ECBOT 30 Year Treasury Bond Future September 2017
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 07-Jun-2017 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    06-Jun-2017 | 
                    07-Jun-2017 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        154-14 | 
                        155-00 | 
                        0-18 | 
                        0.4% | 
                        152-21 | 
                     
                    
                        | High | 
                        155-12 | 
                        155-04 | 
                        -0-08 | 
                        -0.2% | 
                        155-07 | 
                     
                    
                        | Low | 
                        154-11 | 
                        154-12 | 
                        0-01 | 
                        0.0% | 
                        152-14 | 
                     
                    
                        | Close | 
                        154-31 | 
                        154-16 | 
                        -0-15 | 
                        -0.3% | 
                        154-27 | 
                     
                    
                        | Range | 
                        1-01 | 
                        0-24 | 
                        -0-09 | 
                        -27.3% | 
                        2-25 | 
                     
                    
                        | ATR | 
                        1-00 | 
                        0-31 | 
                        -0-01 | 
                        -1.8% | 
                        0-00 | 
                     
                    
                        | Volume | 
                        259,554 | 
                        255,596 | 
                        -3,958 | 
                        -1.5% | 
                        1,089,428 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 07-Jun-2017 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                156-29 | 
                156-15 | 
                154-29 | 
                 | 
             
            
                | R3 | 
                156-05 | 
                155-23 | 
                154-23 | 
                 | 
             
            
                | R2 | 
                155-13 | 
                155-13 | 
                154-20 | 
                 | 
             
            
                | R1 | 
                154-31 | 
                154-31 | 
                154-18 | 
                154-26 | 
             
            
                | PP | 
                154-21 | 
                154-21 | 
                154-21 | 
                154-19 | 
             
            
                | S1 | 
                154-07 | 
                154-07 | 
                154-14 | 
                154-02 | 
             
            
                | S2 | 
                153-29 | 
                153-29 | 
                154-12 | 
                 | 
             
            
                | S3 | 
                153-05 | 
                153-15 | 
                154-09 | 
                 | 
             
            
                | S4 | 
                152-13 | 
                152-23 | 
                154-03 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 02-Jun-2017 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                162-16 | 
                161-15 | 
                156-12 | 
                 | 
             
            
                | R3 | 
                159-23 | 
                158-22 | 
                155-19 | 
                 | 
             
            
                | R2 | 
                156-30 | 
                156-30 | 
                155-11 | 
                 | 
             
            
                | R1 | 
                155-29 | 
                155-29 | 
                155-03 | 
                156-14 | 
             
            
                | PP | 
                154-05 | 
                154-05 | 
                154-05 | 
                154-14 | 
             
            
                | S1 | 
                153-04 | 
                153-04 | 
                154-19 | 
                153-21 | 
             
            
                | S2 | 
                151-12 | 
                151-12 | 
                154-11 | 
                 | 
             
            
                | S3 | 
                148-19 | 
                150-11 | 
                154-03 | 
                 | 
             
            
                | S4 | 
                145-26 | 
                147-18 | 
                153-10 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                155-12 | 
                153-04 | 
                2-08 | 
                1.5% | 
                1-00 | 
                0.7% | 
                61% | 
                False | 
                False | 
                263,780 | 
                 
                
                | 10 | 
                155-12 | 
                151-26 | 
                3-18 | 
                2.3% | 
                0-29 | 
                0.6% | 
                75% | 
                False | 
                False | 
                252,121 | 
                 
                
                | 20 | 
                155-12 | 
                149-00 | 
                6-12 | 
                4.1% | 
                0-30 | 
                0.6% | 
                86% | 
                False | 
                False | 
                140,097 | 
                 
                
                | 40 | 
                155-12 | 
                149-00 | 
                6-12 | 
                4.1% | 
                0-31 | 
                0.6% | 
                86% | 
                False | 
                False | 
                70,205 | 
                 
                
                | 60 | 
                155-12 | 
                145-22 | 
                9-22 | 
                6.3% | 
                0-29 | 
                0.6% | 
                91% | 
                False | 
                False | 
                46,808 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            158-10 | 
         
        
            | 
2.618             | 
            157-03 | 
         
        
            | 
1.618             | 
            156-11 | 
         
        
            | 
1.000             | 
            155-28 | 
         
        
            | 
0.618             | 
            155-19 | 
         
        
            | 
HIGH             | 
            155-04 | 
         
        
            | 
0.618             | 
            154-27 | 
         
        
            | 
0.500             | 
            154-24 | 
         
        
            | 
0.382             | 
            154-21 | 
         
        
            | 
LOW             | 
            154-12 | 
         
        
            | 
0.618             | 
            153-29 | 
         
        
            | 
1.000             | 
            153-20 | 
         
        
            | 
1.618             | 
            153-05 | 
         
        
            | 
2.618             | 
            152-13 | 
         
        
            | 
4.250             | 
            151-06 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 07-Jun-2017 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                154-24 | 
                                154-26 | 
                             
                            
                                | PP | 
                                154-21 | 
                                154-23 | 
                             
                            
                                | S1 | 
                                154-19 | 
                                154-19 | 
                             
             
         |