ECBOT 30 Year Treasury Bond Future June 2017
| Trading Metrics calculated at close of trading on 14-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2017 |
14-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
155-11 |
155-13 |
0-02 |
0.0% |
156-09 |
| High |
155-14 |
157-13 |
1-31 |
1.3% |
156-21 |
| Low |
154-29 |
155-07 |
0-10 |
0.2% |
154-31 |
| Close |
155-10 |
156-29 |
1-19 |
1.0% |
155-17 |
| Range |
0-17 |
2-06 |
1-21 |
311.8% |
1-22 |
| ATR |
0-30 |
1-01 |
0-03 |
9.3% |
0-00 |
| Volume |
3,273 |
1,428 |
-1,845 |
-56.4% |
43,659 |
|
| Daily Pivots for day following 14-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163-02 |
162-06 |
158-04 |
|
| R3 |
160-28 |
160-00 |
157-16 |
|
| R2 |
158-22 |
158-22 |
157-10 |
|
| R1 |
157-26 |
157-26 |
157-03 |
158-08 |
| PP |
156-16 |
156-16 |
156-16 |
156-24 |
| S1 |
155-20 |
155-20 |
156-23 |
156-02 |
| S2 |
154-10 |
154-10 |
156-16 |
|
| S3 |
152-04 |
153-14 |
156-10 |
|
| S4 |
149-30 |
151-08 |
155-23 |
|
|
| 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 |
157-13 |
154-29 |
2-16 |
1.6% |
1-03 |
0.7% |
80% |
True |
False |
4,716 |
| 10 |
157-13 |
154-14 |
2-31 |
1.9% |
1-01 |
0.7% |
83% |
True |
False |
12,018 |
| 20 |
157-13 |
151-20 |
5-25 |
3.7% |
1-00 |
0.6% |
91% |
True |
False |
171,233 |
| 40 |
157-13 |
150-07 |
7-06 |
4.6% |
1-01 |
0.7% |
93% |
True |
False |
204,347 |
| 60 |
157-13 |
148-16 |
8-29 |
5.7% |
1-03 |
0.7% |
94% |
True |
False |
219,858 |
| 80 |
157-13 |
145-26 |
11-19 |
7.4% |
1-04 |
0.7% |
96% |
True |
False |
227,352 |
| 100 |
157-13 |
145-26 |
11-19 |
7.4% |
1-05 |
0.7% |
96% |
True |
False |
182,209 |
| 120 |
157-13 |
145-26 |
11-19 |
7.4% |
1-04 |
0.7% |
96% |
True |
False |
151,851 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
166-23 |
|
2.618 |
163-04 |
|
1.618 |
160-30 |
|
1.000 |
159-19 |
|
0.618 |
158-24 |
|
HIGH |
157-13 |
|
0.618 |
156-18 |
|
0.500 |
156-10 |
|
0.382 |
156-02 |
|
LOW |
155-07 |
|
0.618 |
153-28 |
|
1.000 |
153-01 |
|
1.618 |
151-22 |
|
2.618 |
149-16 |
|
4.250 |
145-30 |
|
|
| Fisher Pivots for day following 14-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
156-23 |
156-21 |
| PP |
156-16 |
156-13 |
| S1 |
156-10 |
156-05 |
|