ECBOT 30 Year Treasury Bond Future June 2017
| Trading Metrics calculated at close of trading on 26-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2017 |
26-May-2017 |
Change |
Change % |
Previous Week |
| Open |
153-24 |
153-26 |
0-02 |
0.0% |
153-30 |
| High |
154-02 |
154-09 |
0-07 |
0.1% |
154-12 |
| Low |
153-15 |
153-25 |
0-10 |
0.2% |
153-03 |
| Close |
153-27 |
153-29 |
0-02 |
0.0% |
153-29 |
| Range |
0-19 |
0-16 |
-0-03 |
-15.8% |
1-09 |
| ATR |
1-02 |
1-01 |
-0-01 |
-3.8% |
0-00 |
| Volume |
424,099 |
320,062 |
-104,037 |
-24.5% |
1,806,881 |
|
| Daily Pivots for day following 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-16 |
155-06 |
154-06 |
|
| R3 |
155-00 |
154-22 |
154-01 |
|
| R2 |
154-16 |
154-16 |
154-00 |
|
| R1 |
154-06 |
154-06 |
153-30 |
154-11 |
| PP |
154-00 |
154-00 |
154-00 |
154-02 |
| S1 |
153-22 |
153-22 |
153-28 |
153-27 |
| S2 |
153-16 |
153-16 |
153-26 |
|
| S3 |
153-00 |
153-06 |
153-25 |
|
| S4 |
152-16 |
152-22 |
153-20 |
|
|
| Weekly Pivots for week ending 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-20 |
157-02 |
154-20 |
|
| R3 |
156-11 |
155-25 |
154-08 |
|
| R2 |
155-02 |
155-02 |
154-05 |
|
| R1 |
154-16 |
154-16 |
154-01 |
154-05 |
| PP |
153-25 |
153-25 |
153-25 |
153-20 |
| S1 |
153-07 |
153-07 |
153-25 |
152-28 |
| S2 |
152-16 |
152-16 |
153-21 |
|
| S3 |
151-07 |
151-30 |
153-18 |
|
| S4 |
149-30 |
150-21 |
153-06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
154-12 |
153-03 |
1-09 |
0.8% |
0-23 |
0.5% |
63% |
False |
False |
361,376 |
| 10 |
154-13 |
150-30 |
3-15 |
2.3% |
0-31 |
0.6% |
86% |
False |
False |
330,766 |
| 20 |
154-13 |
150-07 |
4-06 |
2.7% |
1-00 |
0.7% |
88% |
False |
False |
291,434 |
| 40 |
155-16 |
150-05 |
5-11 |
3.5% |
1-03 |
0.7% |
70% |
False |
False |
267,583 |
| 60 |
155-16 |
145-26 |
9-22 |
6.3% |
1-04 |
0.7% |
84% |
False |
False |
259,656 |
| 80 |
155-16 |
145-26 |
9-22 |
6.3% |
1-05 |
0.8% |
84% |
False |
False |
221,240 |
| 100 |
155-16 |
145-26 |
9-22 |
6.3% |
1-06 |
0.8% |
84% |
False |
False |
177,039 |
| 120 |
155-16 |
145-26 |
9-22 |
6.3% |
1-01 |
0.7% |
84% |
False |
False |
147,532 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
156-13 |
|
2.618 |
155-19 |
|
1.618 |
155-03 |
|
1.000 |
154-25 |
|
0.618 |
154-19 |
|
HIGH |
154-09 |
|
0.618 |
154-03 |
|
0.500 |
154-01 |
|
0.382 |
153-31 |
|
LOW |
153-25 |
|
0.618 |
153-15 |
|
1.000 |
153-09 |
|
1.618 |
152-31 |
|
2.618 |
152-15 |
|
4.250 |
151-21 |
|
|
| Fisher Pivots for day following 26-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
154-01 |
153-27 |
| PP |
154-00 |
153-24 |
| S1 |
153-30 |
153-22 |
|