ECBOT 30 Year Treasury Bond Future June 2017
| Trading Metrics calculated at close of trading on 30-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2017 |
30-May-2017 |
Change |
Change % |
Previous Week |
| Open |
153-26 |
153-28 |
0-02 |
0.0% |
153-30 |
| High |
154-09 |
154-25 |
0-16 |
0.3% |
154-12 |
| Low |
153-25 |
153-23 |
-0-02 |
0.0% |
153-03 |
| Close |
153-29 |
154-19 |
0-22 |
0.4% |
153-29 |
| Range |
0-16 |
1-02 |
0-18 |
112.5% |
1-09 |
| ATR |
1-01 |
1-01 |
0-00 |
0.3% |
0-00 |
| Volume |
320,062 |
348,447 |
28,385 |
8.9% |
1,806,881 |
|
| Daily Pivots for day following 30-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-18 |
157-04 |
155-06 |
|
| R3 |
156-16 |
156-02 |
154-28 |
|
| R2 |
155-14 |
155-14 |
154-25 |
|
| R1 |
155-00 |
155-00 |
154-22 |
155-07 |
| PP |
154-12 |
154-12 |
154-12 |
154-15 |
| S1 |
153-30 |
153-30 |
154-16 |
154-05 |
| S2 |
153-10 |
153-10 |
154-13 |
|
| S3 |
152-08 |
152-28 |
154-10 |
|
| S4 |
151-06 |
151-26 |
154-00 |
|
|
| 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 |
154-25 |
153-03 |
1-22 |
1.1% |
0-27 |
0.5% |
89% |
True |
False |
388,475 |
| 10 |
154-25 |
150-30 |
3-27 |
2.5% |
1-00 |
0.6% |
95% |
True |
False |
349,281 |
| 20 |
154-25 |
150-07 |
4-18 |
3.0% |
1-00 |
0.6% |
96% |
True |
False |
298,344 |
| 40 |
155-16 |
150-07 |
5-09 |
3.4% |
1-04 |
0.7% |
83% |
False |
False |
269,714 |
| 60 |
155-16 |
145-26 |
9-22 |
6.3% |
1-04 |
0.7% |
91% |
False |
False |
260,857 |
| 80 |
155-16 |
145-26 |
9-22 |
6.3% |
1-05 |
0.8% |
91% |
False |
False |
225,588 |
| 100 |
155-16 |
145-26 |
9-22 |
6.3% |
1-07 |
0.8% |
91% |
False |
False |
180,523 |
| 120 |
155-16 |
145-26 |
9-22 |
6.3% |
1-01 |
0.7% |
91% |
False |
False |
150,436 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
159-10 |
|
2.618 |
157-18 |
|
1.618 |
156-16 |
|
1.000 |
155-27 |
|
0.618 |
155-14 |
|
HIGH |
154-25 |
|
0.618 |
154-12 |
|
0.500 |
154-08 |
|
0.382 |
154-04 |
|
LOW |
153-23 |
|
0.618 |
153-02 |
|
1.000 |
152-21 |
|
1.618 |
152-00 |
|
2.618 |
150-30 |
|
4.250 |
149-07 |
|
|
| Fisher Pivots for day following 30-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
154-15 |
154-14 |
| PP |
154-12 |
154-09 |
| S1 |
154-08 |
154-04 |
|