ECBOT 30 Year Treasury Bond Future June 2017
| Trading Metrics calculated at close of trading on 25-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2017 |
25-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
153-02 |
153-13 |
0-11 |
0.2% |
154-06 |
| High |
153-22 |
153-17 |
-0-05 |
-0.1% |
155-16 |
| Low |
152-18 |
152-00 |
-0-18 |
-0.4% |
153-10 |
| Close |
153-14 |
152-13 |
-1-01 |
-0.7% |
154-05 |
| Range |
1-04 |
1-17 |
0-13 |
36.1% |
2-06 |
| ATR |
1-08 |
1-09 |
0-01 |
1.5% |
0-00 |
| Volume |
249,798 |
193,259 |
-56,539 |
-22.6% |
1,064,567 |
|
| Daily Pivots for day following 25-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-08 |
156-11 |
153-08 |
|
| R3 |
155-23 |
154-26 |
152-26 |
|
| R2 |
154-06 |
154-06 |
152-22 |
|
| R1 |
153-09 |
153-09 |
152-17 |
152-31 |
| PP |
152-21 |
152-21 |
152-21 |
152-16 |
| S1 |
151-24 |
151-24 |
152-09 |
151-14 |
| S2 |
151-04 |
151-04 |
152-04 |
|
| S3 |
149-19 |
150-07 |
152-00 |
|
| S4 |
148-02 |
148-22 |
151-18 |
|
|
| 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 |
155-10 |
152-00 |
3-10 |
2.2% |
1-04 |
0.7% |
12% |
False |
True |
212,572 |
| 10 |
155-16 |
151-22 |
3-26 |
2.5% |
1-08 |
0.8% |
19% |
False |
False |
227,397 |
| 20 |
155-16 |
150-05 |
5-11 |
3.5% |
1-07 |
0.8% |
42% |
False |
False |
238,297 |
| 40 |
155-16 |
145-26 |
9-22 |
6.4% |
1-07 |
0.8% |
68% |
False |
False |
248,817 |
| 60 |
155-16 |
145-26 |
9-22 |
6.4% |
1-07 |
0.8% |
68% |
False |
False |
185,140 |
| 80 |
155-16 |
145-26 |
9-22 |
6.4% |
1-07 |
0.8% |
68% |
False |
False |
138,889 |
| 100 |
155-16 |
145-26 |
9-22 |
6.4% |
1-00 |
0.7% |
68% |
False |
False |
111,111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
160-01 |
|
2.618 |
157-17 |
|
1.618 |
156-00 |
|
1.000 |
155-02 |
|
0.618 |
154-15 |
|
HIGH |
153-17 |
|
0.618 |
152-30 |
|
0.500 |
152-25 |
|
0.382 |
152-19 |
|
LOW |
152-00 |
|
0.618 |
151-02 |
|
1.000 |
150-15 |
|
1.618 |
149-17 |
|
2.618 |
148-00 |
|
4.250 |
145-16 |
|
|
| Fisher Pivots for day following 25-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
152-25 |
153-12 |
| PP |
152-21 |
153-02 |
| S1 |
152-17 |
152-23 |
|