ECBOT 30 Year Treasury Bond Future June 2017
| Trading Metrics calculated at close of trading on 12-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2017 |
12-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
155-29 |
155-18 |
-0-11 |
-0.2% |
156-09 |
| High |
156-04 |
155-30 |
-0-06 |
-0.1% |
156-21 |
| Low |
154-31 |
155-05 |
0-06 |
0.1% |
154-31 |
| Close |
155-17 |
155-09 |
-0-08 |
-0.2% |
155-17 |
| Range |
1-05 |
0-25 |
-0-12 |
-32.4% |
1-22 |
| ATR |
1-00 |
0-31 |
0-00 |
-1.5% |
0-00 |
| Volume |
4,353 |
6,700 |
2,347 |
53.9% |
43,659 |
|
| Daily Pivots for day following 12-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-26 |
157-10 |
155-23 |
|
| R3 |
157-01 |
156-17 |
155-16 |
|
| R2 |
156-08 |
156-08 |
155-14 |
|
| R1 |
155-24 |
155-24 |
155-11 |
155-20 |
| PP |
155-15 |
155-15 |
155-15 |
155-12 |
| S1 |
154-31 |
154-31 |
155-07 |
154-27 |
| S2 |
154-22 |
154-22 |
155-04 |
|
| S3 |
153-29 |
154-06 |
155-02 |
|
| S4 |
153-04 |
153-13 |
154-27 |
|
|
| Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-25 |
159-27 |
156-15 |
|
| R3 |
159-03 |
158-05 |
156-00 |
|
| R2 |
157-13 |
157-13 |
155-27 |
|
| R1 |
156-15 |
156-15 |
155-22 |
156-03 |
| PP |
155-23 |
155-23 |
155-23 |
155-17 |
| S1 |
154-25 |
154-25 |
155-12 |
154-13 |
| S2 |
154-01 |
154-01 |
155-07 |
|
| S3 |
152-11 |
153-03 |
155-02 |
|
| S4 |
150-21 |
151-13 |
154-19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
156-21 |
154-31 |
1-22 |
1.1% |
0-28 |
0.6% |
19% |
False |
False |
8,508 |
| 10 |
156-21 |
153-23 |
2-30 |
1.9% |
0-30 |
0.6% |
53% |
False |
False |
51,357 |
| 20 |
156-21 |
150-30 |
5-23 |
3.7% |
0-31 |
0.6% |
76% |
False |
False |
191,061 |
| 40 |
156-21 |
150-07 |
6-14 |
4.1% |
1-01 |
0.7% |
79% |
False |
False |
215,349 |
| 60 |
156-21 |
147-15 |
9-06 |
5.9% |
1-03 |
0.7% |
85% |
False |
False |
225,406 |
| 80 |
156-21 |
145-26 |
10-27 |
7.0% |
1-04 |
0.7% |
87% |
False |
False |
227,437 |
| 100 |
156-21 |
145-26 |
10-27 |
7.0% |
1-05 |
0.7% |
87% |
False |
False |
182,163 |
| 120 |
156-21 |
145-26 |
10-27 |
7.0% |
1-03 |
0.7% |
87% |
False |
False |
151,812 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
159-08 |
|
2.618 |
157-31 |
|
1.618 |
157-06 |
|
1.000 |
156-23 |
|
0.618 |
156-13 |
|
HIGH |
155-30 |
|
0.618 |
155-20 |
|
0.500 |
155-18 |
|
0.382 |
155-15 |
|
LOW |
155-05 |
|
0.618 |
154-22 |
|
1.000 |
154-12 |
|
1.618 |
153-29 |
|
2.618 |
153-04 |
|
4.250 |
151-27 |
|
|
| Fisher Pivots for day following 12-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
155-18 |
155-18 |
| PP |
155-15 |
155-15 |
| S1 |
155-12 |
155-12 |
|