ECBOT 30 Year Treasury Bond Future June 2017
| Trading Metrics calculated at close of trading on 11-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2017 |
11-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
151-12 |
151-22 |
0-10 |
0.2% |
150-31 |
| High |
152-03 |
153-04 |
1-01 |
0.7% |
153-04 |
| Low |
151-03 |
151-22 |
0-19 |
0.4% |
150-21 |
| Close |
151-25 |
152-31 |
1-06 |
0.8% |
151-16 |
| Range |
1-00 |
1-14 |
0-14 |
43.8% |
2-15 |
| ATR |
1-07 |
1-08 |
0-00 |
1.2% |
0-00 |
| Volume |
190,561 |
262,426 |
71,865 |
37.7% |
1,382,829 |
|
| Daily Pivots for day following 11-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-29 |
156-12 |
153-24 |
|
| R3 |
155-15 |
154-30 |
153-12 |
|
| R2 |
154-01 |
154-01 |
153-07 |
|
| R1 |
153-16 |
153-16 |
153-03 |
153-25 |
| PP |
152-19 |
152-19 |
152-19 |
152-23 |
| S1 |
152-02 |
152-02 |
152-27 |
152-11 |
| S2 |
151-05 |
151-05 |
152-23 |
|
| S3 |
149-23 |
150-20 |
152-18 |
|
| S4 |
148-09 |
149-06 |
152-06 |
|
|
| Weekly Pivots for week ending 07-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-05 |
157-26 |
152-27 |
|
| R3 |
156-22 |
155-11 |
152-06 |
|
| R2 |
154-07 |
154-07 |
151-30 |
|
| R1 |
152-28 |
152-28 |
151-23 |
153-17 |
| PP |
151-24 |
151-24 |
151-24 |
152-03 |
| S1 |
150-13 |
150-13 |
151-09 |
151-03 |
| S2 |
149-09 |
149-09 |
151-02 |
|
| S3 |
146-26 |
147-30 |
150-26 |
|
| S4 |
144-11 |
145-15 |
150-05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
153-04 |
150-27 |
2-09 |
1.5% |
1-10 |
0.8% |
93% |
True |
False |
261,463 |
| 10 |
153-04 |
150-05 |
2-31 |
1.9% |
1-07 |
0.8% |
95% |
True |
False |
251,173 |
| 20 |
153-04 |
146-23 |
6-13 |
4.2% |
1-08 |
0.8% |
98% |
True |
False |
246,621 |
| 40 |
153-04 |
145-26 |
7-10 |
4.8% |
1-07 |
0.8% |
98% |
True |
False |
227,135 |
| 60 |
153-04 |
145-26 |
7-10 |
4.8% |
1-08 |
0.8% |
98% |
True |
False |
151,646 |
| 80 |
153-04 |
145-26 |
7-10 |
4.8% |
1-03 |
0.7% |
98% |
True |
False |
113,745 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
159-08 |
|
2.618 |
156-28 |
|
1.618 |
155-14 |
|
1.000 |
154-18 |
|
0.618 |
154-00 |
|
HIGH |
153-04 |
|
0.618 |
152-18 |
|
0.500 |
152-13 |
|
0.382 |
152-08 |
|
LOW |
151-22 |
|
0.618 |
150-26 |
|
1.000 |
150-08 |
|
1.618 |
149-12 |
|
2.618 |
147-30 |
|
4.250 |
145-18 |
|
|
| Fisher Pivots for day following 11-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
152-25 |
152-22 |
| PP |
152-19 |
152-13 |
| S1 |
152-13 |
152-04 |
|