ECBOT 30 Year Treasury Bond Future September 2017
| Trading Metrics calculated at close of trading on 16-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2017 |
16-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
155-27 |
155-14 |
-0-13 |
-0.3% |
154-05 |
| High |
155-31 |
155-28 |
-0-03 |
-0.1% |
156-05 |
| Low |
155-07 |
155-05 |
-0-02 |
0.0% |
153-18 |
| Close |
155-15 |
155-20 |
0-05 |
0.1% |
155-20 |
| Range |
0-24 |
0-23 |
-0-01 |
-4.2% |
2-19 |
| ATR |
1-01 |
1-00 |
-0-01 |
-2.1% |
0-00 |
| Volume |
271,109 |
203,304 |
-67,805 |
-25.0% |
1,432,845 |
|
| Daily Pivots for day following 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-23 |
157-12 |
156-01 |
|
| R3 |
157-00 |
156-21 |
155-26 |
|
| R2 |
156-09 |
156-09 |
155-24 |
|
| R1 |
155-30 |
155-30 |
155-22 |
156-03 |
| PP |
155-18 |
155-18 |
155-18 |
155-20 |
| S1 |
155-07 |
155-07 |
155-18 |
155-13 |
| S2 |
154-27 |
154-27 |
155-16 |
|
| S3 |
154-04 |
154-16 |
155-14 |
|
| S4 |
153-13 |
153-25 |
155-07 |
|
|
| Weekly Pivots for week ending 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-29 |
161-27 |
157-02 |
|
| R3 |
160-10 |
159-08 |
156-11 |
|
| R2 |
157-23 |
157-23 |
156-03 |
|
| R1 |
156-21 |
156-21 |
155-28 |
157-06 |
| PP |
155-04 |
155-04 |
155-04 |
155-12 |
| S1 |
154-02 |
154-02 |
155-12 |
154-19 |
| S2 |
152-17 |
152-17 |
155-05 |
|
| S3 |
149-30 |
151-15 |
154-29 |
|
| S4 |
147-11 |
148-28 |
154-06 |
|
|
| 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% |
1-01 |
0.7% |
80% |
False |
False |
286,569 |
| 10 |
156-05 |
153-18 |
2-19 |
1.7% |
1-00 |
0.6% |
80% |
False |
False |
273,616 |
| 20 |
156-05 |
151-26 |
4-11 |
2.8% |
0-30 |
0.6% |
88% |
False |
False |
236,996 |
| 40 |
156-05 |
149-00 |
7-05 |
4.6% |
0-31 |
0.6% |
93% |
False |
False |
119,555 |
| 60 |
156-05 |
149-00 |
7-05 |
4.6% |
1-00 |
0.6% |
93% |
False |
False |
79,718 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158-30 |
|
2.618 |
157-24 |
|
1.618 |
157-01 |
|
1.000 |
156-19 |
|
0.618 |
156-10 |
|
HIGH |
155-28 |
|
0.618 |
155-19 |
|
0.500 |
155-17 |
|
0.382 |
155-14 |
|
LOW |
155-05 |
|
0.618 |
154-23 |
|
1.000 |
154-14 |
|
1.618 |
154-00 |
|
2.618 |
153-09 |
|
4.250 |
152-03 |
|
|
| Fisher Pivots for day following 16-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
155-19 |
155-14 |
| PP |
155-18 |
155-07 |
| S1 |
155-17 |
155-01 |
|