ECBOT 30 Year Treasury Bond Future June 2017
Trading Metrics calculated at close of trading on 15-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2017 |
15-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
155-13 |
157-00 |
1-19 |
1.0% |
156-09 |
High |
157-13 |
157-07 |
-0-06 |
-0.1% |
156-21 |
Low |
155-07 |
156-16 |
1-09 |
0.8% |
154-31 |
Close |
156-29 |
156-23 |
-0-06 |
-0.1% |
155-17 |
Range |
2-06 |
0-23 |
-1-15 |
-67.1% |
1-22 |
ATR |
1-01 |
1-00 |
-0-01 |
-2.2% |
0-00 |
Volume |
1,428 |
580 |
-848 |
-59.4% |
43,659 |
|
Daily Pivots for day following 15-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
158-31 |
158-18 |
157-04 |
|
R3 |
158-08 |
157-27 |
156-29 |
|
R2 |
157-17 |
157-17 |
156-27 |
|
R1 |
157-04 |
157-04 |
156-25 |
156-31 |
PP |
156-26 |
156-26 |
156-26 |
156-24 |
S1 |
156-13 |
156-13 |
156-21 |
156-08 |
S2 |
156-03 |
156-03 |
156-19 |
|
S3 |
155-12 |
155-22 |
156-17 |
|
S4 |
154-21 |
154-31 |
156-10 |
|
|
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 |
157-13 |
154-29 |
2-16 |
1.6% |
1-02 |
0.7% |
73% |
False |
False |
3,266 |
10 |
157-13 |
154-25 |
2-20 |
1.7% |
1-01 |
0.7% |
74% |
False |
False |
7,962 |
20 |
157-13 |
153-03 |
4-10 |
2.8% |
0-29 |
0.6% |
84% |
False |
False |
150,108 |
40 |
157-13 |
150-07 |
7-06 |
4.6% |
1-01 |
0.6% |
90% |
False |
False |
199,151 |
60 |
157-13 |
150-03 |
7-10 |
4.7% |
1-03 |
0.7% |
91% |
False |
False |
214,303 |
80 |
157-13 |
145-26 |
11-19 |
7.4% |
1-04 |
0.7% |
94% |
False |
False |
226,637 |
100 |
157-13 |
145-26 |
11-19 |
7.4% |
1-05 |
0.7% |
94% |
False |
False |
182,212 |
120 |
157-13 |
145-26 |
11-19 |
7.4% |
1-04 |
0.7% |
94% |
False |
False |
151,856 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
160-09 |
2.618 |
159-03 |
1.618 |
158-12 |
1.000 |
157-30 |
0.618 |
157-21 |
HIGH |
157-07 |
0.618 |
156-30 |
0.500 |
156-28 |
0.382 |
156-25 |
LOW |
156-16 |
0.618 |
156-02 |
1.000 |
155-25 |
1.618 |
155-11 |
2.618 |
154-20 |
4.250 |
153-14 |
|
|
Fisher Pivots for day following 15-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
156-28 |
156-17 |
PP |
156-26 |
156-11 |
S1 |
156-25 |
156-05 |
|