ECBOT 30 Year Treasury Bond Future September 2017
| Trading Metrics calculated at close of trading on 06-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2017 |
06-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
154-31 |
154-14 |
-0-17 |
-0.3% |
152-21 |
| High |
155-04 |
155-12 |
0-08 |
0.2% |
155-07 |
| Low |
154-08 |
154-11 |
0-03 |
0.1% |
152-14 |
| Close |
154-11 |
154-31 |
0-20 |
0.4% |
154-27 |
| Range |
0-28 |
1-01 |
0-05 |
17.9% |
2-25 |
| ATR |
1-00 |
1-00 |
0-00 |
0.3% |
0-00 |
| Volume |
246,378 |
259,554 |
13,176 |
5.3% |
1,089,428 |
|
| Daily Pivots for day following 06-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-00 |
157-16 |
155-17 |
|
| R3 |
156-31 |
156-15 |
155-08 |
|
| R2 |
155-30 |
155-30 |
155-05 |
|
| R1 |
155-14 |
155-14 |
155-02 |
155-22 |
| PP |
154-29 |
154-29 |
154-29 |
155-01 |
| S1 |
154-13 |
154-13 |
154-28 |
154-21 |
| S2 |
153-28 |
153-28 |
154-25 |
|
| S3 |
152-27 |
153-12 |
154-22 |
|
| S4 |
151-26 |
152-11 |
154-13 |
|
|
| 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 |
155-12 |
153-01 |
2-11 |
1.5% |
1-01 |
0.7% |
83% |
True |
False |
265,165 |
| 10 |
155-12 |
151-26 |
3-18 |
2.3% |
0-30 |
0.6% |
89% |
True |
False |
244,871 |
| 20 |
155-12 |
149-00 |
6-12 |
4.1% |
0-29 |
0.6% |
94% |
True |
False |
127,340 |
| 40 |
155-12 |
149-00 |
6-12 |
4.1% |
0-31 |
0.6% |
94% |
True |
False |
63,815 |
| 60 |
155-12 |
144-24 |
10-20 |
6.9% |
0-28 |
0.6% |
96% |
True |
False |
42,548 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
159-24 |
|
2.618 |
158-02 |
|
1.618 |
157-01 |
|
1.000 |
156-13 |
|
0.618 |
156-00 |
|
HIGH |
155-12 |
|
0.618 |
154-31 |
|
0.500 |
154-28 |
|
0.382 |
154-24 |
|
LOW |
154-11 |
|
0.618 |
153-23 |
|
1.000 |
153-10 |
|
1.618 |
152-22 |
|
2.618 |
151-21 |
|
4.250 |
149-31 |
|
|
| Fisher Pivots for day following 06-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
154-30 |
154-25 |
| PP |
154-29 |
154-19 |
| S1 |
154-28 |
154-14 |
|