ECBOT 30 Year Treasury Bond Future September 2017
| Trading Metrics calculated at close of trading on 12-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2017 |
12-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
154-18 |
154-05 |
-0-13 |
-0.3% |
154-31 |
| High |
154-26 |
154-21 |
-0-05 |
-0.1% |
155-12 |
| Low |
153-19 |
153-25 |
0-06 |
0.1% |
153-19 |
| Close |
154-07 |
153-31 |
-0-08 |
-0.2% |
154-07 |
| Range |
1-07 |
0-28 |
-0-11 |
-28.2% |
1-25 |
| ATR |
0-31 |
0-31 |
0-00 |
-0.8% |
0-00 |
| Volume |
238,279 |
241,358 |
3,079 |
1.3% |
1,303,322 |
|
| Daily Pivots for day following 12-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-24 |
156-08 |
154-14 |
|
| R3 |
155-28 |
155-12 |
154-07 |
|
| R2 |
155-00 |
155-00 |
154-04 |
|
| R1 |
154-16 |
154-16 |
154-02 |
154-10 |
| PP |
154-04 |
154-04 |
154-04 |
154-02 |
| S1 |
153-20 |
153-20 |
153-28 |
153-14 |
| S2 |
153-08 |
153-08 |
153-26 |
|
| S3 |
152-12 |
152-24 |
153-23 |
|
| S4 |
151-16 |
151-28 |
153-16 |
|
|
| 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% |
21% |
False |
False |
259,660 |
| 10 |
155-12 |
152-14 |
2-30 |
1.9% |
0-31 |
0.6% |
52% |
False |
False |
263,410 |
| 20 |
155-12 |
149-22 |
5-22 |
3.7% |
0-30 |
0.6% |
75% |
False |
False |
179,018 |
| 40 |
155-12 |
149-00 |
6-12 |
4.1% |
0-31 |
0.6% |
78% |
False |
False |
89,778 |
| 60 |
155-12 |
147-09 |
8-03 |
5.3% |
0-30 |
0.6% |
83% |
False |
False |
59,860 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158-12 |
|
2.618 |
156-30 |
|
1.618 |
156-02 |
|
1.000 |
155-17 |
|
0.618 |
155-06 |
|
HIGH |
154-21 |
|
0.618 |
154-10 |
|
0.500 |
154-07 |
|
0.382 |
154-04 |
|
LOW |
153-25 |
|
0.618 |
153-08 |
|
1.000 |
152-29 |
|
1.618 |
152-12 |
|
2.618 |
151-16 |
|
4.250 |
150-02 |
|
|
| Fisher Pivots for day following 12-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
154-07 |
154-07 |
| PP |
154-04 |
154-04 |
| S1 |
154-02 |
154-02 |
|