ECBOT 30 Year Treasury Bond Future June 2017
Trading Metrics calculated at close of trading on 08-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2017 |
08-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
156-12 |
155-24 |
-0-20 |
-0.4% |
153-28 |
High |
156-14 |
156-00 |
-0-14 |
-0.3% |
156-17 |
Low |
155-23 |
155-08 |
-0-15 |
-0.3% |
153-23 |
Close |
155-27 |
155-18 |
-0-09 |
-0.2% |
156-05 |
Range |
0-23 |
0-24 |
0-01 |
4.4% |
2-26 |
ATR |
1-00 |
0-31 |
-0-01 |
-1.8% |
0-00 |
Volume |
5,842 |
7,827 |
1,985 |
34.0% |
463,211 |
|
Daily Pivots for day following 08-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
157-27 |
157-15 |
155-31 |
|
R3 |
157-03 |
156-23 |
155-25 |
|
R2 |
156-11 |
156-11 |
155-22 |
|
R1 |
155-31 |
155-31 |
155-20 |
155-25 |
PP |
155-19 |
155-19 |
155-19 |
155-16 |
S1 |
155-07 |
155-07 |
155-16 |
155-01 |
S2 |
154-27 |
154-27 |
155-14 |
|
S3 |
154-03 |
154-15 |
155-11 |
|
S4 |
153-11 |
153-23 |
155-05 |
|
|
Weekly Pivots for week ending 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163-29 |
162-27 |
157-23 |
|
R3 |
161-03 |
160-01 |
156-30 |
|
R2 |
158-09 |
158-09 |
156-22 |
|
R1 |
157-07 |
157-07 |
156-13 |
157-24 |
PP |
155-15 |
155-15 |
155-15 |
155-24 |
S1 |
154-13 |
154-13 |
155-29 |
154-30 |
S2 |
152-21 |
152-21 |
155-21 |
|
S3 |
149-27 |
151-19 |
155-12 |
|
S4 |
147-01 |
148-25 |
154-20 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
156-21 |
154-25 |
1-28 |
1.2% |
1-00 |
0.6% |
42% |
False |
False |
12,658 |
10 |
156-21 |
153-15 |
3-06 |
2.0% |
0-27 |
0.5% |
66% |
False |
False |
124,667 |
20 |
156-21 |
150-07 |
6-14 |
4.1% |
0-30 |
0.6% |
83% |
False |
False |
216,871 |
40 |
156-21 |
150-07 |
6-14 |
4.1% |
1-01 |
0.7% |
83% |
False |
False |
227,671 |
60 |
156-21 |
146-23 |
9-30 |
6.4% |
1-03 |
0.7% |
89% |
False |
False |
233,988 |
80 |
156-21 |
145-26 |
10-27 |
7.0% |
1-04 |
0.7% |
90% |
False |
False |
227,403 |
100 |
156-21 |
145-26 |
10-27 |
7.0% |
1-05 |
0.8% |
90% |
False |
False |
182,056 |
120 |
156-21 |
145-26 |
10-27 |
7.0% |
1-03 |
0.7% |
90% |
False |
False |
151,720 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
159-06 |
2.618 |
157-31 |
1.618 |
157-07 |
1.000 |
156-24 |
0.618 |
156-15 |
HIGH |
156-00 |
0.618 |
155-23 |
0.500 |
155-20 |
0.382 |
155-17 |
LOW |
155-08 |
0.618 |
154-25 |
1.000 |
154-16 |
1.618 |
154-01 |
2.618 |
153-09 |
4.250 |
152-02 |
|
|
Fisher Pivots for day following 08-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
155-20 |
155-31 |
PP |
155-19 |
155-26 |
S1 |
155-19 |
155-22 |
|