ECBOT 30 Year Treasury Bond Future June 2017
Trading Metrics calculated at close of trading on 17-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2017 |
17-May-2017 |
Change |
Change % |
Previous Week |
Open |
151-10 |
151-20 |
0-10 |
0.2% |
151-18 |
High |
152-03 |
153-28 |
1-25 |
1.2% |
152-13 |
Low |
150-30 |
151-20 |
0-22 |
0.5% |
150-07 |
Close |
151-19 |
153-25 |
2-06 |
1.4% |
151-14 |
Range |
1-05 |
2-08 |
1-03 |
94.6% |
2-06 |
ATR |
1-03 |
1-06 |
0-03 |
7.6% |
0-00 |
Volume |
237,973 |
423,076 |
185,103 |
77.8% |
1,218,418 |
|
Daily Pivots for day following 17-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
159-27 |
159-02 |
155-01 |
|
R3 |
157-19 |
156-26 |
154-13 |
|
R2 |
155-11 |
155-11 |
154-06 |
|
R1 |
154-18 |
154-18 |
154-00 |
154-31 |
PP |
153-03 |
153-03 |
153-03 |
153-09 |
S1 |
152-10 |
152-10 |
153-18 |
152-23 |
S2 |
150-27 |
150-27 |
153-12 |
|
S3 |
148-19 |
150-02 |
153-05 |
|
S4 |
146-11 |
147-26 |
152-17 |
|
|
Weekly Pivots for week ending 12-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
157-29 |
156-28 |
152-20 |
|
R3 |
155-23 |
154-22 |
152-01 |
|
R2 |
153-17 |
153-17 |
151-27 |
|
R1 |
152-16 |
152-16 |
151-20 |
151-30 |
PP |
151-11 |
151-11 |
151-11 |
151-02 |
S1 |
150-10 |
150-10 |
151-08 |
149-24 |
S2 |
149-05 |
149-05 |
151-01 |
|
S3 |
146-31 |
148-04 |
150-27 |
|
S4 |
144-25 |
145-30 |
150-08 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
153-28 |
150-07 |
3-21 |
2.4% |
1-05 |
0.8% |
97% |
True |
False |
270,319 |
10 |
153-28 |
150-07 |
3-21 |
2.4% |
1-03 |
0.7% |
97% |
True |
False |
258,007 |
20 |
154-31 |
150-07 |
4-24 |
3.1% |
1-04 |
0.7% |
75% |
False |
False |
248,194 |
40 |
155-16 |
150-03 |
5-13 |
3.5% |
1-05 |
0.8% |
68% |
False |
False |
246,400 |
60 |
155-16 |
145-26 |
9-22 |
6.3% |
1-06 |
0.8% |
82% |
False |
False |
252,146 |
80 |
155-16 |
145-26 |
9-22 |
6.3% |
1-06 |
0.8% |
82% |
False |
False |
190,238 |
100 |
155-16 |
145-26 |
9-22 |
6.3% |
1-05 |
0.8% |
82% |
False |
False |
152,206 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163-14 |
2.618 |
159-24 |
1.618 |
157-16 |
1.000 |
156-04 |
0.618 |
155-08 |
HIGH |
153-28 |
0.618 |
153-00 |
0.500 |
152-24 |
0.382 |
152-16 |
LOW |
151-20 |
0.618 |
150-08 |
1.000 |
149-12 |
1.618 |
148-00 |
2.618 |
145-24 |
4.250 |
142-02 |
|
|
Fisher Pivots for day following 17-May-2017 |
Pivot |
1 day |
3 day |
R1 |
153-14 |
153-10 |
PP |
153-03 |
152-28 |
S1 |
152-24 |
152-13 |
|