ECBOT 30 Year Treasury Bond Future June 2017
| Trading Metrics calculated at close of trading on 16-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2017 |
16-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
157-00 |
156-20 |
-0-12 |
-0.2% |
155-18 |
| High |
157-07 |
157-05 |
-0-02 |
0.0% |
157-13 |
| Low |
156-16 |
156-15 |
-0-01 |
0.0% |
154-29 |
| Close |
156-23 |
156-28 |
0-05 |
0.1% |
156-28 |
| Range |
0-23 |
0-22 |
-0-01 |
-4.4% |
2-16 |
| ATR |
1-00 |
1-00 |
-0-01 |
-2.3% |
0-00 |
| Volume |
580 |
2,657 |
2,077 |
358.1% |
14,638 |
|
| Daily Pivots for day following 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-29 |
158-18 |
157-08 |
|
| R3 |
158-07 |
157-28 |
157-02 |
|
| R2 |
157-17 |
157-17 |
157-00 |
|
| R1 |
157-06 |
157-06 |
156-30 |
157-12 |
| PP |
156-27 |
156-27 |
156-27 |
156-29 |
| S1 |
156-16 |
156-16 |
156-26 |
156-22 |
| S2 |
156-05 |
156-05 |
156-24 |
|
| S3 |
155-15 |
155-26 |
156-22 |
|
| S4 |
154-25 |
155-04 |
156-16 |
|
|
| Weekly Pivots for week ending 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163-29 |
162-28 |
158-08 |
|
| R3 |
161-13 |
160-12 |
157-18 |
|
| R2 |
158-29 |
158-29 |
157-11 |
|
| R1 |
157-28 |
157-28 |
157-03 |
158-13 |
| PP |
156-13 |
156-13 |
156-13 |
156-21 |
| S1 |
155-12 |
155-12 |
156-21 |
155-29 |
| S2 |
153-29 |
153-29 |
156-13 |
|
| S3 |
151-13 |
152-28 |
156-06 |
|
| S4 |
148-29 |
150-12 |
155-16 |
|
|
| 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% |
0-31 |
0.6% |
79% |
False |
False |
2,927 |
| 10 |
157-13 |
154-29 |
2-16 |
1.6% |
0-30 |
0.6% |
79% |
False |
False |
5,829 |
| 20 |
157-13 |
153-03 |
4-10 |
2.7% |
0-29 |
0.6% |
88% |
False |
False |
128,705 |
| 40 |
157-13 |
150-07 |
7-06 |
4.6% |
1-00 |
0.6% |
93% |
False |
False |
193,614 |
| 60 |
157-13 |
150-03 |
7-10 |
4.7% |
1-02 |
0.7% |
93% |
False |
False |
209,110 |
| 80 |
157-13 |
145-26 |
11-19 |
7.4% |
1-03 |
0.7% |
95% |
False |
False |
224,220 |
| 100 |
157-13 |
145-26 |
11-19 |
7.4% |
1-04 |
0.7% |
95% |
False |
False |
182,238 |
| 120 |
157-13 |
145-26 |
11-19 |
7.4% |
1-04 |
0.7% |
95% |
False |
False |
151,878 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
160-03 |
|
2.618 |
158-31 |
|
1.618 |
158-09 |
|
1.000 |
157-27 |
|
0.618 |
157-19 |
|
HIGH |
157-05 |
|
0.618 |
156-29 |
|
0.500 |
156-26 |
|
0.382 |
156-23 |
|
LOW |
156-15 |
|
0.618 |
156-01 |
|
1.000 |
155-25 |
|
1.618 |
155-11 |
|
2.618 |
154-21 |
|
4.250 |
153-18 |
|
|
| Fisher Pivots for day following 16-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
156-27 |
156-22 |
| PP |
156-27 |
156-16 |
| S1 |
156-26 |
156-10 |
|