ECBOT 30 Year Treasury Bond Future June 2017
| Trading Metrics calculated at close of trading on 05-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2017 |
05-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
154-29 |
156-09 |
1-12 |
0.9% |
153-28 |
| High |
156-17 |
156-13 |
-0-04 |
-0.1% |
156-17 |
| Low |
154-25 |
155-19 |
0-26 |
0.5% |
153-23 |
| Close |
156-05 |
155-21 |
-0-16 |
-0.3% |
156-05 |
| Range |
1-24 |
0-26 |
-0-30 |
-53.6% |
2-26 |
| ATR |
1-01 |
1-01 |
-0-01 |
-1.6% |
0-00 |
| Volume |
23,986 |
7,818 |
-16,168 |
-67.4% |
463,211 |
|
| Daily Pivots for day following 05-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-10 |
157-26 |
156-03 |
|
| R3 |
157-16 |
157-00 |
155-28 |
|
| R2 |
156-22 |
156-22 |
155-26 |
|
| R1 |
156-06 |
156-06 |
155-23 |
156-01 |
| PP |
155-28 |
155-28 |
155-28 |
155-26 |
| S1 |
155-12 |
155-12 |
155-19 |
155-07 |
| S2 |
155-02 |
155-02 |
155-16 |
|
| S3 |
154-08 |
154-18 |
155-14 |
|
| S4 |
153-14 |
153-24 |
155-07 |
|
|
| 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% |
1-00 |
0.6% |
69% |
False |
False |
94,205 |
| 10 |
156-17 |
153-03 |
3-14 |
2.2% |
0-27 |
0.5% |
75% |
False |
False |
227,791 |
| 20 |
156-17 |
150-07 |
6-10 |
4.1% |
0-31 |
0.6% |
86% |
False |
False |
249,855 |
| 40 |
156-17 |
150-07 |
6-10 |
4.1% |
1-03 |
0.7% |
86% |
False |
False |
247,189 |
| 60 |
156-17 |
145-26 |
10-23 |
6.9% |
1-04 |
0.7% |
92% |
False |
False |
246,003 |
| 80 |
156-17 |
145-26 |
10-23 |
6.9% |
1-05 |
0.7% |
92% |
False |
False |
227,084 |
| 100 |
156-17 |
145-26 |
10-23 |
6.9% |
1-06 |
0.8% |
92% |
False |
False |
181,748 |
| 120 |
156-17 |
145-26 |
10-23 |
6.9% |
1-02 |
0.7% |
92% |
False |
False |
151,458 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
159-28 |
|
2.618 |
158-17 |
|
1.618 |
157-23 |
|
1.000 |
157-07 |
|
0.618 |
156-29 |
|
HIGH |
156-13 |
|
0.618 |
156-03 |
|
0.500 |
156-00 |
|
0.382 |
155-29 |
|
LOW |
155-19 |
|
0.618 |
155-03 |
|
1.000 |
154-25 |
|
1.618 |
154-09 |
|
2.618 |
153-15 |
|
4.250 |
152-05 |
|
|
| Fisher Pivots for day following 05-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
156-00 |
155-19 |
| PP |
155-28 |
155-17 |
| S1 |
155-25 |
155-16 |
|