ECBOT 30 Year Treasury Bond Future September 2017
| Trading Metrics calculated at close of trading on 08-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2017 |
08-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
155-00 |
154-17 |
-0-15 |
-0.3% |
152-21 |
| High |
155-04 |
154-21 |
-0-15 |
-0.3% |
155-07 |
| Low |
154-12 |
153-28 |
-0-16 |
-0.3% |
152-14 |
| Close |
154-16 |
154-07 |
-0-09 |
-0.2% |
154-27 |
| Range |
0-24 |
0-25 |
0-01 |
4.2% |
2-25 |
| ATR |
0-31 |
0-31 |
0-00 |
-1.4% |
0-00 |
| Volume |
255,596 |
303,515 |
47,919 |
18.7% |
1,089,428 |
|
| Daily Pivots for day following 08-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-19 |
156-06 |
154-21 |
|
| R3 |
155-26 |
155-13 |
154-14 |
|
| R2 |
155-01 |
155-01 |
154-12 |
|
| R1 |
154-20 |
154-20 |
154-09 |
154-14 |
| PP |
154-08 |
154-08 |
154-08 |
154-05 |
| S1 |
153-27 |
153-27 |
154-05 |
153-21 |
| S2 |
153-15 |
153-15 |
154-02 |
|
| S3 |
152-22 |
153-02 |
154-00 |
|
| S4 |
151-29 |
152-09 |
153-25 |
|
|
| 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 |
153-15 |
1-29 |
1.2% |
1-01 |
0.7% |
39% |
False |
False |
277,514 |
| 10 |
155-12 |
152-07 |
3-05 |
2.0% |
0-28 |
0.6% |
63% |
False |
False |
264,333 |
| 20 |
155-12 |
149-00 |
6-12 |
4.1% |
0-29 |
0.6% |
82% |
False |
False |
155,177 |
| 40 |
155-12 |
149-00 |
6-12 |
4.1% |
0-31 |
0.6% |
82% |
False |
False |
77,792 |
| 60 |
155-12 |
146-23 |
8-21 |
5.6% |
0-29 |
0.6% |
87% |
False |
False |
51,866 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
157-31 |
|
2.618 |
156-22 |
|
1.618 |
155-29 |
|
1.000 |
155-14 |
|
0.618 |
155-04 |
|
HIGH |
154-21 |
|
0.618 |
154-11 |
|
0.500 |
154-09 |
|
0.382 |
154-06 |
|
LOW |
153-28 |
|
0.618 |
153-13 |
|
1.000 |
153-03 |
|
1.618 |
152-20 |
|
2.618 |
151-27 |
|
4.250 |
150-18 |
|
|
| Fisher Pivots for day following 08-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
154-09 |
154-20 |
| PP |
154-08 |
154-16 |
| S1 |
154-08 |
154-11 |
|