ECBOT 30 Year Treasury Bond Future June 2017
Trading Metrics calculated at close of trading on 31-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2017 |
31-May-2017 |
Change |
Change % |
Previous Week |
Open |
153-28 |
154-22 |
0-26 |
0.5% |
153-30 |
High |
154-25 |
155-04 |
0-11 |
0.2% |
154-12 |
Low |
153-23 |
154-11 |
0-20 |
0.4% |
153-03 |
Close |
154-19 |
155-04 |
0-17 |
0.3% |
153-29 |
Range |
1-02 |
0-25 |
-0-09 |
-26.5% |
1-09 |
ATR |
1-01 |
1-00 |
-0-01 |
-1.7% |
0-00 |
Volume |
348,447 |
49,637 |
-298,810 |
-85.8% |
1,806,881 |
|
Daily Pivots for day following 31-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
157-07 |
156-30 |
155-18 |
|
R3 |
156-14 |
156-05 |
155-11 |
|
R2 |
155-21 |
155-21 |
155-09 |
|
R1 |
155-12 |
155-12 |
155-06 |
155-16 |
PP |
154-28 |
154-28 |
154-28 |
154-30 |
S1 |
154-19 |
154-19 |
155-02 |
154-24 |
S2 |
154-03 |
154-03 |
154-31 |
|
S3 |
153-10 |
153-26 |
154-29 |
|
S4 |
152-17 |
153-01 |
154-22 |
|
|
Weekly Pivots for week ending 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
157-20 |
157-02 |
154-20 |
|
R3 |
156-11 |
155-25 |
154-08 |
|
R2 |
155-02 |
155-02 |
154-05 |
|
R1 |
154-16 |
154-16 |
154-01 |
154-05 |
PP |
153-25 |
153-25 |
153-25 |
153-20 |
S1 |
153-07 |
153-07 |
153-25 |
152-28 |
S2 |
152-16 |
152-16 |
153-21 |
|
S3 |
151-07 |
151-30 |
153-18 |
|
S4 |
149-30 |
150-21 |
153-06 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
155-04 |
153-03 |
2-01 |
1.3% |
0-24 |
0.5% |
100% |
True |
False |
312,098 |
10 |
155-04 |
151-20 |
3-16 |
2.3% |
0-31 |
0.6% |
100% |
True |
False |
330,448 |
20 |
155-04 |
150-07 |
4-29 |
3.2% |
0-31 |
0.6% |
100% |
True |
False |
289,701 |
40 |
155-16 |
150-07 |
5-09 |
3.4% |
1-03 |
0.7% |
93% |
False |
False |
263,310 |
60 |
155-16 |
145-26 |
9-22 |
6.2% |
1-04 |
0.7% |
96% |
False |
False |
258,353 |
80 |
155-16 |
145-26 |
9-22 |
6.2% |
1-05 |
0.7% |
96% |
False |
False |
226,202 |
100 |
155-16 |
145-26 |
9-22 |
6.2% |
1-06 |
0.8% |
96% |
False |
False |
181,019 |
120 |
155-16 |
145-26 |
9-22 |
6.2% |
1-01 |
0.7% |
96% |
False |
False |
150,850 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
158-14 |
2.618 |
157-05 |
1.618 |
156-12 |
1.000 |
155-29 |
0.618 |
155-19 |
HIGH |
155-04 |
0.618 |
154-26 |
0.500 |
154-24 |
0.382 |
154-21 |
LOW |
154-11 |
0.618 |
153-28 |
1.000 |
153-18 |
1.618 |
153-03 |
2.618 |
152-10 |
4.250 |
151-01 |
|
|
Fisher Pivots for day following 31-May-2017 |
Pivot |
1 day |
3 day |
R1 |
155-00 |
154-29 |
PP |
154-28 |
154-21 |
S1 |
154-24 |
154-14 |
|