ECBOT 30 Year Treasury Bond Future June 2017
| Trading Metrics calculated at close of trading on 04-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2017 |
04-May-2017 |
Change |
Change % |
Previous Week |
| Open |
153-00 |
152-18 |
-0-14 |
-0.3% |
153-02 |
| High |
153-07 |
152-20 |
-0-19 |
-0.4% |
153-22 |
| Low |
152-10 |
151-11 |
-0-31 |
-0.6% |
151-28 |
| Close |
152-26 |
151-23 |
-1-03 |
-0.7% |
152-31 |
| Range |
0-29 |
1-09 |
0-12 |
41.4% |
1-26 |
| ATR |
1-07 |
1-08 |
0-01 |
1.4% |
0-00 |
| Volume |
332,549 |
301,401 |
-31,148 |
-9.4% |
1,207,154 |
|
| Daily Pivots for day following 04-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-24 |
155-00 |
152-14 |
|
| R3 |
154-15 |
153-23 |
152-02 |
|
| R2 |
153-06 |
153-06 |
151-31 |
|
| R1 |
152-14 |
152-14 |
151-27 |
152-06 |
| PP |
151-29 |
151-29 |
151-29 |
151-24 |
| S1 |
151-05 |
151-05 |
151-19 |
150-29 |
| S2 |
150-20 |
150-20 |
151-15 |
|
| S3 |
149-11 |
149-28 |
151-12 |
|
| S4 |
148-02 |
148-19 |
151-00 |
|
|
| 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 |
153-07 |
151-11 |
1-28 |
1.2% |
1-08 |
0.8% |
20% |
False |
True |
269,077 |
| 10 |
154-24 |
151-11 |
3-13 |
2.2% |
1-05 |
0.8% |
11% |
False |
True |
246,107 |
| 20 |
155-16 |
151-03 |
4-13 |
2.9% |
1-07 |
0.8% |
14% |
False |
False |
242,967 |
| 40 |
155-16 |
145-26 |
9-22 |
6.4% |
1-07 |
0.8% |
61% |
False |
False |
245,426 |
| 60 |
155-16 |
145-26 |
9-22 |
6.4% |
1-07 |
0.8% |
61% |
False |
False |
215,578 |
| 80 |
155-16 |
145-26 |
9-22 |
6.4% |
1-08 |
0.8% |
61% |
False |
False |
161,773 |
| 100 |
155-16 |
145-26 |
9-22 |
6.4% |
1-02 |
0.7% |
61% |
False |
False |
129,419 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158-02 |
|
2.618 |
155-31 |
|
1.618 |
154-22 |
|
1.000 |
153-29 |
|
0.618 |
153-13 |
|
HIGH |
152-20 |
|
0.618 |
152-04 |
|
0.500 |
152-00 |
|
0.382 |
151-27 |
|
LOW |
151-11 |
|
0.618 |
150-18 |
|
1.000 |
150-02 |
|
1.618 |
149-09 |
|
2.618 |
148-00 |
|
4.250 |
145-29 |
|
|
| Fisher Pivots for day following 04-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
152-00 |
152-09 |
| PP |
151-29 |
152-03 |
| S1 |
151-26 |
151-29 |
|