ECBOT 30 Year Treasury Bond Future June 2017
| Trading Metrics calculated at close of trading on 28-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2017 |
28-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
152-26 |
152-23 |
-0-03 |
-0.1% |
153-02 |
| High |
153-01 |
153-02 |
0-01 |
0.0% |
153-22 |
| Low |
152-07 |
151-28 |
-0-11 |
-0.2% |
151-28 |
| Close |
152-23 |
152-31 |
0-08 |
0.2% |
152-31 |
| Range |
0-26 |
1-06 |
0-12 |
46.2% |
1-26 |
| ATR |
1-07 |
1-07 |
0-00 |
-0.2% |
0-00 |
| Volume |
224,535 |
278,693 |
54,158 |
24.1% |
1,207,154 |
|
| Daily Pivots for day following 28-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-06 |
155-25 |
153-20 |
|
| R3 |
155-00 |
154-19 |
153-09 |
|
| R2 |
153-26 |
153-26 |
153-06 |
|
| R1 |
153-13 |
153-13 |
153-02 |
153-20 |
| PP |
152-20 |
152-20 |
152-20 |
152-24 |
| S1 |
152-07 |
152-07 |
152-28 |
152-14 |
| S2 |
151-14 |
151-14 |
152-24 |
|
| S3 |
150-08 |
151-01 |
152-21 |
|
| S4 |
149-02 |
149-27 |
152-10 |
|
|
| Weekly Pivots for week ending 28-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-09 |
157-14 |
153-31 |
|
| R3 |
156-15 |
155-20 |
153-15 |
|
| R2 |
154-21 |
154-21 |
153-10 |
|
| R1 |
153-26 |
153-26 |
153-04 |
153-11 |
| PP |
152-27 |
152-27 |
152-27 |
152-19 |
| S1 |
152-00 |
152-00 |
152-26 |
151-17 |
| S2 |
151-01 |
151-01 |
152-20 |
|
| S3 |
149-07 |
150-06 |
152-15 |
|
| S4 |
147-13 |
148-12 |
151-31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
153-22 |
151-28 |
1-26 |
1.2% |
1-04 |
0.7% |
60% |
False |
True |
241,430 |
| 10 |
155-16 |
151-28 |
3-20 |
2.4% |
1-06 |
0.8% |
30% |
False |
True |
227,172 |
| 20 |
155-16 |
150-05 |
5-11 |
3.5% |
1-06 |
0.8% |
53% |
False |
False |
243,732 |
| 40 |
155-16 |
145-26 |
9-22 |
6.3% |
1-06 |
0.8% |
74% |
False |
False |
243,767 |
| 60 |
155-16 |
145-26 |
9-22 |
6.3% |
1-07 |
0.8% |
74% |
False |
False |
197,843 |
| 80 |
155-16 |
145-26 |
9-22 |
6.3% |
1-08 |
0.8% |
74% |
False |
False |
148,440 |
| 100 |
155-16 |
145-26 |
9-22 |
6.3% |
1-01 |
0.7% |
74% |
False |
False |
118,752 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158-04 |
|
2.618 |
156-05 |
|
1.618 |
154-31 |
|
1.000 |
154-08 |
|
0.618 |
153-25 |
|
HIGH |
153-02 |
|
0.618 |
152-19 |
|
0.500 |
152-15 |
|
0.382 |
152-11 |
|
LOW |
151-28 |
|
0.618 |
151-05 |
|
1.000 |
150-22 |
|
1.618 |
149-31 |
|
2.618 |
148-25 |
|
4.250 |
146-26 |
|
|
| Fisher Pivots for day following 28-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
152-26 |
152-26 |
| PP |
152-20 |
152-20 |
| S1 |
152-15 |
152-15 |
|