ECBOT 30 Year Treasury Bond Future September 2017
| Trading Metrics calculated at close of trading on 15-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2017 |
15-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
153-31 |
155-27 |
1-28 |
1.2% |
154-31 |
| High |
156-05 |
155-31 |
-0-06 |
-0.1% |
155-12 |
| Low |
153-29 |
155-07 |
1-10 |
0.9% |
153-19 |
| Close |
155-20 |
155-15 |
-0-05 |
-0.1% |
154-07 |
| Range |
2-08 |
0-24 |
-1-16 |
-66.7% |
1-25 |
| ATR |
1-01 |
1-01 |
-0-01 |
-2.0% |
0-00 |
| Volume |
494,614 |
271,109 |
-223,505 |
-45.2% |
1,303,322 |
|
| Daily Pivots for day following 15-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-26 |
157-12 |
155-28 |
|
| R3 |
157-02 |
156-20 |
155-22 |
|
| R2 |
156-10 |
156-10 |
155-19 |
|
| R1 |
155-28 |
155-28 |
155-17 |
155-23 |
| PP |
155-18 |
155-18 |
155-18 |
155-15 |
| S1 |
155-04 |
155-04 |
155-13 |
154-31 |
| S2 |
154-26 |
154-26 |
155-11 |
|
| S3 |
154-02 |
154-12 |
155-08 |
|
| S4 |
153-10 |
153-20 |
155-02 |
|
|
| 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% |
73% |
False |
False |
293,564 |
| 10 |
156-05 |
153-15 |
2-22 |
1.7% |
1-03 |
0.7% |
74% |
False |
False |
285,539 |
| 20 |
156-05 |
151-26 |
4-11 |
2.8% |
0-30 |
0.6% |
84% |
False |
False |
227,122 |
| 40 |
156-05 |
149-00 |
7-05 |
4.6% |
0-31 |
0.6% |
90% |
False |
False |
114,477 |
| 60 |
156-05 |
149-00 |
7-05 |
4.6% |
1-00 |
0.6% |
90% |
False |
False |
76,330 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
159-05 |
|
2.618 |
157-30 |
|
1.618 |
157-06 |
|
1.000 |
156-23 |
|
0.618 |
156-14 |
|
HIGH |
155-31 |
|
0.618 |
155-22 |
|
0.500 |
155-19 |
|
0.382 |
155-16 |
|
LOW |
155-07 |
|
0.618 |
154-24 |
|
1.000 |
154-15 |
|
1.618 |
154-00 |
|
2.618 |
153-08 |
|
4.250 |
152-01 |
|
|
| Fisher Pivots for day following 15-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
155-19 |
155-09 |
| PP |
155-18 |
155-02 |
| S1 |
155-16 |
154-28 |
|