ECBOT 30 Year Treasury Bond Future June 2017
| Trading Metrics calculated at close of trading on 13-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2017 |
13-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
152-31 |
153-29 |
0-30 |
0.6% |
150-31 |
| High |
153-29 |
154-10 |
0-13 |
0.3% |
153-04 |
| Low |
152-22 |
153-11 |
0-21 |
0.4% |
150-21 |
| Close |
153-00 |
154-00 |
1-00 |
0.7% |
151-16 |
| Range |
1-07 |
0-31 |
-0-08 |
-20.5% |
2-15 |
| ATR |
1-08 |
1-08 |
0-00 |
0.4% |
0-00 |
| Volume |
266,250 |
237,671 |
-28,579 |
-10.7% |
1,382,829 |
|
| Daily Pivots for day following 13-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-25 |
156-12 |
154-17 |
|
| R3 |
155-26 |
155-13 |
154-09 |
|
| R2 |
154-27 |
154-27 |
154-06 |
|
| R1 |
154-14 |
154-14 |
154-03 |
154-20 |
| PP |
153-28 |
153-28 |
153-28 |
154-00 |
| S1 |
153-15 |
153-15 |
153-29 |
153-22 |
| S2 |
152-29 |
152-29 |
153-26 |
|
| S3 |
151-30 |
152-16 |
153-23 |
|
| S4 |
150-31 |
151-17 |
153-15 |
|
|
| 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 |
154-10 |
151-03 |
3-07 |
2.1% |
1-10 |
0.8% |
90% |
True |
False |
263,228 |
| 10 |
154-10 |
150-05 |
4-05 |
2.7% |
1-07 |
0.8% |
92% |
True |
False |
260,293 |
| 20 |
154-10 |
147-15 |
6-27 |
4.4% |
1-07 |
0.8% |
95% |
True |
False |
245,519 |
| 40 |
154-10 |
145-26 |
8-16 |
5.5% |
1-07 |
0.8% |
96% |
True |
False |
239,524 |
| 60 |
154-10 |
145-26 |
8-16 |
5.5% |
1-07 |
0.8% |
96% |
True |
False |
160,039 |
| 80 |
154-10 |
145-26 |
8-16 |
5.5% |
1-04 |
0.7% |
96% |
True |
False |
120,044 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158-14 |
|
2.618 |
156-27 |
|
1.618 |
155-28 |
|
1.000 |
155-09 |
|
0.618 |
154-29 |
|
HIGH |
154-10 |
|
0.618 |
153-30 |
|
0.500 |
153-27 |
|
0.382 |
153-23 |
|
LOW |
153-11 |
|
0.618 |
152-24 |
|
1.000 |
152-12 |
|
1.618 |
151-25 |
|
2.618 |
150-26 |
|
4.250 |
149-07 |
|
|
| Fisher Pivots for day following 13-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
153-30 |
153-21 |
| PP |
153-28 |
153-11 |
| S1 |
153-27 |
153-00 |
|