ECBOT 30 Year Treasury Bond Future June 2017
| Trading Metrics calculated at close of trading on 01-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2017 |
01-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
154-22 |
154-31 |
0-09 |
0.2% |
153-30 |
| High |
155-04 |
155-00 |
-0-04 |
-0.1% |
154-12 |
| Low |
154-11 |
154-14 |
0-03 |
0.1% |
153-03 |
| Close |
155-04 |
154-27 |
-0-09 |
-0.2% |
153-29 |
| Range |
0-25 |
0-18 |
-0-07 |
-28.0% |
1-09 |
| ATR |
1-00 |
1-00 |
-0-01 |
-2.3% |
0-00 |
| Volume |
49,637 |
41,141 |
-8,496 |
-17.1% |
1,806,881 |
|
| Daily Pivots for day following 01-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-14 |
156-07 |
155-05 |
|
| R3 |
155-28 |
155-21 |
155-00 |
|
| R2 |
155-10 |
155-10 |
154-30 |
|
| R1 |
155-03 |
155-03 |
154-29 |
154-30 |
| PP |
154-24 |
154-24 |
154-24 |
154-22 |
| S1 |
154-17 |
154-17 |
154-25 |
154-12 |
| S2 |
154-06 |
154-06 |
154-24 |
|
| S3 |
153-20 |
153-31 |
154-22 |
|
| S4 |
153-02 |
153-13 |
154-17 |
|
|
| Weekly Pivots for week ending 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-20 |
157-02 |
154-20 |
|
| R3 |
156-11 |
155-25 |
154-08 |
|
| R2 |
155-02 |
155-02 |
154-05 |
|
| R1 |
154-16 |
154-16 |
154-01 |
154-05 |
| PP |
153-25 |
153-25 |
153-25 |
153-20 |
| S1 |
153-07 |
153-07 |
153-25 |
152-28 |
| S2 |
152-16 |
152-16 |
153-21 |
|
| S3 |
151-07 |
151-30 |
153-18 |
|
| S4 |
149-30 |
150-21 |
153-06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
155-04 |
153-15 |
1-21 |
1.1% |
0-22 |
0.5% |
83% |
False |
False |
236,677 |
| 10 |
155-04 |
153-03 |
2-01 |
1.3% |
0-25 |
0.5% |
86% |
False |
False |
292,254 |
| 20 |
155-04 |
150-07 |
4-29 |
3.2% |
0-30 |
0.6% |
94% |
False |
False |
275,131 |
| 40 |
155-16 |
150-07 |
5-09 |
3.4% |
1-02 |
0.7% |
88% |
False |
False |
258,771 |
| 60 |
155-16 |
145-26 |
9-22 |
6.3% |
1-04 |
0.7% |
93% |
False |
False |
255,918 |
| 80 |
155-16 |
145-26 |
9-22 |
6.3% |
1-05 |
0.7% |
93% |
False |
False |
226,709 |
| 100 |
155-16 |
145-26 |
9-22 |
6.3% |
1-06 |
0.8% |
93% |
False |
False |
181,430 |
| 120 |
155-16 |
145-26 |
9-22 |
6.3% |
1-01 |
0.7% |
93% |
False |
False |
151,193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
157-12 |
|
2.618 |
156-15 |
|
1.618 |
155-29 |
|
1.000 |
155-18 |
|
0.618 |
155-11 |
|
HIGH |
155-00 |
|
0.618 |
154-25 |
|
0.500 |
154-23 |
|
0.382 |
154-21 |
|
LOW |
154-14 |
|
0.618 |
154-03 |
|
1.000 |
153-28 |
|
1.618 |
153-17 |
|
2.618 |
152-31 |
|
4.250 |
152-02 |
|
|
| Fisher Pivots for day following 01-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
154-26 |
154-23 |
| PP |
154-24 |
154-18 |
| S1 |
154-23 |
154-14 |
|