ECBOT 30 Year Treasury Bond Future September 2017
| Trading Metrics calculated at close of trading on 30-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2017 |
30-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
154-29 |
154-08 |
-0-21 |
-0.4% |
156-18 |
| High |
155-02 |
154-10 |
-0-24 |
-0.5% |
157-08 |
| Low |
153-18 |
153-18 |
0-00 |
0.0% |
153-18 |
| Close |
154-08 |
153-22 |
-0-18 |
-0.4% |
153-22 |
| Range |
1-16 |
0-24 |
-0-24 |
-50.0% |
3-22 |
| ATR |
1-02 |
1-01 |
-0-01 |
-2.1% |
0-00 |
| Volume |
358,698 |
363,616 |
4,918 |
1.4% |
1,593,717 |
|
| Daily Pivots for day following 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-03 |
155-21 |
154-03 |
|
| R3 |
155-11 |
154-29 |
153-29 |
|
| R2 |
154-19 |
154-19 |
153-26 |
|
| R1 |
154-05 |
154-05 |
153-24 |
154-00 |
| PP |
153-27 |
153-27 |
153-27 |
153-25 |
| S1 |
153-13 |
153-13 |
153-20 |
153-08 |
| S2 |
153-03 |
153-03 |
153-18 |
|
| S3 |
152-11 |
152-21 |
153-15 |
|
| S4 |
151-19 |
151-29 |
153-09 |
|
|
| Weekly Pivots for week ending 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165-29 |
163-15 |
155-23 |
|
| R3 |
162-07 |
159-25 |
154-22 |
|
| R2 |
158-17 |
158-17 |
154-12 |
|
| R1 |
156-03 |
156-03 |
154-01 |
155-15 |
| PP |
154-27 |
154-27 |
154-27 |
154-16 |
| S1 |
152-13 |
152-13 |
153-11 |
151-25 |
| S2 |
151-05 |
151-05 |
153-00 |
|
| S3 |
147-15 |
148-23 |
152-22 |
|
| S4 |
143-25 |
145-01 |
151-21 |
|
|
| 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% |
1-10 |
0.9% |
3% |
False |
True |
318,743 |
| 10 |
157-08 |
153-18 |
3-22 |
2.4% |
1-01 |
0.7% |
3% |
False |
True |
272,197 |
| 20 |
157-08 |
153-18 |
3-22 |
2.4% |
1-00 |
0.7% |
3% |
False |
True |
272,906 |
| 40 |
157-08 |
149-00 |
8-08 |
5.4% |
0-31 |
0.6% |
57% |
False |
False |
187,508 |
| 60 |
157-08 |
149-00 |
8-08 |
5.4% |
1-00 |
0.6% |
57% |
False |
False |
125,081 |
| 80 |
157-08 |
144-24 |
12-16 |
8.1% |
0-29 |
0.6% |
72% |
False |
False |
93,813 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
157-16 |
|
2.618 |
156-09 |
|
1.618 |
155-17 |
|
1.000 |
155-02 |
|
0.618 |
154-25 |
|
HIGH |
154-10 |
|
0.618 |
154-01 |
|
0.500 |
153-30 |
|
0.382 |
153-27 |
|
LOW |
153-18 |
|
0.618 |
153-03 |
|
1.000 |
152-26 |
|
1.618 |
152-11 |
|
2.618 |
151-19 |
|
4.250 |
150-12 |
|
|
| Fisher Pivots for day following 30-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
153-30 |
154-20 |
| PP |
153-27 |
154-10 |
| S1 |
153-25 |
154-00 |
|