ECBOT 30 Year Treasury Bond Future September 2017
| Trading Metrics calculated at close of trading on 27-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2017 |
27-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
156-18 |
156-28 |
0-10 |
0.2% |
155-25 |
| High |
157-08 |
157-06 |
-0-02 |
0.0% |
156-23 |
| Low |
156-10 |
155-07 |
-1-03 |
-0.7% |
155-09 |
| Close |
156-29 |
155-22 |
-1-07 |
-0.8% |
156-20 |
| Range |
0-30 |
1-31 |
1-01 |
110.0% |
1-14 |
| ATR |
0-29 |
1-00 |
0-02 |
8.2% |
0-00 |
| Volume |
208,301 |
339,995 |
131,694 |
63.2% |
1,128,255 |
|
| Daily Pivots for day following 27-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-30 |
160-25 |
156-25 |
|
| R3 |
159-31 |
158-26 |
156-07 |
|
| R2 |
158-00 |
158-00 |
156-02 |
|
| R1 |
156-27 |
156-27 |
155-28 |
156-14 |
| PP |
156-01 |
156-01 |
156-01 |
155-27 |
| S1 |
154-28 |
154-28 |
155-16 |
154-15 |
| S2 |
154-02 |
154-02 |
155-10 |
|
| S3 |
152-03 |
152-29 |
155-05 |
|
| S4 |
150-04 |
150-30 |
154-19 |
|
|
| Weekly Pivots for week ending 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-17 |
160-00 |
157-13 |
|
| R3 |
159-03 |
158-18 |
157-01 |
|
| R2 |
157-21 |
157-21 |
156-28 |
|
| R1 |
157-04 |
157-04 |
156-24 |
157-13 |
| PP |
156-07 |
156-07 |
156-07 |
156-11 |
| S1 |
155-22 |
155-22 |
156-16 |
155-31 |
| S2 |
154-25 |
154-25 |
156-12 |
|
| S3 |
153-11 |
154-08 |
156-07 |
|
| S4 |
151-29 |
152-26 |
155-27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
157-08 |
155-07 |
2-01 |
1.3% |
0-30 |
0.6% |
23% |
False |
True |
239,368 |
| 10 |
157-08 |
153-29 |
3-11 |
2.1% |
1-01 |
0.7% |
53% |
False |
False |
264,557 |
| 20 |
157-08 |
153-01 |
4-07 |
2.7% |
0-31 |
0.6% |
63% |
False |
False |
261,630 |
| 40 |
157-08 |
149-00 |
8-08 |
5.3% |
0-30 |
0.6% |
81% |
False |
False |
161,421 |
| 60 |
157-08 |
149-00 |
8-08 |
5.3% |
1-00 |
0.6% |
81% |
False |
False |
107,659 |
| 80 |
157-08 |
144-24 |
12-16 |
8.0% |
0-27 |
0.5% |
88% |
False |
False |
80,746 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165-18 |
|
2.618 |
162-11 |
|
1.618 |
160-12 |
|
1.000 |
159-05 |
|
0.618 |
158-13 |
|
HIGH |
157-06 |
|
0.618 |
156-14 |
|
0.500 |
156-07 |
|
0.382 |
155-31 |
|
LOW |
155-07 |
|
0.618 |
154-00 |
|
1.000 |
153-08 |
|
1.618 |
152-01 |
|
2.618 |
150-02 |
|
4.250 |
146-27 |
|
|
| Fisher Pivots for day following 27-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
156-07 |
156-08 |
| PP |
156-01 |
156-02 |
| S1 |
155-28 |
155-28 |
|