ECBOT 30 Year Treasury Bond Future September 2017
| Trading Metrics calculated at close of trading on 03-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2017 |
03-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
154-08 |
153-25 |
-0-15 |
-0.3% |
156-18 |
| High |
154-10 |
153-30 |
-0-12 |
-0.2% |
157-08 |
| Low |
153-18 |
152-27 |
-0-23 |
-0.5% |
153-18 |
| Close |
153-22 |
153-02 |
-0-20 |
-0.4% |
153-22 |
| Range |
0-24 |
1-03 |
0-11 |
45.8% |
3-22 |
| ATR |
1-01 |
1-01 |
0-00 |
0.4% |
0-00 |
| Volume |
363,616 |
178,076 |
-185,540 |
-51.0% |
1,593,717 |
|
| Daily Pivots for day following 03-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-18 |
155-29 |
153-21 |
|
| R3 |
155-15 |
154-26 |
153-12 |
|
| R2 |
154-12 |
154-12 |
153-08 |
|
| R1 |
153-23 |
153-23 |
153-05 |
153-16 |
| PP |
153-09 |
153-09 |
153-09 |
153-06 |
| S1 |
152-20 |
152-20 |
152-31 |
152-13 |
| S2 |
152-06 |
152-06 |
152-28 |
|
| S3 |
151-03 |
151-17 |
152-24 |
|
| S4 |
150-00 |
150-14 |
152-15 |
|
|
| 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 |
157-06 |
152-27 |
4-11 |
2.8% |
1-11 |
0.9% |
5% |
False |
True |
312,698 |
| 10 |
157-08 |
152-27 |
4-13 |
2.9% |
1-02 |
0.7% |
5% |
False |
True |
267,796 |
| 20 |
157-08 |
152-27 |
4-13 |
2.9% |
1-01 |
0.7% |
5% |
False |
True |
269,491 |
| 40 |
157-08 |
149-00 |
8-08 |
5.4% |
0-31 |
0.6% |
49% |
False |
False |
191,941 |
| 60 |
157-08 |
149-00 |
8-08 |
5.4% |
1-00 |
0.7% |
49% |
False |
False |
128,049 |
| 80 |
157-08 |
144-24 |
12-16 |
8.2% |
0-29 |
0.6% |
67% |
False |
False |
96,039 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158-19 |
|
2.618 |
156-26 |
|
1.618 |
155-23 |
|
1.000 |
155-01 |
|
0.618 |
154-20 |
|
HIGH |
153-30 |
|
0.618 |
153-17 |
|
0.500 |
153-13 |
|
0.382 |
153-08 |
|
LOW |
152-27 |
|
0.618 |
152-05 |
|
1.000 |
151-24 |
|
1.618 |
151-02 |
|
2.618 |
149-31 |
|
4.250 |
148-06 |
|
|
| Fisher Pivots for day following 03-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
153-13 |
153-31 |
| PP |
153-09 |
153-21 |
| S1 |
153-06 |
153-12 |
|