13 |
150-07 |
2-06 |
1.5% |
0-29 |
0.6% |
19% |
False |
True |
241,200 |
| 10 |
153-07 |
150-07 |
3-00 |
2.0% |
1-02 |
0.7% |
14% |
False |
True |
255,138 |
| 20 |
155-16 |
150-07 |
5-09 |
3.5% |
1-04 |
0.7% |
8% |
False |
True |
239,104 |
| 40 |
155-16 |
147-14 |
8-02 |
5.4% |
1-05 |
0.8% |
40% |
False |
False |
242,032 |
| 60 |
155-16 |
145-26 |
9-22 |
6.4% |
1-06 |
0.8% |
50% |
False |
False |
235,510 |
| 80 |
155-16 |
145-26 |
9-22 |
6.4% |
1-07 |
0.8% |
50% |
False |
False |
176,838 |
| 100 |
155-16 |
145-26 |
9-22 |
6.4% |
1-04 |
0.7% |
50% |
False |
False |
141,479 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153-21 |
|
2.618 |
152-19 |
|
1.618 |
151-30 |
|
1.000 |
151-17 |
|
0.618 |
151-09 |
|
HIGH |
150-28 |
|
0.618 |
150-20 |
|
0.500 |
150-18 |
|
0.382 |
150-15 |
|
LOW |
150-07 |
|
0.618 |
149-26 |
|
1.000 |
149-18 |
|
1.618 |
149-05 |
|
2.618 |
148-16 |
|
4.250 |
147-14 |
|
|
| Fisher Pivots for day following 11-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
150-19 |
150-27 |
| PP |
150-18 |
150-24 |
| S1 |
150-18 |
150-22 |
|