ECBOT 30 Year Treasury Bond Future June 2017
| Trading Metrics calculated at close of trading on 20-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2017 |
20-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
155-09 |
154-18 |
-0-23 |
-0.5% |
151-12 |
| High |
155-10 |
154-31 |
-0-11 |
-0.2% |
154-10 |
| Low |
154-10 |
153-25 |
-0-17 |
-0.3% |
151-03 |
| Close |
154-24 |
154-05 |
-0-19 |
-0.4% |
154-00 |
| Range |
1-00 |
1-06 |
0-06 |
18.8% |
3-07 |
| ATR |
1-09 |
1-09 |
0-00 |
-0.5% |
0-00 |
| Volume |
208,437 |
224,137 |
15,700 |
7.5% |
956,908 |
|
| Daily Pivots for day following 20-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-28 |
157-06 |
154-26 |
|
| R3 |
156-22 |
156-00 |
154-15 |
|
| R2 |
155-16 |
155-16 |
154-12 |
|
| R1 |
154-26 |
154-26 |
154-08 |
154-18 |
| PP |
154-10 |
154-10 |
154-10 |
154-06 |
| S1 |
153-20 |
153-20 |
154-02 |
153-12 |
| S2 |
153-04 |
153-04 |
153-30 |
|
| S3 |
151-30 |
152-14 |
153-27 |
|
| S4 |
150-24 |
151-08 |
153-16 |
|
|
| 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 |
153-10 |
2-06 |
1.4% |
1-09 |
0.8% |
39% |
False |
False |
223,001 |
| 10 |
155-16 |
151-03 |
4-13 |
2.9% |
1-09 |
0.8% |
70% |
False |
False |
239,827 |
| 20 |
155-16 |
150-03 |
5-13 |
3.5% |
1-07 |
0.8% |
75% |
False |
False |
240,103 |
| 40 |
155-16 |
145-26 |
9-22 |
6.3% |
1-07 |
0.8% |
86% |
False |
False |
254,826 |
| 60 |
155-16 |
145-26 |
9-22 |
6.3% |
1-07 |
0.8% |
86% |
False |
False |
174,653 |
| 80 |
155-16 |
145-26 |
9-22 |
6.3% |
1-06 |
0.8% |
86% |
False |
False |
131,010 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
160-01 |
|
2.618 |
158-02 |
|
1.618 |
156-28 |
|
1.000 |
156-05 |
|
0.618 |
155-22 |
|
HIGH |
154-31 |
|
0.618 |
154-16 |
|
0.500 |
154-12 |
|
0.382 |
154-08 |
|
LOW |
153-25 |
|
0.618 |
153-02 |
|
1.000 |
152-19 |
|
1.618 |
151-28 |
|
2.618 |
150-22 |
|
4.250 |
148-24 |
|
|
| Fisher Pivots for day following 20-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
154-12 |
154-16 |
| PP |
154-10 |
154-12 |
| S1 |
154-07 |
154-09 |
|