ECBOT 30 Year Treasury Bond Future June 2017
| Trading Metrics calculated at close of trading on 20-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2017 |
20-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
156-30 |
156-22 |
-0-08 |
-0.2% |
155-18 |
| High |
157-10 |
157-23 |
0-13 |
0.3% |
157-13 |
| Low |
156-18 |
156-18 |
0-00 |
0.0% |
154-29 |
| Close |
156-21 |
157-20 |
0-31 |
0.6% |
156-28 |
| Range |
0-24 |
1-05 |
0-13 |
54.2% |
2-16 |
| ATR |
0-31 |
1-00 |
0-00 |
1.3% |
0-00 |
| Volume |
4,622 |
553 |
-4,069 |
-88.0% |
14,638 |
|
| Daily Pivots for day following 20-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-25 |
160-11 |
158-08 |
|
| R3 |
159-20 |
159-06 |
157-30 |
|
| R2 |
158-15 |
158-15 |
157-27 |
|
| R1 |
158-01 |
158-01 |
157-23 |
158-08 |
| PP |
157-10 |
157-10 |
157-10 |
157-13 |
| S1 |
156-28 |
156-28 |
157-17 |
157-03 |
| S2 |
156-05 |
156-05 |
157-13 |
|
| S3 |
155-00 |
155-23 |
157-10 |
|
| S4 |
153-27 |
154-18 |
157-00 |
|
|
| 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 |
157-23 |
155-07 |
2-16 |
1.6% |
1-03 |
0.7% |
96% |
True |
False |
1,968 |
| 10 |
157-23 |
154-29 |
2-26 |
1.8% |
0-30 |
0.6% |
97% |
True |
False |
3,783 |
| 20 |
157-23 |
153-03 |
4-20 |
2.9% |
0-30 |
0.6% |
98% |
True |
False |
106,030 |
| 40 |
157-23 |
150-07 |
7-16 |
4.8% |
1-00 |
0.6% |
99% |
True |
False |
182,818 |
| 60 |
157-23 |
150-05 |
7-18 |
4.8% |
1-02 |
0.7% |
99% |
True |
False |
201,517 |
| 80 |
157-23 |
145-26 |
11-29 |
7.6% |
1-03 |
0.7% |
99% |
True |
False |
216,712 |
| 100 |
157-23 |
145-26 |
11-29 |
7.6% |
1-04 |
0.7% |
99% |
True |
False |
182,281 |
| 120 |
157-23 |
145-26 |
11-29 |
7.6% |
1-05 |
0.7% |
99% |
True |
False |
151,921 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
162-20 |
|
2.618 |
160-24 |
|
1.618 |
159-19 |
|
1.000 |
158-28 |
|
0.618 |
158-14 |
|
HIGH |
157-23 |
|
0.618 |
157-09 |
|
0.500 |
157-05 |
|
0.382 |
157-00 |
|
LOW |
156-18 |
|
0.618 |
155-27 |
|
1.000 |
155-13 |
|
1.618 |
154-22 |
|
2.618 |
153-17 |
|
4.250 |
151-21 |
|
|
| Fisher Pivots for day following 20-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
157-15 |
157-14 |
| PP |
157-10 |
157-09 |
| S1 |
157-05 |
157-03 |
|