ECBOT 30 Year Treasury Bond Future June 2017
| Trading Metrics calculated at close of trading on 26-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2017 |
26-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
153-13 |
152-07 |
-1-06 |
-0.8% |
154-06 |
| High |
153-17 |
152-28 |
-0-21 |
-0.4% |
155-16 |
| Low |
152-00 |
151-30 |
-0-02 |
0.0% |
153-10 |
| Close |
152-13 |
152-21 |
0-08 |
0.2% |
154-05 |
| Range |
1-17 |
0-30 |
-0-19 |
-38.8% |
2-06 |
| ATR |
1-09 |
1-08 |
-0-01 |
-1.9% |
0-00 |
| Volume |
193,259 |
260,869 |
67,610 |
35.0% |
1,064,567 |
|
| Daily Pivots for day following 26-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-10 |
154-29 |
153-06 |
|
| R3 |
154-12 |
153-31 |
152-29 |
|
| R2 |
153-14 |
153-14 |
152-27 |
|
| R1 |
153-01 |
153-01 |
152-24 |
153-08 |
| PP |
152-16 |
152-16 |
152-16 |
152-19 |
| S1 |
152-03 |
152-03 |
152-18 |
152-10 |
| S2 |
151-18 |
151-18 |
152-16 |
|
| S3 |
150-20 |
151-05 |
152-13 |
|
| S4 |
149-22 |
150-07 |
152-05 |
|
|
| 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 |
154-31 |
151-30 |
3-01 |
2.0% |
1-04 |
0.7% |
24% |
False |
True |
223,058 |
| 10 |
155-16 |
151-30 |
3-18 |
2.3% |
1-06 |
0.8% |
20% |
False |
True |
227,241 |
| 20 |
155-16 |
150-05 |
5-11 |
3.5% |
1-07 |
0.8% |
47% |
False |
False |
239,207 |
| 40 |
155-16 |
145-26 |
9-22 |
6.3% |
1-07 |
0.8% |
71% |
False |
False |
246,679 |
| 60 |
155-16 |
145-26 |
9-22 |
6.3% |
1-07 |
0.8% |
71% |
False |
False |
189,474 |
| 80 |
155-16 |
145-26 |
9-22 |
6.3% |
1-08 |
0.8% |
71% |
False |
False |
142,150 |
| 100 |
155-16 |
145-26 |
9-22 |
6.3% |
1-00 |
0.7% |
71% |
False |
False |
113,720 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
156-28 |
|
2.618 |
155-11 |
|
1.618 |
154-13 |
|
1.000 |
153-26 |
|
0.618 |
153-15 |
|
HIGH |
152-28 |
|
0.618 |
152-17 |
|
0.500 |
152-13 |
|
0.382 |
152-09 |
|
LOW |
151-30 |
|
0.618 |
151-11 |
|
1.000 |
151-00 |
|
1.618 |
150-13 |
|
2.618 |
149-15 |
|
4.250 |
147-30 |
|
|
| Fisher Pivots for day following 26-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
152-18 |
152-26 |
| PP |
152-16 |
152-24 |
| S1 |
152-13 |
152-23 |
|