ECBOT 30 Year Treasury Bond Future September 2017
| Trading Metrics calculated at close of trading on 24-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2017 |
24-May-2017 |
Change |
Change % |
Previous Week |
| Open |
152-19 |
152-01 |
-0-18 |
-0.4% |
150-14 |
| High |
153-04 |
152-23 |
-0-13 |
-0.3% |
153-05 |
| Low |
151-29 |
151-26 |
-0-03 |
-0.1% |
149-22 |
| Close |
152-01 |
152-09 |
0-08 |
0.2% |
152-19 |
| Range |
1-07 |
0-29 |
-0-10 |
-25.6% |
3-15 |
| ATR |
1-01 |
1-01 |
0-00 |
-1.0% |
0-00 |
| Volume |
183,094 |
181,402 |
-1,692 |
-0.9% |
44,765 |
|
| Daily Pivots for day following 24-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-00 |
154-17 |
152-25 |
|
| R3 |
154-03 |
153-20 |
152-17 |
|
| R2 |
153-06 |
153-06 |
152-14 |
|
| R1 |
152-23 |
152-23 |
152-12 |
152-31 |
| PP |
152-09 |
152-09 |
152-09 |
152-12 |
| S1 |
151-26 |
151-26 |
152-06 |
152-02 |
| S2 |
151-12 |
151-12 |
152-04 |
|
| S3 |
150-15 |
150-29 |
152-01 |
|
| S4 |
149-18 |
150-00 |
151-25 |
|
|
| 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 |
151-26 |
1-11 |
0.9% |
0-28 |
0.6% |
35% |
False |
True |
86,258 |
| 10 |
153-05 |
149-00 |
4-05 |
2.7% |
0-30 |
0.6% |
79% |
False |
False |
46,022 |
| 20 |
153-05 |
149-00 |
4-05 |
2.7% |
0-31 |
0.6% |
79% |
False |
False |
23,364 |
| 40 |
154-07 |
149-00 |
5-07 |
3.4% |
1-01 |
0.7% |
63% |
False |
False |
11,714 |
| 60 |
154-07 |
144-24 |
9-15 |
6.2% |
0-25 |
0.5% |
80% |
False |
False |
7,811 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
156-18 |
|
2.618 |
155-03 |
|
1.618 |
154-06 |
|
1.000 |
153-20 |
|
0.618 |
153-09 |
|
HIGH |
152-23 |
|
0.618 |
152-12 |
|
0.500 |
152-09 |
|
0.382 |
152-05 |
|
LOW |
151-26 |
|
0.618 |
151-08 |
|
1.000 |
150-29 |
|
1.618 |
150-11 |
|
2.618 |
149-14 |
|
4.250 |
147-31 |
|
|
| Fisher Pivots for day following 24-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
152-09 |
152-15 |
| PP |
152-09 |
152-13 |
| S1 |
152-09 |
152-11 |
|