ECBOT 30 Year Treasury Bond Future June 2017
| Trading Metrics calculated at close of trading on 12-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2017 |
12-May-2017 |
Change |
Change % |
Previous Week |
| Open |
150-19 |
150-25 |
0-06 |
0.1% |
151-18 |
| High |
150-28 |
151-22 |
0-26 |
0.5% |
152-13 |
| Low |
150-07 |
150-23 |
0-16 |
0.3% |
150-07 |
| Close |
150-20 |
151-14 |
0-26 |
0.5% |
151-14 |
| Range |
0-21 |
0-31 |
0-10 |
47.6% |
2-06 |
| ATR |
1-04 |
1-04 |
0-00 |
-0.5% |
0-00 |
| Volume |
278,926 |
248,326 |
-30,600 |
-11.0% |
1,218,418 |
|
| Daily Pivots for day following 12-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-06 |
153-25 |
151-31 |
|
| R3 |
153-07 |
152-26 |
151-23 |
|
| R2 |
152-08 |
152-08 |
151-20 |
|
| R1 |
151-27 |
151-27 |
151-17 |
152-01 |
| PP |
151-09 |
151-09 |
151-09 |
151-12 |
| S1 |
150-28 |
150-28 |
151-11 |
151-03 |
| S2 |
150-10 |
150-10 |
151-08 |
|
| S3 |
149-11 |
149-29 |
151-05 |
|
| S4 |
148-12 |
148-30 |
150-29 |
|
|
| Weekly Pivots for week ending 12-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-29 |
156-28 |
152-20 |
|
| R3 |
155-23 |
154-22 |
152-01 |
|
| R2 |
153-17 |
153-17 |
151-27 |
|
| R1 |
152-16 |
152-16 |
151-20 |
151-30 |
| PP |
151-11 |
151-11 |
151-11 |
151-02 |
| S1 |
150-10 |
150-10 |
151-08 |
149-24 |
| S2 |
149-05 |
149-05 |
151-01 |
|
| S3 |
146-31 |
148-04 |
150-27 |
|
| S4 |
144-25 |
145-30 |
150-08 |
|
|
| 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 |
1.4% |
0-30 |
0.6% |
56% |
False |
False |
243,683 |
| 10 |
153-07 |
150-07 |
3-00 |
2.0% |
1-02 |
0.7% |
41% |
False |
False |
252,102 |
| 20 |
155-16 |
150-07 |
5-09 |
3.5% |
1-04 |
0.7% |
23% |
False |
False |
239,637 |
| 40 |
155-16 |
147-15 |
8-01 |
5.3% |
1-05 |
0.8% |
49% |
False |
False |
242,578 |
| 60 |
155-16 |
145-26 |
9-22 |
6.4% |
1-06 |
0.8% |
58% |
False |
False |
239,562 |
| 80 |
155-16 |
145-26 |
9-22 |
6.4% |
1-06 |
0.8% |
58% |
False |
False |
179,938 |
| 100 |
155-16 |
145-26 |
9-22 |
6.4% |
1-04 |
0.7% |
58% |
False |
False |
143,962 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155-26 |
|
2.618 |
154-07 |
|
1.618 |
153-08 |
|
1.000 |
152-21 |
|
0.618 |
152-09 |
|
HIGH |
151-22 |
|
0.618 |
151-10 |
|
0.500 |
151-07 |
|
0.382 |
151-03 |
|
LOW |
150-23 |
|
0.618 |
150-04 |
|
1.000 |
149-24 |
|
1.618 |
149-05 |
|
2.618 |
148-06 |
|
4.250 |
146-19 |
|
|
| Fisher Pivots for day following 12-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
151-12 |
151-09 |
| PP |
151-09 |
151-04 |
| S1 |
151-07 |
150-31 |
|