ECBOT 30 Year Treasury Bond Future June 2017
| Trading Metrics calculated at close of trading on 06-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2017 |
06-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
156-09 |
155-22 |
-0-19 |
-0.4% |
153-28 |
| High |
156-13 |
156-21 |
0-08 |
0.2% |
156-17 |
| Low |
155-19 |
155-21 |
0-02 |
0.0% |
153-23 |
| Close |
155-21 |
156-09 |
0-20 |
0.4% |
156-05 |
| Range |
0-26 |
1-00 |
0-06 |
23.1% |
2-26 |
| ATR |
1-01 |
1-01 |
0-00 |
-0.2% |
0-00 |
| Volume |
7,818 |
17,819 |
10,001 |
127.9% |
463,211 |
|
| Daily Pivots for day following 06-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-06 |
158-24 |
156-27 |
|
| R3 |
158-06 |
157-24 |
156-18 |
|
| R2 |
157-06 |
157-06 |
156-15 |
|
| R1 |
156-24 |
156-24 |
156-12 |
156-31 |
| PP |
156-06 |
156-06 |
156-06 |
156-10 |
| S1 |
155-24 |
155-24 |
156-06 |
155-31 |
| S2 |
155-06 |
155-06 |
156-03 |
|
| S3 |
154-06 |
154-24 |
156-00 |
|
| S4 |
153-06 |
153-24 |
155-23 |
|
|
| 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 |
156-21 |
154-11 |
2-10 |
1.5% |
0-31 |
0.6% |
84% |
True |
False |
28,080 |
| 10 |
156-21 |
153-03 |
3-18 |
2.3% |
0-29 |
0.6% |
89% |
True |
False |
208,278 |
| 20 |
156-21 |
150-07 |
6-14 |
4.1% |
0-30 |
0.6% |
94% |
True |
False |
238,614 |
| 40 |
156-21 |
150-07 |
6-14 |
4.1% |
1-02 |
0.7% |
94% |
True |
False |
238,654 |
| 60 |
156-21 |
145-26 |
10-27 |
6.9% |
1-04 |
0.7% |
97% |
True |
False |
240,437 |
| 80 |
156-21 |
145-26 |
10-27 |
6.9% |
1-04 |
0.7% |
97% |
True |
False |
227,287 |
| 100 |
156-21 |
145-26 |
10-27 |
6.9% |
1-06 |
0.8% |
97% |
True |
False |
181,926 |
| 120 |
156-21 |
145-26 |
10-27 |
6.9% |
1-02 |
0.7% |
97% |
True |
False |
151,606 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
160-29 |
|
2.618 |
159-09 |
|
1.618 |
158-09 |
|
1.000 |
157-21 |
|
0.618 |
157-09 |
|
HIGH |
156-21 |
|
0.618 |
156-09 |
|
0.500 |
156-05 |
|
0.382 |
156-01 |
|
LOW |
155-21 |
|
0.618 |
155-01 |
|
1.000 |
154-21 |
|
1.618 |
154-01 |
|
2.618 |
153-01 |
|
4.250 |
151-13 |
|
|
| Fisher Pivots for day following 06-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
156-08 |
156-03 |
| PP |
156-06 |
155-29 |
| S1 |
156-05 |
155-23 |
|