ECBOT 30 Year Treasury Bond Future September 2017
| Trading Metrics calculated at close of trading on 28-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2017 |
28-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
156-28 |
155-17 |
-1-11 |
-0.9% |
155-25 |
| High |
157-06 |
155-22 |
-1-16 |
-1.0% |
156-23 |
| Low |
155-07 |
154-09 |
-0-30 |
-0.6% |
155-09 |
| Close |
155-22 |
155-00 |
-0-22 |
-0.4% |
156-20 |
| Range |
1-31 |
1-13 |
-0-18 |
-28.6% |
1-14 |
| ATR |
1-00 |
1-01 |
0-01 |
3.0% |
0-00 |
| Volume |
339,995 |
323,107 |
-16,888 |
-5.0% |
1,128,255 |
|
| Daily Pivots for day following 28-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-07 |
158-16 |
155-25 |
|
| R3 |
157-26 |
157-03 |
155-12 |
|
| R2 |
156-13 |
156-13 |
155-08 |
|
| R1 |
155-22 |
155-22 |
155-04 |
155-11 |
| PP |
155-00 |
155-00 |
155-00 |
154-26 |
| S1 |
154-09 |
154-09 |
154-28 |
153-30 |
| S2 |
153-19 |
153-19 |
154-24 |
|
| S3 |
152-06 |
152-28 |
154-20 |
|
| S4 |
150-25 |
151-15 |
154-07 |
|
|
| 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 |
154-09 |
2-31 |
1.9% |
1-03 |
0.7% |
24% |
False |
True |
250,390 |
| 10 |
157-08 |
154-09 |
2-31 |
1.9% |
0-30 |
0.6% |
24% |
False |
True |
247,407 |
| 20 |
157-08 |
153-04 |
4-04 |
2.7% |
1-00 |
0.7% |
45% |
False |
False |
264,660 |
| 40 |
157-08 |
149-00 |
8-08 |
5.3% |
0-31 |
0.6% |
73% |
False |
False |
169,482 |
| 60 |
157-08 |
149-00 |
8-08 |
5.3% |
1-00 |
0.6% |
73% |
False |
False |
113,044 |
| 80 |
157-08 |
144-24 |
12-16 |
8.1% |
0-28 |
0.6% |
82% |
False |
False |
84,784 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
161-21 |
|
2.618 |
159-12 |
|
1.618 |
157-31 |
|
1.000 |
157-03 |
|
0.618 |
156-18 |
|
HIGH |
155-22 |
|
0.618 |
155-05 |
|
0.500 |
155-00 |
|
0.382 |
154-26 |
|
LOW |
154-09 |
|
0.618 |
153-13 |
|
1.000 |
152-28 |
|
1.618 |
152-00 |
|
2.618 |
150-19 |
|
4.250 |
148-10 |
|
|
| Fisher Pivots for day following 28-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
155-00 |
155-25 |
| PP |
155-00 |
155-16 |
| S1 |
155-00 |
155-08 |
|