ECBOT 30 Year Treasury Bond Future September 2017
| Trading Metrics calculated at close of trading on 29-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2017 |
29-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
155-17 |
154-29 |
-0-20 |
-0.4% |
155-25 |
| High |
155-22 |
155-02 |
-0-20 |
-0.4% |
156-23 |
| Low |
154-09 |
153-18 |
-0-23 |
-0.5% |
155-09 |
| Close |
155-00 |
154-08 |
-0-24 |
-0.5% |
156-20 |
| Range |
1-13 |
1-16 |
0-03 |
6.7% |
1-14 |
| ATR |
1-01 |
1-02 |
0-01 |
3.4% |
0-00 |
| Volume |
323,107 |
358,698 |
35,591 |
11.0% |
1,128,255 |
|
| Daily Pivots for day following 29-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-25 |
158-01 |
155-02 |
|
| R3 |
157-09 |
156-17 |
154-21 |
|
| R2 |
155-25 |
155-25 |
154-17 |
|
| R1 |
155-01 |
155-01 |
154-12 |
154-21 |
| PP |
154-09 |
154-09 |
154-09 |
154-04 |
| S1 |
153-17 |
153-17 |
154-04 |
153-05 |
| S2 |
152-25 |
152-25 |
153-31 |
|
| S3 |
151-09 |
152-01 |
153-27 |
|
| S4 |
149-25 |
150-17 |
153-14 |
|
|
| 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 |
153-18 |
3-22 |
2.4% |
1-09 |
0.8% |
19% |
False |
True |
281,205 |
| 10 |
157-08 |
153-18 |
3-22 |
2.4% |
1-01 |
0.7% |
19% |
False |
True |
256,166 |
| 20 |
157-08 |
153-15 |
3-25 |
2.5% |
1-02 |
0.7% |
21% |
False |
False |
270,852 |
| 40 |
157-08 |
149-00 |
8-08 |
5.3% |
0-31 |
0.6% |
64% |
False |
False |
178,435 |
| 60 |
157-08 |
149-00 |
8-08 |
5.3% |
1-00 |
0.7% |
64% |
False |
False |
119,021 |
| 80 |
157-08 |
144-24 |
12-16 |
8.1% |
0-28 |
0.6% |
76% |
False |
False |
89,268 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
161-14 |
|
2.618 |
159-00 |
|
1.618 |
157-16 |
|
1.000 |
156-18 |
|
0.618 |
156-00 |
|
HIGH |
155-02 |
|
0.618 |
154-16 |
|
0.500 |
154-10 |
|
0.382 |
154-04 |
|
LOW |
153-18 |
|
0.618 |
152-20 |
|
1.000 |
152-02 |
|
1.618 |
151-04 |
|
2.618 |
149-20 |
|
4.250 |
147-06 |
|
|
| Fisher Pivots for day following 29-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
154-10 |
155-12 |
| PP |
154-09 |
155-00 |
| S1 |
154-09 |
154-20 |
|