ECBOT 30 Year Treasury Bond Future September 2017
| Trading Metrics calculated at close of trading on 01-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2017 |
01-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
153-12 |
153-23 |
0-11 |
0.2% |
152-21 |
| High |
153-28 |
153-24 |
-0-04 |
-0.1% |
153-04 |
| Low |
153-01 |
153-04 |
0-03 |
0.1% |
151-26 |
| Close |
153-26 |
153-17 |
-0-09 |
-0.2% |
152-20 |
| Range |
0-27 |
0-20 |
-0-07 |
-25.9% |
1-10 |
| ATR |
0-31 |
0-30 |
-0-01 |
-2.1% |
0-00 |
| Volume |
262,521 |
234,844 |
-27,677 |
-10.5% |
901,496 |
|
| Daily Pivots for day following 01-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-11 |
155-02 |
153-28 |
|
| R3 |
154-23 |
154-14 |
153-23 |
|
| R2 |
154-03 |
154-03 |
153-21 |
|
| R1 |
153-26 |
153-26 |
153-19 |
153-21 |
| PP |
153-15 |
153-15 |
153-15 |
153-12 |
| S1 |
153-06 |
153-06 |
153-15 |
153-01 |
| S2 |
152-27 |
152-27 |
153-13 |
|
| S3 |
152-07 |
152-18 |
153-12 |
|
| S4 |
151-19 |
151-30 |
153-06 |
|
|
| 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 |
153-28 |
152-07 |
1-21 |
1.1% |
0-23 |
0.5% |
79% |
False |
False |
251,151 |
| 10 |
153-28 |
151-26 |
2-02 |
1.3% |
0-26 |
0.5% |
83% |
False |
False |
168,705 |
| 20 |
153-28 |
149-00 |
4-28 |
3.2% |
0-28 |
0.6% |
93% |
False |
False |
86,017 |
| 40 |
154-07 |
149-00 |
5-07 |
3.4% |
0-31 |
0.6% |
87% |
False |
False |
43,106 |
| 60 |
154-07 |
144-24 |
9-15 |
6.2% |
0-26 |
0.5% |
93% |
False |
False |
28,740 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
156-13 |
|
2.618 |
155-12 |
|
1.618 |
154-24 |
|
1.000 |
154-12 |
|
0.618 |
154-04 |
|
HIGH |
153-24 |
|
0.618 |
153-16 |
|
0.500 |
153-14 |
|
0.382 |
153-12 |
|
LOW |
153-04 |
|
0.618 |
152-24 |
|
1.000 |
152-16 |
|
1.618 |
152-04 |
|
2.618 |
151-16 |
|
4.250 |
150-15 |
|
|
| Fisher Pivots for day following 01-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
153-16 |
153-13 |
| PP |
153-15 |
153-09 |
| S1 |
153-14 |
153-05 |
|