ECBOT 30 Year Treasury Bond Future June 2017
| Trading Metrics calculated at close of trading on 02-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2017 |
02-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
154-31 |
154-29 |
-0-02 |
0.0% |
153-28 |
| High |
155-00 |
156-17 |
1-17 |
1.0% |
156-17 |
| Low |
154-14 |
154-25 |
0-11 |
0.2% |
153-23 |
| Close |
154-27 |
156-05 |
1-10 |
0.8% |
156-05 |
| Range |
0-18 |
1-24 |
1-06 |
211.1% |
2-26 |
| ATR |
1-00 |
1-01 |
0-02 |
5.5% |
0-00 |
| Volume |
41,141 |
23,986 |
-17,155 |
-41.7% |
463,211 |
|
| Daily Pivots for day following 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-02 |
160-12 |
157-04 |
|
| R3 |
159-10 |
158-20 |
156-20 |
|
| R2 |
157-18 |
157-18 |
156-15 |
|
| R1 |
156-28 |
156-28 |
156-10 |
157-07 |
| PP |
155-26 |
155-26 |
155-26 |
156-00 |
| S1 |
155-04 |
155-04 |
156-00 |
155-15 |
| S2 |
154-02 |
154-02 |
155-27 |
|
| S3 |
152-10 |
153-12 |
155-22 |
|
| S4 |
150-18 |
151-20 |
155-06 |
|
|
| Weekly Pivots for week ending 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163-29 |
162-27 |
157-23 |
|
| R3 |
161-03 |
160-01 |
156-30 |
|
| R2 |
158-09 |
158-09 |
156-22 |
|
| R1 |
157-07 |
157-07 |
156-13 |
157-24 |
| PP |
155-15 |
155-15 |
155-15 |
155-24 |
| S1 |
154-13 |
154-13 |
155-29 |
154-30 |
| S2 |
152-21 |
152-21 |
155-21 |
|
| S3 |
149-27 |
151-19 |
155-12 |
|
| S4 |
147-01 |
148-25 |
154-20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
156-17 |
153-23 |
2-26 |
1.8% |
0-30 |
0.6% |
87% |
True |
False |
156,654 |
| 10 |
156-17 |
153-03 |
3-14 |
2.2% |
0-27 |
0.5% |
89% |
True |
False |
251,581 |
| 20 |
156-17 |
150-07 |
6-10 |
4.0% |
0-31 |
0.6% |
94% |
True |
False |
261,260 |
| 40 |
156-17 |
150-07 |
6-10 |
4.0% |
1-03 |
0.7% |
94% |
True |
False |
252,113 |
| 60 |
156-17 |
145-26 |
10-23 |
6.9% |
1-04 |
0.7% |
97% |
True |
False |
250,704 |
| 80 |
156-17 |
145-26 |
10-23 |
6.9% |
1-05 |
0.7% |
97% |
True |
False |
226,998 |
| 100 |
156-17 |
145-26 |
10-23 |
6.9% |
1-06 |
0.8% |
97% |
True |
False |
181,670 |
| 120 |
156-17 |
145-26 |
10-23 |
6.9% |
1-02 |
0.7% |
97% |
True |
False |
151,392 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
163-31 |
|
2.618 |
161-04 |
|
1.618 |
159-12 |
|
1.000 |
158-09 |
|
0.618 |
157-20 |
|
HIGH |
156-17 |
|
0.618 |
155-28 |
|
0.500 |
155-21 |
|
0.382 |
155-14 |
|
LOW |
154-25 |
|
0.618 |
153-22 |
|
1.000 |
153-01 |
|
1.618 |
151-30 |
|
2.618 |
150-06 |
|
4.250 |
147-11 |
|
|
| Fisher Pivots for day following 02-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
156-00 |
155-29 |
| PP |
155-26 |
155-22 |
| S1 |
155-21 |
155-14 |
|