ECBOT 30 Year Treasury Bond Future September 2017
| Trading Metrics calculated at close of trading on 21-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2017 |
21-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
155-14 |
156-07 |
0-25 |
0.5% |
154-05 |
| High |
156-15 |
156-19 |
0-04 |
0.1% |
156-05 |
| Low |
155-09 |
155-29 |
0-20 |
0.4% |
153-18 |
| Close |
156-13 |
156-16 |
0-03 |
0.1% |
155-20 |
| Range |
1-06 |
0-22 |
-0-16 |
-42.1% |
2-19 |
| ATR |
1-00 |
0-31 |
-0-01 |
-2.2% |
0-00 |
| Volume |
257,620 |
267,998 |
10,378 |
4.0% |
1,432,845 |
|
| Daily Pivots for day following 21-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-13 |
158-04 |
156-28 |
|
| R3 |
157-23 |
157-14 |
156-22 |
|
| R2 |
157-01 |
157-01 |
156-20 |
|
| R1 |
156-24 |
156-24 |
156-18 |
156-29 |
| PP |
156-11 |
156-11 |
156-11 |
156-13 |
| S1 |
156-02 |
156-02 |
156-14 |
156-07 |
| S2 |
155-21 |
155-21 |
156-12 |
|
| S3 |
154-31 |
155-12 |
156-10 |
|
| S4 |
154-09 |
154-22 |
156-04 |
|
|
| Weekly Pivots for week ending 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-29 |
161-27 |
157-02 |
|
| R3 |
160-10 |
159-08 |
156-11 |
|
| R2 |
157-23 |
157-23 |
156-03 |
|
| R1 |
156-21 |
156-21 |
155-28 |
157-06 |
| PP |
155-04 |
155-04 |
155-04 |
155-12 |
| S1 |
154-02 |
154-02 |
155-12 |
154-19 |
| S2 |
152-17 |
152-17 |
155-05 |
|
| S3 |
149-30 |
151-15 |
154-29 |
|
| S4 |
147-11 |
148-28 |
154-06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
156-19 |
155-05 |
1-14 |
0.9% |
0-26 |
0.5% |
93% |
True |
False |
244,423 |
| 10 |
156-19 |
153-18 |
3-01 |
1.9% |
0-31 |
0.6% |
97% |
True |
False |
272,234 |
| 20 |
156-19 |
151-26 |
4-25 |
3.1% |
0-30 |
0.6% |
98% |
True |
False |
262,178 |
| 40 |
156-19 |
149-00 |
7-19 |
4.9% |
0-31 |
0.6% |
99% |
True |
False |
138,237 |
| 60 |
156-19 |
149-00 |
7-19 |
4.9% |
1-00 |
0.6% |
99% |
True |
False |
92,179 |
| 80 |
156-19 |
144-24 |
11-27 |
7.6% |
0-26 |
0.5% |
99% |
True |
False |
69,135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
159-17 |
|
2.618 |
158-13 |
|
1.618 |
157-23 |
|
1.000 |
157-09 |
|
0.618 |
157-01 |
|
HIGH |
156-19 |
|
0.618 |
156-11 |
|
0.500 |
156-08 |
|
0.382 |
156-05 |
|
LOW |
155-29 |
|
0.618 |
155-15 |
|
1.000 |
155-07 |
|
1.618 |
154-25 |
|
2.618 |
154-03 |
|
4.250 |
153-00 |
|
|
| Fisher Pivots for day following 21-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
156-13 |
156-10 |
| PP |
156-11 |
156-04 |
| S1 |
156-08 |
155-30 |
|