ECBOT 30 Year Treasury Bond Future June 2017
| Trading Metrics calculated at close of trading on 07-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2017 |
07-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
155-22 |
156-12 |
0-22 |
0.4% |
153-28 |
| High |
156-21 |
156-14 |
-0-07 |
-0.1% |
156-17 |
| Low |
155-21 |
155-23 |
0-02 |
0.0% |
153-23 |
| Close |
156-09 |
155-27 |
-0-14 |
-0.3% |
156-05 |
| Range |
1-00 |
0-23 |
-0-09 |
-28.1% |
2-26 |
| ATR |
1-01 |
1-00 |
-0-01 |
-2.1% |
0-00 |
| Volume |
17,819 |
5,842 |
-11,977 |
-67.2% |
463,211 |
|
| Daily Pivots for day following 07-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-05 |
157-23 |
156-08 |
|
| R3 |
157-14 |
157-00 |
156-01 |
|
| R2 |
156-23 |
156-23 |
155-31 |
|
| R1 |
156-09 |
156-09 |
155-29 |
156-05 |
| PP |
156-00 |
156-00 |
156-00 |
155-30 |
| S1 |
155-18 |
155-18 |
155-25 |
155-14 |
| S2 |
155-09 |
155-09 |
155-23 |
|
| S3 |
154-18 |
154-27 |
155-21 |
|
| S4 |
153-27 |
154-04 |
155-14 |
|
|
| 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 |
154-14 |
2-07 |
1.4% |
0-31 |
0.6% |
63% |
False |
False |
19,321 |
| 10 |
156-21 |
153-03 |
3-18 |
2.3% |
0-28 |
0.6% |
77% |
False |
False |
165,709 |
| 20 |
156-21 |
150-07 |
6-14 |
4.1% |
0-30 |
0.6% |
87% |
False |
False |
229,319 |
| 40 |
156-21 |
150-07 |
6-14 |
4.1% |
1-02 |
0.7% |
87% |
False |
False |
234,036 |
| 60 |
156-21 |
145-26 |
10-27 |
7.0% |
1-04 |
0.7% |
93% |
False |
False |
237,478 |
| 80 |
156-21 |
145-26 |
10-27 |
7.0% |
1-04 |
0.7% |
93% |
False |
False |
227,326 |
| 100 |
156-21 |
145-26 |
10-27 |
7.0% |
1-06 |
0.8% |
93% |
False |
False |
181,983 |
| 120 |
156-21 |
145-26 |
10-27 |
7.0% |
1-03 |
0.7% |
93% |
False |
False |
151,655 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
159-16 |
|
2.618 |
158-10 |
|
1.618 |
157-19 |
|
1.000 |
157-05 |
|
0.618 |
156-28 |
|
HIGH |
156-14 |
|
0.618 |
156-05 |
|
0.500 |
156-03 |
|
0.382 |
156-00 |
|
LOW |
155-23 |
|
0.618 |
155-09 |
|
1.000 |
155-00 |
|
1.618 |
154-18 |
|
2.618 |
153-27 |
|
4.250 |
152-21 |
|
|
| Fisher Pivots for day following 07-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
156-03 |
156-04 |
| PP |
156-00 |
156-01 |
| S1 |
155-30 |
155-30 |
|