ECBOT 30 Year Treasury Bond Future June 2017
| Trading Metrics calculated at close of trading on 10-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2017 |
10-May-2017 |
Change |
Change % |
Previous Week |
| Open |
151-04 |
150-27 |
-0-09 |
-0.2% |
152-31 |
| High |
151-09 |
151-14 |
0-05 |
0.1% |
153-07 |
| Low |
150-19 |
150-13 |
-0-06 |
-0.1% |
151-11 |
| Close |
150-24 |
150-17 |
-0-07 |
-0.1% |
151-26 |
| Range |
0-22 |
1-01 |
0-11 |
50.0% |
1-28 |
| ATR |
1-06 |
1-06 |
0-00 |
-0.9% |
0-00 |
| Volume |
191,744 |
256,781 |
65,037 |
33.9% |
1,302,602 |
|
| Daily Pivots for day following 10-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-28 |
153-08 |
151-03 |
|
| R3 |
152-27 |
152-07 |
150-26 |
|
| R2 |
151-26 |
151-26 |
150-23 |
|
| R1 |
151-06 |
151-06 |
150-20 |
151-00 |
| PP |
150-25 |
150-25 |
150-25 |
150-22 |
| S1 |
150-05 |
150-05 |
150-14 |
149-31 |
| S2 |
149-24 |
149-24 |
150-11 |
|
| S3 |
148-23 |
149-04 |
150-08 |
|
| S4 |
147-22 |
148-03 |
149-31 |
|
|
| Weekly Pivots for week ending 05-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-24 |
156-21 |
152-27 |
|
| R3 |
155-28 |
154-25 |
152-10 |
|
| R2 |
154-00 |
154-00 |
152-05 |
|
| R1 |
152-29 |
152-29 |
152-00 |
152-17 |
| PP |
152-04 |
152-04 |
152-04 |
151-30 |
| S1 |
151-01 |
151-01 |
151-20 |
150-21 |
| S2 |
150-08 |
150-08 |
151-15 |
|
| S3 |
148-12 |
149-05 |
151-10 |
|
| S4 |
146-16 |
147-09 |
150-25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
152-20 |
150-13 |
2-07 |
1.5% |
1-01 |
0.7% |
6% |
False |
True |
245,695 |
| 10 |
153-07 |
150-13 |
2-26 |
1.9% |
1-03 |
0.7% |
4% |
False |
True |
249,699 |
| 20 |
155-16 |
150-13 |
5-03 |
3.4% |
1-05 |
0.8% |
2% |
False |
True |
238,470 |
| 40 |
155-16 |
146-23 |
8-25 |
5.8% |
1-06 |
0.8% |
43% |
False |
False |
242,546 |
| 60 |
155-16 |
145-26 |
9-22 |
6.4% |
1-06 |
0.8% |
49% |
False |
False |
230,913 |
| 80 |
155-16 |
145-26 |
9-22 |
6.4% |
1-07 |
0.8% |
49% |
False |
False |
173,352 |
| 100 |
155-16 |
145-26 |
9-22 |
6.4% |
1-04 |
0.7% |
49% |
False |
False |
138,690 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155-26 |
|
2.618 |
154-04 |
|
1.618 |
153-03 |
|
1.000 |
152-15 |
|
0.618 |
152-02 |
|
HIGH |
151-14 |
|
0.618 |
151-01 |
|
0.500 |
150-30 |
|
0.382 |
150-26 |
|
LOW |
150-13 |
|
0.618 |
149-25 |
|
1.000 |
149-12 |
|
1.618 |
148-24 |
|
2.618 |
147-23 |
|
4.250 |
146-01 |
|
|
| Fisher Pivots for day following 10-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
150-30 |
151-13 |
| PP |
150-25 |
151-04 |
| S1 |
150-21 |
150-26 |
|