ECBOT 30 Year Treasury Bond Future June 2017
| Trading Metrics calculated at close of trading on 13-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2017 |
13-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
155-18 |
155-11 |
-0-07 |
-0.1% |
156-09 |
| High |
155-30 |
155-14 |
-0-16 |
-0.3% |
156-21 |
| Low |
155-05 |
154-29 |
-0-08 |
-0.2% |
154-31 |
| Close |
155-09 |
155-10 |
0-01 |
0.0% |
155-17 |
| Range |
0-25 |
0-17 |
-0-08 |
-32.0% |
1-22 |
| ATR |
0-31 |
0-30 |
-0-01 |
-3.3% |
0-00 |
| Volume |
6,700 |
3,273 |
-3,427 |
-51.1% |
43,659 |
|
| Daily Pivots for day following 13-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-26 |
156-19 |
155-19 |
|
| R3 |
156-09 |
156-02 |
155-15 |
|
| R2 |
155-24 |
155-24 |
155-13 |
|
| R1 |
155-17 |
155-17 |
155-12 |
155-12 |
| PP |
155-07 |
155-07 |
155-07 |
155-05 |
| S1 |
155-00 |
155-00 |
155-08 |
154-27 |
| S2 |
154-22 |
154-22 |
155-07 |
|
| S3 |
154-05 |
154-15 |
155-05 |
|
| S4 |
153-20 |
153-30 |
155-01 |
|
|
| Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-25 |
159-27 |
156-15 |
|
| R3 |
159-03 |
158-05 |
156-00 |
|
| R2 |
157-13 |
157-13 |
155-27 |
|
| R1 |
156-15 |
156-15 |
155-22 |
156-03 |
| PP |
155-23 |
155-23 |
155-23 |
155-17 |
| S1 |
154-25 |
154-25 |
155-12 |
154-13 |
| S2 |
154-01 |
154-01 |
155-07 |
|
| S3 |
152-11 |
153-03 |
155-02 |
|
| S4 |
150-21 |
151-13 |
154-19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
156-14 |
154-29 |
1-17 |
1.0% |
0-25 |
0.5% |
27% |
False |
True |
5,599 |
| 10 |
156-21 |
154-11 |
2-10 |
1.5% |
0-28 |
0.6% |
42% |
False |
False |
16,839 |
| 20 |
156-21 |
150-30 |
5-23 |
3.7% |
0-30 |
0.6% |
77% |
False |
False |
183,060 |
| 40 |
156-21 |
150-07 |
6-14 |
4.1% |
1-01 |
0.7% |
79% |
False |
False |
211,880 |
| 60 |
156-21 |
148-06 |
8-15 |
5.5% |
1-03 |
0.7% |
84% |
False |
False |
222,530 |
| 80 |
156-21 |
145-26 |
10-27 |
7.0% |
1-04 |
0.7% |
88% |
False |
False |
227,416 |
| 100 |
156-21 |
145-26 |
10-27 |
7.0% |
1-05 |
0.7% |
88% |
False |
False |
182,195 |
| 120 |
156-21 |
145-26 |
10-27 |
7.0% |
1-03 |
0.7% |
88% |
False |
False |
151,839 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
157-22 |
|
2.618 |
156-27 |
|
1.618 |
156-10 |
|
1.000 |
155-31 |
|
0.618 |
155-25 |
|
HIGH |
155-14 |
|
0.618 |
155-08 |
|
0.500 |
155-06 |
|
0.382 |
155-03 |
|
LOW |
154-29 |
|
0.618 |
154-18 |
|
1.000 |
154-12 |
|
1.618 |
154-01 |
|
2.618 |
153-16 |
|
4.250 |
152-21 |
|
|
| Fisher Pivots for day following 13-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
155-09 |
155-17 |
| PP |
155-07 |
155-14 |
| S1 |
155-06 |
155-12 |
|