ECBOT 30 Year Treasury Bond Future September 2017
| Trading Metrics calculated at close of trading on 14-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2017 |
14-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
153-30 |
153-31 |
0-01 |
0.0% |
154-31 |
| High |
154-06 |
156-05 |
1-31 |
1.3% |
155-12 |
| Low |
153-18 |
153-29 |
0-11 |
0.2% |
153-19 |
| Close |
154-01 |
155-20 |
1-19 |
1.0% |
154-07 |
| Range |
0-20 |
2-08 |
1-20 |
260.0% |
1-25 |
| ATR |
0-30 |
1-01 |
0-03 |
9.8% |
0-00 |
| Volume |
222,460 |
494,614 |
272,154 |
122.3% |
1,303,322 |
|
| Daily Pivots for day following 14-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-31 |
161-02 |
156-28 |
|
| R3 |
159-23 |
158-26 |
156-08 |
|
| R2 |
157-15 |
157-15 |
156-01 |
|
| R1 |
156-18 |
156-18 |
155-27 |
157-01 |
| PP |
155-07 |
155-07 |
155-07 |
155-15 |
| S1 |
154-10 |
154-10 |
155-13 |
154-25 |
| S2 |
152-31 |
152-31 |
155-07 |
|
| S3 |
150-23 |
152-02 |
155-00 |
|
| S4 |
148-15 |
149-26 |
154-12 |
|
|
| 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 |
156-05 |
153-18 |
2-19 |
1.7% |
1-05 |
0.7% |
80% |
True |
False |
300,045 |
| 10 |
156-05 |
153-04 |
3-01 |
1.9% |
1-02 |
0.7% |
82% |
True |
False |
281,912 |
| 20 |
156-05 |
150-24 |
5-13 |
3.5% |
1-00 |
0.6% |
90% |
True |
False |
214,476 |
| 40 |
156-05 |
149-00 |
7-05 |
4.6% |
1-00 |
0.6% |
93% |
True |
False |
107,701 |
| 60 |
156-05 |
148-00 |
8-05 |
5.2% |
1-00 |
0.6% |
93% |
True |
False |
71,811 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165-23 |
|
2.618 |
162-01 |
|
1.618 |
159-25 |
|
1.000 |
158-13 |
|
0.618 |
157-17 |
|
HIGH |
156-05 |
|
0.618 |
155-09 |
|
0.500 |
155-01 |
|
0.382 |
154-25 |
|
LOW |
153-29 |
|
0.618 |
152-17 |
|
1.000 |
151-21 |
|
1.618 |
150-09 |
|
2.618 |
148-01 |
|
4.250 |
144-11 |
|
|
| Fisher Pivots for day following 14-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
155-14 |
155-12 |
| PP |
155-07 |
155-04 |
| S1 |
155-01 |
154-28 |
|