ECBOT 30 Year Treasury Bond Future September 2017
| Trading Metrics calculated at close of trading on 26-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2017 |
26-May-2017 |
Change |
Change % |
Previous Week |
| Open |
152-18 |
152-18 |
0-00 |
0.0% |
152-21 |
| High |
152-26 |
153-01 |
0-07 |
0.1% |
153-04 |
| Low |
152-07 |
152-16 |
0-09 |
0.2% |
151-26 |
| Close |
152-19 |
152-20 |
0-01 |
0.0% |
152-20 |
| Range |
0-19 |
0-17 |
-0-02 |
-10.5% |
1-10 |
| ATR |
1-00 |
0-31 |
-0-01 |
-3.4% |
0-00 |
| Volume |
280,246 |
208,614 |
-71,632 |
-25.6% |
901,496 |
|
| Daily Pivots for day following 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-10 |
154-00 |
152-29 |
|
| R3 |
153-25 |
153-15 |
152-25 |
|
| R2 |
153-08 |
153-08 |
152-23 |
|
| R1 |
152-30 |
152-30 |
152-22 |
153-03 |
| PP |
152-23 |
152-23 |
152-23 |
152-26 |
| S1 |
152-13 |
152-13 |
152-18 |
152-18 |
| S2 |
152-06 |
152-06 |
152-17 |
|
| S3 |
151-21 |
151-28 |
152-15 |
|
| S4 |
151-04 |
151-11 |
152-11 |
|
|
| Weekly Pivots for week ending 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-15 |
155-27 |
153-11 |
|
| R3 |
155-05 |
154-17 |
153-00 |
|
| R2 |
153-27 |
153-27 |
152-28 |
|
| R1 |
153-07 |
153-07 |
152-24 |
152-28 |
| PP |
152-17 |
152-17 |
152-17 |
152-11 |
| S1 |
151-29 |
151-29 |
152-16 |
151-18 |
| S2 |
151-07 |
151-07 |
152-12 |
|
| S3 |
149-29 |
150-19 |
152-08 |
|
| S4 |
148-19 |
149-09 |
151-29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
153-04 |
151-26 |
1-10 |
0.9% |
0-23 |
0.5% |
62% |
False |
False |
180,299 |
| 10 |
153-05 |
149-22 |
3-15 |
2.3% |
0-29 |
0.6% |
85% |
False |
False |
94,626 |
| 20 |
153-05 |
149-00 |
4-05 |
2.7% |
0-30 |
0.6% |
87% |
False |
False |
47,745 |
| 40 |
154-07 |
149-00 |
5-07 |
3.4% |
1-00 |
0.7% |
69% |
False |
False |
23,935 |
| 60 |
154-07 |
144-24 |
9-15 |
6.2% |
0-25 |
0.5% |
83% |
False |
False |
15,958 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155-09 |
|
2.618 |
154-14 |
|
1.618 |
153-29 |
|
1.000 |
153-18 |
|
0.618 |
153-12 |
|
HIGH |
153-01 |
|
0.618 |
152-27 |
|
0.500 |
152-25 |
|
0.382 |
152-22 |
|
LOW |
152-16 |
|
0.618 |
152-05 |
|
1.000 |
151-31 |
|
1.618 |
151-20 |
|
2.618 |
151-03 |
|
4.250 |
150-08 |
|
|
| Fisher Pivots for day following 26-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
152-25 |
152-18 |
| PP |
152-23 |
152-16 |
| S1 |
152-22 |
152-14 |
|