ECBOT 30 Year Treasury Bond Future June 2017
Trading Metrics calculated at close of trading on 09-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2017 |
09-May-2017 |
Change |
Change % |
Previous Week |
Open |
151-18 |
151-04 |
-0-14 |
-0.3% |
152-31 |
High |
152-13 |
151-09 |
-1-04 |
-0.7% |
153-07 |
Low |
151-01 |
150-19 |
-0-14 |
-0.3% |
151-11 |
Close |
151-10 |
150-24 |
-0-18 |
-0.4% |
151-26 |
Range |
1-12 |
0-22 |
-0-22 |
-50.0% |
1-28 |
ATR |
1-07 |
1-06 |
-0-01 |
-2.9% |
0-00 |
Volume |
242,641 |
191,744 |
-50,897 |
-21.0% |
1,302,602 |
|
Daily Pivots for day following 09-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
152-30 |
152-17 |
151-04 |
|
R3 |
152-08 |
151-27 |
150-30 |
|
R2 |
151-18 |
151-18 |
150-28 |
|
R1 |
151-05 |
151-05 |
150-26 |
151-01 |
PP |
150-28 |
150-28 |
150-28 |
150-26 |
S1 |
150-15 |
150-15 |
150-22 |
150-11 |
S2 |
150-06 |
150-06 |
150-20 |
|
S3 |
149-16 |
149-25 |
150-18 |
|
S4 |
148-26 |
149-03 |
150-12 |
|
|
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 |
150-19 |
2-20 |
1.7% |
1-00 |
0.7% |
6% |
False |
True |
260,849 |
10 |
153-07 |
150-19 |
2-20 |
1.7% |
1-03 |
0.7% |
6% |
False |
True |
250,108 |
20 |
155-16 |
150-19 |
4-29 |
3.3% |
1-05 |
0.8% |
3% |
False |
True |
238,752 |
40 |
155-16 |
145-26 |
9-22 |
6.4% |
1-06 |
0.8% |
51% |
False |
False |
241,558 |
60 |
155-16 |
145-26 |
9-22 |
6.4% |
1-06 |
0.8% |
51% |
False |
False |
226,662 |
80 |
155-16 |
145-26 |
9-22 |
6.4% |
1-08 |
0.8% |
51% |
False |
False |
170,149 |
100 |
155-16 |
145-26 |
9-22 |
6.4% |
1-03 |
0.7% |
51% |
False |
False |
136,122 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
154-07 |
2.618 |
153-03 |
1.618 |
152-13 |
1.000 |
151-31 |
0.618 |
151-23 |
HIGH |
151-09 |
0.618 |
151-01 |
0.500 |
150-30 |
0.382 |
150-27 |
LOW |
150-19 |
0.618 |
150-05 |
1.000 |
149-29 |
1.618 |
149-15 |
2.618 |
148-25 |
4.250 |
147-22 |
|
|
Fisher Pivots for day following 09-May-2017 |
Pivot |
1 day |
3 day |
R1 |
150-30 |
151-16 |
PP |
150-28 |
151-08 |
S1 |
150-26 |
151-00 |
|