ECBOT 30 Year Treasury Bond Future June 2017
| Trading Metrics calculated at close of trading on 18-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2017 |
18-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
154-06 |
153-18 |
-0-20 |
-0.4% |
151-12 |
| High |
154-15 |
155-16 |
1-01 |
0.7% |
154-10 |
| Low |
153-10 |
153-15 |
0-05 |
0.1% |
151-03 |
| Close |
153-15 |
155-05 |
1-22 |
1.1% |
154-00 |
| Range |
1-05 |
2-01 |
0-28 |
75.7% |
3-07 |
| ATR |
1-08 |
1-10 |
0-02 |
4.6% |
0-00 |
| Volume |
142,029 |
302,735 |
160,706 |
113.2% |
956,908 |
|
| Daily Pivots for day following 18-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-26 |
160-00 |
156-09 |
|
| R3 |
158-25 |
157-31 |
155-23 |
|
| R2 |
156-24 |
156-24 |
155-17 |
|
| R1 |
155-30 |
155-30 |
155-11 |
156-11 |
| PP |
154-23 |
154-23 |
154-23 |
154-29 |
| S1 |
153-29 |
153-29 |
154-31 |
154-10 |
| S2 |
152-22 |
152-22 |
154-25 |
|
| S3 |
150-21 |
151-28 |
154-19 |
|
| S4 |
148-20 |
149-27 |
154-01 |
|
|
| 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 |
155-16 |
151-22 |
3-26 |
2.5% |
1-12 |
0.9% |
91% |
True |
False |
242,222 |
| 10 |
155-16 |
150-27 |
4-21 |
3.0% |
1-09 |
0.8% |
93% |
True |
False |
247,870 |
| 20 |
155-16 |
148-16 |
7-00 |
4.5% |
1-08 |
0.8% |
95% |
True |
False |
250,880 |
| 40 |
155-16 |
145-26 |
9-22 |
6.2% |
1-07 |
0.8% |
96% |
True |
False |
250,357 |
| 60 |
155-16 |
145-26 |
9-22 |
6.2% |
1-08 |
0.8% |
96% |
True |
False |
167,449 |
| 80 |
155-16 |
145-26 |
9-22 |
6.2% |
1-06 |
0.8% |
96% |
True |
False |
125,603 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
164-04 |
|
2.618 |
160-26 |
|
1.618 |
158-25 |
|
1.000 |
157-17 |
|
0.618 |
156-24 |
|
HIGH |
155-16 |
|
0.618 |
154-23 |
|
0.500 |
154-16 |
|
0.382 |
154-08 |
|
LOW |
153-15 |
|
0.618 |
152-07 |
|
1.000 |
151-14 |
|
1.618 |
150-06 |
|
2.618 |
148-05 |
|
4.250 |
144-27 |
|
|
| Fisher Pivots for day following 18-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
154-30 |
154-29 |
| PP |
154-23 |
154-21 |
| S1 |
154-16 |
154-13 |
|