ECBOT 30 Year Treasury Bond Future June 2017
| Trading Metrics calculated at close of trading on 24-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2017 |
24-May-2017 |
Change |
Change % |
Previous Week |
| Open |
153-25 |
153-08 |
-0-17 |
-0.3% |
151-16 |
| High |
154-12 |
153-31 |
-0-13 |
-0.3% |
154-13 |
| Low |
153-05 |
153-03 |
-0-02 |
0.0% |
150-30 |
| Close |
153-09 |
153-17 |
0-08 |
0.2% |
153-27 |
| Range |
1-07 |
0-28 |
-0-11 |
-28.2% |
3-15 |
| ATR |
1-04 |
1-03 |
-0-01 |
-1.5% |
0-00 |
| Volume |
431,525 |
418,246 |
-13,279 |
-3.1% |
1,500,787 |
|
| Daily Pivots for day following 24-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-05 |
155-23 |
154-00 |
|
| R3 |
155-09 |
154-27 |
153-25 |
|
| R2 |
154-13 |
154-13 |
153-22 |
|
| R1 |
153-31 |
153-31 |
153-20 |
154-06 |
| PP |
153-17 |
153-17 |
153-17 |
153-21 |
| S1 |
153-03 |
153-03 |
153-14 |
153-10 |
| S2 |
152-21 |
152-21 |
153-12 |
|
| S3 |
151-25 |
152-07 |
153-09 |
|
| S4 |
150-29 |
151-11 |
153-02 |
|
|
| Weekly Pivots for week ending 19-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163-15 |
162-04 |
155-24 |
|
| R3 |
160-00 |
158-21 |
154-26 |
|
| R2 |
156-17 |
156-17 |
154-15 |
|
| R1 |
155-06 |
155-06 |
154-05 |
155-28 |
| PP |
153-02 |
153-02 |
153-02 |
153-13 |
| S1 |
151-23 |
151-23 |
153-17 |
152-13 |
| S2 |
149-19 |
149-19 |
153-07 |
|
| S3 |
146-04 |
148-08 |
152-28 |
|
| S4 |
142-21 |
144-25 |
151-30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
154-13 |
153-03 |
1-10 |
0.9% |
0-29 |
0.6% |
33% |
False |
True |
347,832 |
| 10 |
154-13 |
150-07 |
4-06 |
2.7% |
1-01 |
0.7% |
79% |
False |
False |
309,075 |
| 20 |
154-13 |
150-07 |
4-06 |
2.7% |
1-02 |
0.7% |
79% |
False |
False |
279,387 |
| 40 |
155-16 |
150-05 |
5-11 |
3.5% |
1-04 |
0.7% |
63% |
False |
False |
259,297 |
| 60 |
155-16 |
145-26 |
9-22 |
6.3% |
1-05 |
0.8% |
80% |
False |
False |
257,582 |
| 80 |
155-16 |
145-26 |
9-22 |
6.3% |
1-06 |
0.8% |
80% |
False |
False |
211,952 |
| 100 |
155-16 |
145-26 |
9-22 |
6.3% |
1-07 |
0.8% |
80% |
False |
False |
169,597 |
| 120 |
155-16 |
145-26 |
9-22 |
6.3% |
1-00 |
0.7% |
80% |
False |
False |
141,331 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
157-22 |
|
2.618 |
156-08 |
|
1.618 |
155-12 |
|
1.000 |
154-27 |
|
0.618 |
154-16 |
|
HIGH |
153-31 |
|
0.618 |
153-20 |
|
0.500 |
153-17 |
|
0.382 |
153-14 |
|
LOW |
153-03 |
|
0.618 |
152-18 |
|
1.000 |
152-07 |
|
1.618 |
151-22 |
|
2.618 |
150-26 |
|
4.250 |
149-12 |
|
|
| Fisher Pivots for day following 24-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
153-17 |
153-24 |
| PP |
153-17 |
153-21 |
| S1 |
153-17 |
153-19 |
|