ECBOT 30 Year Treasury Bond Future June 2017
| Trading Metrics calculated at close of trading on 15-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2017 |
15-May-2017 |
Change |
Change % |
Previous Week |
| Open |
150-25 |
151-16 |
0-23 |
0.5% |
151-18 |
| High |
151-22 |
151-23 |
0-01 |
0.0% |
152-13 |
| Low |
150-23 |
150-31 |
0-08 |
0.2% |
150-07 |
| Close |
151-14 |
151-09 |
-0-05 |
-0.1% |
151-14 |
| Range |
0-31 |
0-24 |
-0-07 |
-22.6% |
2-06 |
| ATR |
1-04 |
1-03 |
-0-01 |
-2.4% |
0-00 |
| Volume |
248,326 |
163,298 |
-85,028 |
-34.2% |
1,218,418 |
|
| Daily Pivots for day following 15-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-18 |
153-06 |
151-22 |
|
| R3 |
152-26 |
152-14 |
151-16 |
|
| R2 |
152-02 |
152-02 |
151-13 |
|
| R1 |
151-22 |
151-22 |
151-11 |
151-16 |
| PP |
151-10 |
151-10 |
151-10 |
151-08 |
| S1 |
150-30 |
150-30 |
151-07 |
150-24 |
| S2 |
150-18 |
150-18 |
151-05 |
|
| S3 |
149-26 |
150-06 |
151-02 |
|
| S4 |
149-02 |
149-14 |
150-28 |
|
|
| 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 |
151-23 |
150-07 |
1-16 |
1.0% |
0-26 |
0.5% |
71% |
True |
False |
227,815 |
| 10 |
153-07 |
150-07 |
3-00 |
2.0% |
0-31 |
0.6% |
35% |
False |
False |
247,406 |
| 20 |
155-16 |
150-07 |
5-09 |
3.5% |
1-03 |
0.7% |
20% |
False |
False |
240,700 |
| 40 |
155-16 |
148-06 |
7-10 |
4.8% |
1-05 |
0.8% |
42% |
False |
False |
242,265 |
| 60 |
155-16 |
145-26 |
9-22 |
6.4% |
1-05 |
0.8% |
56% |
False |
False |
242,201 |
| 80 |
155-16 |
145-26 |
9-22 |
6.4% |
1-06 |
0.8% |
56% |
False |
False |
181,978 |
| 100 |
155-16 |
145-26 |
9-22 |
6.4% |
1-04 |
0.8% |
56% |
False |
False |
145,595 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154-29 |
|
2.618 |
153-22 |
|
1.618 |
152-30 |
|
1.000 |
152-15 |
|
0.618 |
152-06 |
|
HIGH |
151-23 |
|
0.618 |
151-14 |
|
0.500 |
151-11 |
|
0.382 |
151-08 |
|
LOW |
150-31 |
|
0.618 |
150-16 |
|
1.000 |
150-07 |
|
1.618 |
149-24 |
|
2.618 |
149-00 |
|
4.250 |
147-25 |
|
|
| Fisher Pivots for day following 15-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
151-11 |
151-06 |
| PP |
151-10 |
151-02 |
| S1 |
151-10 |
150-31 |
|