ECBOT 30 Year Treasury Bond Future June 2017
| Trading Metrics calculated at close of trading on 08-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2017 |
08-May-2017 |
Change |
Change % |
Previous Week |
| Open |
151-23 |
151-18 |
-0-05 |
-0.1% |
152-31 |
| High |
152-08 |
152-13 |
0-05 |
0.1% |
153-07 |
| Low |
151-14 |
151-01 |
-0-13 |
-0.3% |
151-11 |
| Close |
151-26 |
151-10 |
-0-16 |
-0.3% |
151-26 |
| Range |
0-26 |
1-12 |
0-18 |
69.2% |
1-28 |
| ATR |
1-07 |
1-07 |
0-00 |
1.0% |
0-00 |
| Volume |
235,910 |
242,641 |
6,731 |
2.9% |
1,302,602 |
|
| Daily Pivots for day following 08-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-23 |
154-28 |
152-02 |
|
| R3 |
154-11 |
153-16 |
151-22 |
|
| R2 |
152-31 |
152-31 |
151-18 |
|
| R1 |
152-04 |
152-04 |
151-14 |
151-28 |
| PP |
151-19 |
151-19 |
151-19 |
151-14 |
| S1 |
150-24 |
150-24 |
151-06 |
150-16 |
| S2 |
150-07 |
150-07 |
151-02 |
|
| S3 |
148-27 |
149-12 |
150-30 |
|
| S4 |
147-15 |
148-00 |
150-18 |
|
|
| Weekly Pivots for week ending 05-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-24 |
156-21 |
152-27 |
|
| R3 |
155-28 |
154-25 |
152-10 |
|
| R2 |
154-00 |
154-00 |
152-05 |
|
| R1 |
152-29 |
152-29 |
152-00 |
152-17 |
| PP |
152-04 |
152-04 |
152-04 |
151-30 |
| S1 |
151-01 |
151-01 |
151-20 |
150-21 |
| S2 |
150-08 |
150-08 |
151-15 |
|
| S3 |
148-12 |
149-05 |
151-10 |
|
| S4 |
146-16 |
147-09 |
150-25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
153-07 |
151-01 |
2-06 |
1.4% |
1-04 |
0.7% |
13% |
False |
True |
266,998 |
| 10 |
153-17 |
151-01 |
2-16 |
1.7% |
1-05 |
0.8% |
11% |
False |
True |
250,259 |
| 20 |
155-16 |
151-01 |
4-15 |
3.0% |
1-06 |
0.8% |
6% |
False |
True |
238,693 |
| 40 |
155-16 |
145-26 |
9-22 |
6.4% |
1-07 |
0.8% |
57% |
False |
False |
241,348 |
| 60 |
155-16 |
145-26 |
9-22 |
6.4% |
1-06 |
0.8% |
57% |
False |
False |
223,512 |
| 80 |
155-16 |
145-26 |
9-22 |
6.4% |
1-08 |
0.8% |
57% |
False |
False |
167,754 |
| 100 |
155-16 |
145-26 |
9-22 |
6.4% |
1-03 |
0.7% |
57% |
False |
False |
134,204 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158-08 |
|
2.618 |
156-00 |
|
1.618 |
154-20 |
|
1.000 |
153-25 |
|
0.618 |
153-08 |
|
HIGH |
152-13 |
|
0.618 |
151-28 |
|
0.500 |
151-23 |
|
0.382 |
151-18 |
|
LOW |
151-01 |
|
0.618 |
150-06 |
|
1.000 |
149-21 |
|
1.618 |
148-26 |
|
2.618 |
147-14 |
|
4.250 |
145-06 |
|
|
| Fisher Pivots for day following 08-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
151-23 |
151-27 |
| PP |
151-19 |
151-21 |
| S1 |
151-14 |
151-16 |
|