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

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-06
Narrowest range in 2 trading days

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

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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