ECBOT 30 Year Treasury Bond Future September 2017
| Trading Metrics calculated at close of trading on 02-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2017 |
02-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
153-23 |
153-20 |
-0-03 |
-0.1% |
152-21 |
| High |
153-24 |
155-07 |
1-15 |
1.0% |
155-07 |
| Low |
153-04 |
153-15 |
0-11 |
0.2% |
152-14 |
| Close |
153-17 |
154-27 |
1-10 |
0.9% |
154-27 |
| Range |
0-20 |
1-24 |
1-04 |
180.0% |
2-25 |
| ATR |
0-30 |
1-00 |
0-02 |
6.1% |
0-00 |
| Volume |
234,844 |
322,531 |
87,687 |
37.3% |
1,089,428 |
|
| Daily Pivots for day following 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-24 |
159-02 |
155-26 |
|
| R3 |
158-00 |
157-10 |
155-10 |
|
| R2 |
156-08 |
156-08 |
155-05 |
|
| R1 |
155-18 |
155-18 |
155-00 |
155-29 |
| PP |
154-16 |
154-16 |
154-16 |
154-22 |
| S1 |
153-26 |
153-26 |
154-22 |
154-05 |
| S2 |
152-24 |
152-24 |
154-17 |
|
| S3 |
151-00 |
152-02 |
154-12 |
|
| S4 |
149-08 |
150-10 |
153-28 |
|
|
| Weekly Pivots for week ending 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-16 |
161-15 |
156-12 |
|
| R3 |
159-23 |
158-22 |
155-19 |
|
| R2 |
156-30 |
156-30 |
155-11 |
|
| R1 |
155-29 |
155-29 |
155-03 |
156-14 |
| PP |
154-05 |
154-05 |
154-05 |
154-14 |
| S1 |
153-04 |
153-04 |
154-19 |
153-21 |
| S2 |
151-12 |
151-12 |
154-11 |
|
| S3 |
148-19 |
150-11 |
154-03 |
|
| S4 |
145-26 |
147-18 |
153-10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
155-07 |
152-14 |
2-25 |
1.8% |
0-31 |
0.6% |
87% |
True |
False |
259,608 |
| 10 |
155-07 |
151-26 |
3-13 |
2.2% |
0-27 |
0.6% |
89% |
True |
False |
200,375 |
| 20 |
155-07 |
149-00 |
6-07 |
4.0% |
0-30 |
0.6% |
94% |
True |
False |
102,109 |
| 40 |
155-07 |
149-00 |
6-07 |
4.0% |
1-00 |
0.6% |
94% |
True |
False |
51,168 |
| 60 |
155-07 |
144-24 |
10-15 |
6.8% |
0-27 |
0.6% |
96% |
True |
False |
34,116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
162-21 |
|
2.618 |
159-26 |
|
1.618 |
158-02 |
|
1.000 |
156-31 |
|
0.618 |
156-10 |
|
HIGH |
155-07 |
|
0.618 |
154-18 |
|
0.500 |
154-11 |
|
0.382 |
154-04 |
|
LOW |
153-15 |
|
0.618 |
152-12 |
|
1.000 |
151-23 |
|
1.618 |
150-20 |
|
2.618 |
148-28 |
|
4.250 |
146-01 |
|
|
| Fisher Pivots for day following 02-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
154-22 |
154-19 |
| PP |
154-16 |
154-12 |
| S1 |
154-11 |
154-04 |
|