ECBOT 30 Year Treasury Bond Future June 2017
| Trading Metrics calculated at close of trading on 24-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2017 |
24-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
154-09 |
153-02 |
-1-07 |
-0.8% |
154-06 |
| High |
154-24 |
153-22 |
-1-02 |
-0.7% |
155-16 |
| Low |
153-30 |
152-18 |
-1-12 |
-0.9% |
153-10 |
| Close |
154-05 |
153-14 |
-0-23 |
-0.5% |
154-05 |
| Range |
0-26 |
1-04 |
0-10 |
38.5% |
2-06 |
| ATR |
1-08 |
1-08 |
0-01 |
2.1% |
0-00 |
| Volume |
187,229 |
249,798 |
62,569 |
33.4% |
1,064,567 |
|
| Daily Pivots for day following 24-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-19 |
156-05 |
154-02 |
|
| R3 |
155-15 |
155-01 |
153-24 |
|
| R2 |
154-11 |
154-11 |
153-21 |
|
| R1 |
153-29 |
153-29 |
153-17 |
154-04 |
| PP |
153-07 |
153-07 |
153-07 |
153-11 |
| S1 |
152-25 |
152-25 |
153-11 |
153-00 |
| S2 |
152-03 |
152-03 |
153-07 |
|
| S3 |
150-31 |
151-21 |
153-04 |
|
| S4 |
149-27 |
150-17 |
152-26 |
|
|
| Weekly Pivots for week ending 21-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-28 |
159-23 |
155-12 |
|
| R3 |
158-22 |
157-17 |
154-24 |
|
| R2 |
156-16 |
156-16 |
154-18 |
|
| R1 |
155-11 |
155-11 |
154-11 |
154-27 |
| PP |
154-10 |
154-10 |
154-10 |
154-02 |
| S1 |
153-05 |
153-05 |
153-31 |
152-21 |
| S2 |
152-04 |
152-04 |
153-24 |
|
| S3 |
149-30 |
150-31 |
153-18 |
|
| S4 |
147-24 |
148-25 |
152-31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
155-16 |
152-18 |
2-30 |
1.9% |
1-07 |
0.8% |
30% |
False |
True |
234,467 |
| 10 |
155-16 |
151-03 |
4-13 |
2.9% |
1-06 |
0.8% |
53% |
False |
False |
227,127 |
| 20 |
155-16 |
150-05 |
5-11 |
3.5% |
1-07 |
0.8% |
61% |
False |
False |
238,915 |
| 40 |
155-16 |
145-26 |
9-22 |
6.3% |
1-06 |
0.8% |
79% |
False |
False |
250,606 |
| 60 |
155-16 |
145-26 |
9-22 |
6.3% |
1-07 |
0.8% |
79% |
False |
False |
181,923 |
| 80 |
155-16 |
145-26 |
9-22 |
6.3% |
1-07 |
0.8% |
79% |
False |
False |
136,473 |
| 100 |
155-16 |
145-26 |
9-22 |
6.3% |
1-00 |
0.6% |
79% |
False |
False |
109,178 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158-15 |
|
2.618 |
156-20 |
|
1.618 |
155-16 |
|
1.000 |
154-26 |
|
0.618 |
154-12 |
|
HIGH |
153-22 |
|
0.618 |
153-08 |
|
0.500 |
153-04 |
|
0.382 |
153-00 |
|
LOW |
152-18 |
|
0.618 |
151-28 |
|
1.000 |
151-14 |
|
1.618 |
150-24 |
|
2.618 |
149-20 |
|
4.250 |
147-25 |
|
|
| Fisher Pivots for day following 24-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
153-11 |
153-25 |
| PP |
153-07 |
153-21 |
| S1 |
153-04 |
153-18 |
|