ECBOT 30 Year Treasury Bond Future September 2017
Trading Metrics calculated at close of trading on 13-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2017 |
13-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
154-05 |
153-30 |
-0-07 |
-0.1% |
154-31 |
High |
154-21 |
154-06 |
-0-15 |
-0.3% |
155-12 |
Low |
153-25 |
153-18 |
-0-07 |
-0.1% |
153-19 |
Close |
153-31 |
154-01 |
0-02 |
0.0% |
154-07 |
Range |
0-28 |
0-20 |
-0-08 |
-28.6% |
1-25 |
ATR |
0-31 |
0-30 |
-0-01 |
-2.6% |
0-00 |
Volume |
241,358 |
222,460 |
-18,898 |
-7.8% |
1,303,322 |
|
Daily Pivots for day following 13-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
155-26 |
155-17 |
154-12 |
|
R3 |
155-06 |
154-29 |
154-07 |
|
R2 |
154-18 |
154-18 |
154-05 |
|
R1 |
154-09 |
154-09 |
154-03 |
154-14 |
PP |
153-30 |
153-30 |
153-30 |
154-00 |
S1 |
153-21 |
153-21 |
153-31 |
153-26 |
S2 |
153-10 |
153-10 |
153-29 |
|
S3 |
152-22 |
153-01 |
153-28 |
|
S4 |
152-02 |
152-13 |
153-22 |
|
|
Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
159-24 |
158-24 |
155-06 |
|
R3 |
157-31 |
156-31 |
154-23 |
|
R2 |
156-06 |
156-06 |
154-17 |
|
R1 |
155-06 |
155-06 |
154-12 |
154-26 |
PP |
154-13 |
154-13 |
154-13 |
154-06 |
S1 |
153-13 |
153-13 |
154-02 |
153-01 |
S2 |
152-20 |
152-20 |
153-29 |
|
S3 |
150-27 |
151-20 |
153-23 |
|
S4 |
149-02 |
149-27 |
153-08 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
155-04 |
153-18 |
1-18 |
1.0% |
0-27 |
0.6% |
30% |
False |
True |
252,241 |
10 |
155-12 |
153-01 |
2-11 |
1.5% |
0-30 |
0.6% |
43% |
False |
False |
258,703 |
20 |
155-12 |
149-22 |
5-22 |
3.7% |
0-30 |
0.6% |
76% |
False |
False |
190,087 |
40 |
155-12 |
149-00 |
6-12 |
4.1% |
0-31 |
0.6% |
79% |
False |
False |
95,339 |
60 |
155-12 |
147-27 |
7-17 |
4.9% |
0-30 |
0.6% |
82% |
False |
False |
63,568 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
156-27 |
2.618 |
155-26 |
1.618 |
155-06 |
1.000 |
154-26 |
0.618 |
154-18 |
HIGH |
154-06 |
0.618 |
153-30 |
0.500 |
153-28 |
0.382 |
153-26 |
LOW |
153-18 |
0.618 |
153-06 |
1.000 |
152-30 |
1.618 |
152-18 |
2.618 |
151-30 |
4.250 |
150-29 |
|
|
Fisher Pivots for day following 13-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
153-31 |
154-06 |
PP |
153-30 |
154-04 |
S1 |
153-28 |
154-03 |
|