ECBOT 30 Year Treasury Bond Future September 2017
Trading Metrics calculated at close of trading on 07-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2017 |
07-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
154-14 |
155-00 |
0-18 |
0.4% |
152-21 |
High |
155-12 |
155-04 |
-0-08 |
-0.2% |
155-07 |
Low |
154-11 |
154-12 |
0-01 |
0.0% |
152-14 |
Close |
154-31 |
154-16 |
-0-15 |
-0.3% |
154-27 |
Range |
1-01 |
0-24 |
-0-09 |
-27.3% |
2-25 |
ATR |
1-00 |
0-31 |
-0-01 |
-1.8% |
0-00 |
Volume |
259,554 |
255,596 |
-3,958 |
-1.5% |
1,089,428 |
|
Daily Pivots for day following 07-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
156-29 |
156-15 |
154-29 |
|
R3 |
156-05 |
155-23 |
154-23 |
|
R2 |
155-13 |
155-13 |
154-20 |
|
R1 |
154-31 |
154-31 |
154-18 |
154-26 |
PP |
154-21 |
154-21 |
154-21 |
154-19 |
S1 |
154-07 |
154-07 |
154-14 |
154-02 |
S2 |
153-29 |
153-29 |
154-12 |
|
S3 |
153-05 |
153-15 |
154-09 |
|
S4 |
152-13 |
152-23 |
154-03 |
|
|
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 |
153-04 |
2-08 |
1.5% |
1-00 |
0.7% |
61% |
False |
False |
263,780 |
10 |
155-12 |
151-26 |
3-18 |
2.3% |
0-29 |
0.6% |
75% |
False |
False |
252,121 |
20 |
155-12 |
149-00 |
6-12 |
4.1% |
0-30 |
0.6% |
86% |
False |
False |
140,097 |
40 |
155-12 |
149-00 |
6-12 |
4.1% |
0-31 |
0.6% |
86% |
False |
False |
70,205 |
60 |
155-12 |
145-22 |
9-22 |
6.3% |
0-29 |
0.6% |
91% |
False |
False |
46,808 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
158-10 |
2.618 |
157-03 |
1.618 |
156-11 |
1.000 |
155-28 |
0.618 |
155-19 |
HIGH |
155-04 |
0.618 |
154-27 |
0.500 |
154-24 |
0.382 |
154-21 |
LOW |
154-12 |
0.618 |
153-29 |
1.000 |
153-20 |
1.618 |
153-05 |
2.618 |
152-13 |
4.250 |
151-06 |
|
|
Fisher Pivots for day following 07-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
154-24 |
154-26 |
PP |
154-21 |
154-23 |
S1 |
154-19 |
154-19 |
|