ECBOT 30 Year Treasury Bond Future September 2017
| Trading Metrics calculated at close of trading on 23-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2017 |
23-May-2017 |
Change |
Change % |
Previous Week |
| Open |
152-21 |
152-19 |
-0-02 |
0.0% |
150-14 |
| High |
152-27 |
153-04 |
0-09 |
0.2% |
153-05 |
| Low |
152-16 |
151-29 |
-0-19 |
-0.4% |
149-22 |
| Close |
152-17 |
152-01 |
-0-16 |
-0.3% |
152-19 |
| Range |
0-11 |
1-07 |
0-28 |
254.5% |
3-15 |
| ATR |
1-01 |
1-01 |
0-00 |
1.3% |
0-00 |
| Volume |
48,140 |
183,094 |
134,954 |
280.3% |
44,765 |
|
| Daily Pivots for day following 23-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-00 |
155-08 |
152-22 |
|
| R3 |
154-25 |
154-01 |
152-12 |
|
| R2 |
153-18 |
153-18 |
152-08 |
|
| R1 |
152-26 |
152-26 |
152-05 |
152-19 |
| PP |
152-11 |
152-11 |
152-11 |
152-08 |
| S1 |
151-19 |
151-19 |
151-29 |
151-12 |
| S2 |
151-04 |
151-04 |
151-26 |
|
| S3 |
149-29 |
150-12 |
151-22 |
|
| S4 |
148-22 |
149-05 |
151-12 |
|
|
| Weekly Pivots for week ending 19-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-07 |
160-28 |
154-16 |
|
| R3 |
158-24 |
157-13 |
153-18 |
|
| R2 |
155-09 |
155-09 |
153-07 |
|
| R1 |
153-30 |
153-30 |
152-29 |
154-20 |
| PP |
151-26 |
151-26 |
151-26 |
152-05 |
| S1 |
150-15 |
150-15 |
152-09 |
151-05 |
| S2 |
148-11 |
148-11 |
151-31 |
|
| S3 |
144-28 |
147-00 |
151-20 |
|
| S4 |
141-13 |
143-17 |
150-22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
153-05 |
150-24 |
2-13 |
1.6% |
1-02 |
0.7% |
53% |
False |
False |
53,618 |
| 10 |
153-05 |
149-00 |
4-05 |
2.7% |
0-31 |
0.6% |
73% |
False |
False |
28,073 |
| 20 |
153-05 |
149-00 |
4-05 |
2.7% |
0-31 |
0.6% |
73% |
False |
False |
14,296 |
| 40 |
154-07 |
149-00 |
5-07 |
3.4% |
1-01 |
0.7% |
58% |
False |
False |
7,179 |
| 60 |
154-07 |
144-24 |
9-15 |
6.2% |
0-24 |
0.5% |
77% |
False |
False |
4,787 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158-10 |
|
2.618 |
156-10 |
|
1.618 |
155-03 |
|
1.000 |
154-11 |
|
0.618 |
153-28 |
|
HIGH |
153-04 |
|
0.618 |
152-21 |
|
0.500 |
152-17 |
|
0.382 |
152-12 |
|
LOW |
151-29 |
|
0.618 |
151-05 |
|
1.000 |
150-22 |
|
1.618 |
149-30 |
|
2.618 |
148-23 |
|
4.250 |
146-23 |
|
|
| Fisher Pivots for day following 23-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
152-17 |
152-17 |
| PP |
152-11 |
152-11 |
| S1 |
152-06 |
152-06 |
|