ECBOT 30 Year Treasury Bond Future December 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 |
155-11 |
155-21 |
0-10 |
0.2% |
154-23 |
High |
156-01 |
155-31 |
-0-02 |
0.0% |
155-17 |
Low |
155-05 |
154-02 |
-1-03 |
-0.7% |
154-19 |
Close |
155-23 |
154-16 |
-1-07 |
-0.8% |
155-14 |
Range |
0-28 |
1-29 |
1-01 |
117.9% |
0-30 |
ATR |
0-15 |
0-19 |
0-03 |
21.4% |
0-00 |
Volume |
88 |
15 |
-73 |
-83.0% |
141 |
|
Daily Pivots for day following 27-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160-18 |
159-14 |
155-18 |
|
R3 |
158-21 |
157-17 |
155-01 |
|
R2 |
156-24 |
156-24 |
154-27 |
|
R1 |
155-20 |
155-20 |
154-22 |
155-08 |
PP |
154-27 |
154-27 |
154-27 |
154-21 |
S1 |
153-23 |
153-23 |
154-10 |
153-10 |
S2 |
152-30 |
152-30 |
154-05 |
|
S3 |
151-01 |
151-26 |
153-31 |
|
S4 |
149-04 |
149-29 |
153-14 |
|
|
Weekly Pivots for week ending 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
158-00 |
157-21 |
155-30 |
|
R3 |
157-02 |
156-23 |
155-22 |
|
R2 |
156-04 |
156-04 |
155-20 |
|
R1 |
155-25 |
155-25 |
155-17 |
155-31 |
PP |
155-06 |
155-06 |
155-06 |
155-09 |
S1 |
154-27 |
154-27 |
155-11 |
155-01 |
S2 |
154-08 |
154-08 |
155-08 |
|
S3 |
153-10 |
153-29 |
155-06 |
|
S4 |
152-12 |
152-31 |
154-30 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
164-02 |
2.618 |
160-31 |
1.618 |
159-02 |
1.000 |
157-28 |
0.618 |
157-05 |
HIGH |
155-31 |
0.618 |
155-08 |
0.500 |
155-01 |
0.382 |
154-25 |
LOW |
154-02 |
0.618 |
152-28 |
1.000 |
152-05 |
1.618 |
150-31 |
2.618 |
149-02 |
4.250 |
145-31 |
|
|
Fisher Pivots for day following 27-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
155-01 |
155-02 |
PP |
154-27 |
154-28 |
S1 |
154-22 |
154-22 |
|