ECBOT 30 Year Treasury Bond Future June 2017
| Trading Metrics calculated at close of trading on 18-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2017 |
18-May-2017 |
Change |
Change % |
Previous Week |
| Open |
151-20 |
153-22 |
2-02 |
1.4% |
151-18 |
| High |
153-28 |
154-13 |
0-17 |
0.3% |
152-13 |
| Low |
151-20 |
153-06 |
1-18 |
1.0% |
150-07 |
| Close |
153-25 |
153-26 |
0-01 |
0.0% |
151-14 |
| Range |
2-08 |
1-07 |
-1-01 |
-45.8% |
2-06 |
| ATR |
1-06 |
1-06 |
0-00 |
0.2% |
0-00 |
| Volume |
423,076 |
430,721 |
7,645 |
1.8% |
1,218,418 |
|
| Daily Pivots for day following 18-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-15 |
156-27 |
154-15 |
|
| R3 |
156-08 |
155-20 |
154-05 |
|
| R2 |
155-01 |
155-01 |
154-01 |
|
| R1 |
154-13 |
154-13 |
153-30 |
154-23 |
| PP |
153-26 |
153-26 |
153-26 |
153-31 |
| S1 |
153-06 |
153-06 |
153-22 |
153-16 |
| S2 |
152-19 |
152-19 |
153-19 |
|
| S3 |
151-12 |
151-31 |
153-15 |
|
| S4 |
150-05 |
150-24 |
153-05 |
|
|
| 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 |
154-13 |
150-23 |
3-22 |
2.4% |
1-09 |
0.8% |
84% |
True |
False |
300,678 |
| 10 |
154-13 |
150-07 |
4-06 |
2.7% |
1-03 |
0.7% |
86% |
True |
False |
270,939 |
| 20 |
154-24 |
150-07 |
4-17 |
2.9% |
1-04 |
0.7% |
79% |
False |
False |
258,523 |
| 40 |
155-16 |
150-03 |
5-13 |
3.5% |
1-05 |
0.8% |
69% |
False |
False |
249,313 |
| 60 |
155-16 |
145-26 |
9-22 |
6.3% |
1-06 |
0.8% |
83% |
False |
False |
256,058 |
| 80 |
155-16 |
145-26 |
9-22 |
6.3% |
1-06 |
0.8% |
83% |
False |
False |
195,621 |
| 100 |
155-16 |
145-26 |
9-22 |
6.3% |
1-06 |
0.8% |
83% |
False |
False |
156,513 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
159-19 |
|
2.618 |
157-19 |
|
1.618 |
156-12 |
|
1.000 |
155-20 |
|
0.618 |
155-05 |
|
HIGH |
154-13 |
|
0.618 |
153-30 |
|
0.500 |
153-26 |
|
0.382 |
153-21 |
|
LOW |
153-06 |
|
0.618 |
152-14 |
|
1.000 |
151-31 |
|
1.618 |
151-07 |
|
2.618 |
150-00 |
|
4.250 |
148-00 |
|
|
| Fisher Pivots for day following 18-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
153-26 |
153-14 |
| PP |
153-26 |
153-02 |
| S1 |
153-26 |
152-22 |
|