ECBOT 30 Year Treasury Bond Future September 2017
| Trading Metrics calculated at close of trading on 20-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2017 |
20-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
155-25 |
155-14 |
-0-11 |
-0.2% |
154-05 |
| High |
156-02 |
156-15 |
0-13 |
0.3% |
156-05 |
| Low |
155-11 |
155-09 |
-0-02 |
0.0% |
153-18 |
| Close |
155-14 |
156-13 |
0-31 |
0.6% |
155-20 |
| Range |
0-23 |
1-06 |
0-15 |
65.2% |
2-19 |
| ATR |
0-31 |
1-00 |
0-00 |
1.5% |
0-00 |
| Volume |
222,088 |
257,620 |
35,532 |
16.0% |
1,432,845 |
|
| Daily Pivots for day following 20-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-20 |
159-06 |
157-02 |
|
| R3 |
158-14 |
158-00 |
156-23 |
|
| R2 |
157-08 |
157-08 |
156-20 |
|
| R1 |
156-26 |
156-26 |
156-16 |
157-01 |
| PP |
156-02 |
156-02 |
156-02 |
156-05 |
| S1 |
155-20 |
155-20 |
156-10 |
155-27 |
| S2 |
154-28 |
154-28 |
156-06 |
|
| S3 |
153-22 |
154-14 |
156-03 |
|
| S4 |
152-16 |
153-08 |
155-24 |
|
|
| 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 |
156-15 |
153-29 |
2-18 |
1.6% |
1-04 |
0.7% |
98% |
True |
False |
289,747 |
| 10 |
156-15 |
153-18 |
2-29 |
1.9% |
1-00 |
0.6% |
98% |
True |
False |
270,994 |
| 20 |
156-15 |
151-26 |
4-21 |
3.0% |
0-31 |
0.6% |
99% |
True |
False |
257,932 |
| 40 |
156-15 |
149-00 |
7-15 |
4.8% |
0-31 |
0.6% |
99% |
True |
False |
131,542 |
| 60 |
156-15 |
149-00 |
7-15 |
4.8% |
1-00 |
0.6% |
99% |
True |
False |
87,713 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
161-17 |
|
2.618 |
159-18 |
|
1.618 |
158-12 |
|
1.000 |
157-21 |
|
0.618 |
157-06 |
|
HIGH |
156-15 |
|
0.618 |
156-00 |
|
0.500 |
155-28 |
|
0.382 |
155-24 |
|
LOW |
155-09 |
|
0.618 |
154-18 |
|
1.000 |
154-03 |
|
1.618 |
153-12 |
|
2.618 |
152-06 |
|
4.250 |
150-08 |
|
|
| Fisher Pivots for day following 20-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
156-07 |
156-07 |
| PP |
156-02 |
156-00 |
| S1 |
155-28 |
155-26 |
|