ECBOT 30 Year Treasury Bond Future September 2017
Trading Metrics calculated at close of trading on 09-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2017 |
09-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
154-17 |
154-18 |
0-01 |
0.0% |
154-31 |
High |
154-21 |
154-26 |
0-05 |
0.1% |
155-12 |
Low |
153-28 |
153-19 |
-0-09 |
-0.2% |
153-19 |
Close |
154-07 |
154-07 |
0-00 |
0.0% |
154-07 |
Range |
0-25 |
1-07 |
0-14 |
56.0% |
1-25 |
ATR |
0-31 |
0-31 |
0-01 |
1.9% |
0-00 |
Volume |
303,515 |
238,279 |
-65,236 |
-21.5% |
1,303,322 |
|
Daily Pivots for day following 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
157-28 |
157-08 |
154-28 |
|
R3 |
156-21 |
156-01 |
154-18 |
|
R2 |
155-14 |
155-14 |
154-14 |
|
R1 |
154-26 |
154-26 |
154-11 |
154-17 |
PP |
154-07 |
154-07 |
154-07 |
154-02 |
S1 |
153-19 |
153-19 |
154-03 |
153-10 |
S2 |
153-00 |
153-00 |
154-00 |
|
S3 |
151-25 |
152-12 |
153-28 |
|
S4 |
150-18 |
151-05 |
153-18 |
|
|
Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
159-24 |
158-24 |
155-06 |
|
R3 |
157-31 |
156-31 |
154-23 |
|
R2 |
156-06 |
156-06 |
154-17 |
|
R1 |
155-06 |
155-06 |
154-12 |
154-26 |
PP |
154-13 |
154-13 |
154-13 |
154-06 |
S1 |
153-13 |
153-13 |
154-02 |
153-01 |
S2 |
152-20 |
152-20 |
153-29 |
|
S3 |
150-27 |
151-20 |
153-23 |
|
S4 |
149-02 |
149-27 |
153-08 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
155-12 |
153-19 |
1-25 |
1.2% |
0-30 |
0.6% |
35% |
False |
True |
260,664 |
10 |
155-12 |
152-14 |
2-30 |
1.9% |
0-30 |
0.6% |
61% |
False |
False |
260,136 |
20 |
155-12 |
149-19 |
5-25 |
3.7% |
0-30 |
0.6% |
80% |
False |
False |
167,052 |
40 |
155-12 |
149-00 |
6-12 |
4.1% |
0-31 |
0.6% |
82% |
False |
False |
83,746 |
60 |
155-12 |
146-23 |
8-21 |
5.6% |
0-30 |
0.6% |
87% |
False |
False |
55,838 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
160-00 |
2.618 |
158-00 |
1.618 |
156-25 |
1.000 |
156-01 |
0.618 |
155-18 |
HIGH |
154-26 |
0.618 |
154-11 |
0.500 |
154-07 |
0.382 |
154-02 |
LOW |
153-19 |
0.618 |
152-27 |
1.000 |
152-12 |
1.618 |
151-20 |
2.618 |
150-13 |
4.250 |
148-13 |
|
|
Fisher Pivots for day following 09-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
154-07 |
154-12 |
PP |
154-07 |
154-10 |
S1 |
154-07 |
154-09 |
|