ECBOT 30 Year Treasury Bond Future June 2017
| Trading Metrics calculated at close of trading on 17-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2017 |
17-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
153-29 |
154-06 |
0-09 |
0.2% |
151-12 |
| High |
154-10 |
154-15 |
0-05 |
0.1% |
154-10 |
| Low |
153-11 |
153-10 |
-0-01 |
0.0% |
151-03 |
| Close |
154-00 |
153-15 |
-0-17 |
-0.3% |
154-00 |
| Range |
0-31 |
1-05 |
0-06 |
19.4% |
3-07 |
| ATR |
1-08 |
1-08 |
0-00 |
-0.5% |
0-00 |
| Volume |
237,671 |
142,029 |
-95,642 |
-40.2% |
956,908 |
|
| Daily Pivots for day following 17-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-07 |
156-16 |
154-03 |
|
| R3 |
156-02 |
155-11 |
153-25 |
|
| R2 |
154-29 |
154-29 |
153-22 |
|
| R1 |
154-06 |
154-06 |
153-18 |
153-31 |
| PP |
153-24 |
153-24 |
153-24 |
153-21 |
| S1 |
153-01 |
153-01 |
153-12 |
152-26 |
| S2 |
152-19 |
152-19 |
153-08 |
|
| S3 |
151-14 |
151-28 |
153-05 |
|
| S4 |
150-09 |
150-23 |
152-27 |
|
|
| Weekly Pivots for week ending 14-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-25 |
161-20 |
155-25 |
|
| R3 |
159-18 |
158-13 |
154-28 |
|
| R2 |
156-11 |
156-11 |
154-19 |
|
| R1 |
155-06 |
155-06 |
154-09 |
155-24 |
| PP |
153-04 |
153-04 |
153-04 |
153-14 |
| S1 |
151-31 |
151-31 |
153-23 |
152-18 |
| S2 |
149-29 |
149-29 |
153-13 |
|
| S3 |
146-22 |
148-24 |
153-04 |
|
| S4 |
143-15 |
145-17 |
152-07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
154-15 |
151-03 |
3-12 |
2.2% |
1-05 |
0.8% |
70% |
True |
False |
219,787 |
| 10 |
154-15 |
150-21 |
3-26 |
2.5% |
1-08 |
0.8% |
74% |
True |
False |
248,176 |
| 20 |
154-15 |
148-06 |
6-09 |
4.1% |
1-07 |
0.8% |
84% |
True |
False |
243,829 |
| 40 |
154-15 |
145-26 |
8-21 |
5.6% |
1-07 |
0.8% |
88% |
True |
False |
242,952 |
| 60 |
154-15 |
145-26 |
8-21 |
5.6% |
1-07 |
0.8% |
88% |
True |
False |
162,404 |
| 80 |
154-15 |
145-26 |
8-21 |
5.6% |
1-05 |
0.7% |
88% |
True |
False |
121,819 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
159-12 |
|
2.618 |
157-16 |
|
1.618 |
156-11 |
|
1.000 |
155-20 |
|
0.618 |
155-06 |
|
HIGH |
154-15 |
|
0.618 |
154-01 |
|
0.500 |
153-29 |
|
0.382 |
153-24 |
|
LOW |
153-10 |
|
0.618 |
152-19 |
|
1.000 |
152-05 |
|
1.618 |
151-14 |
|
2.618 |
150-09 |
|
4.250 |
148-13 |
|
|
| Fisher Pivots for day following 17-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
153-29 |
153-19 |
| PP |
153-24 |
153-17 |
| S1 |
153-20 |
153-16 |
|