ECBOT 30 Year Treasury Bond Future June 2017
| Trading Metrics calculated at close of trading on 19-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2017 |
19-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
156-20 |
156-30 |
0-10 |
0.2% |
155-18 |
| High |
157-05 |
157-10 |
0-05 |
0.1% |
157-13 |
| Low |
156-15 |
156-18 |
0-03 |
0.1% |
154-29 |
| Close |
156-28 |
156-21 |
-0-07 |
-0.1% |
156-28 |
| Range |
0-22 |
0-24 |
0-02 |
9.1% |
2-16 |
| ATR |
1-00 |
0-31 |
-0-01 |
-1.7% |
0-00 |
| Volume |
2,657 |
4,622 |
1,965 |
74.0% |
14,638 |
|
| Daily Pivots for day following 19-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-03 |
158-20 |
157-02 |
|
| R3 |
158-11 |
157-28 |
156-28 |
|
| R2 |
157-19 |
157-19 |
156-25 |
|
| R1 |
157-04 |
157-04 |
156-23 |
157-00 |
| PP |
156-27 |
156-27 |
156-27 |
156-25 |
| S1 |
156-12 |
156-12 |
156-19 |
156-08 |
| S2 |
156-03 |
156-03 |
156-17 |
|
| S3 |
155-11 |
155-20 |
156-14 |
|
| S4 |
154-19 |
154-28 |
156-08 |
|
|
| 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% |
70% |
False |
False |
2,512 |
| 10 |
157-13 |
154-29 |
2-16 |
1.6% |
0-30 |
0.6% |
70% |
False |
False |
5,510 |
| 20 |
157-13 |
153-03 |
4-10 |
2.8% |
0-28 |
0.6% |
83% |
False |
False |
116,650 |
| 40 |
157-13 |
150-07 |
7-06 |
4.6% |
1-00 |
0.6% |
90% |
False |
False |
189,049 |
| 60 |
157-13 |
150-05 |
7-08 |
4.6% |
1-02 |
0.7% |
90% |
False |
False |
204,873 |
| 80 |
157-13 |
145-26 |
11-19 |
7.4% |
1-03 |
0.7% |
94% |
False |
False |
220,751 |
| 100 |
157-13 |
145-26 |
11-19 |
7.4% |
1-04 |
0.7% |
94% |
False |
False |
182,281 |
| 120 |
157-13 |
145-26 |
11-19 |
7.4% |
1-04 |
0.7% |
94% |
False |
False |
151,917 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
160-16 |
|
2.618 |
159-09 |
|
1.618 |
158-17 |
|
1.000 |
158-02 |
|
0.618 |
157-25 |
|
HIGH |
157-10 |
|
0.618 |
157-01 |
|
0.500 |
156-30 |
|
0.382 |
156-27 |
|
LOW |
156-18 |
|
0.618 |
156-03 |
|
1.000 |
155-26 |
|
1.618 |
155-11 |
|
2.618 |
154-19 |
|
4.250 |
153-12 |
|
|
| Fisher Pivots for day following 19-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
156-30 |
156-29 |
| PP |
156-27 |
156-26 |
| S1 |
156-24 |
156-24 |
|