ECBOT 30 Year Treasury Bond Future September 2017
| Trading Metrics calculated at close of trading on 22-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2017 |
22-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
156-07 |
156-11 |
0-04 |
0.1% |
154-05 |
| High |
156-19 |
156-23 |
0-04 |
0.1% |
156-05 |
| Low |
155-29 |
156-05 |
0-08 |
0.2% |
153-18 |
| Close |
156-16 |
156-15 |
-0-01 |
0.0% |
155-20 |
| Range |
0-22 |
0-18 |
-0-04 |
-18.2% |
2-19 |
| ATR |
0-31 |
0-30 |
-0-01 |
-3.0% |
0-00 |
| Volume |
267,998 |
204,623 |
-63,375 |
-23.6% |
1,432,845 |
|
| Daily Pivots for day following 22-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-04 |
157-28 |
156-25 |
|
| R3 |
157-18 |
157-10 |
156-20 |
|
| R2 |
157-00 |
157-00 |
156-18 |
|
| R1 |
156-24 |
156-24 |
156-17 |
156-28 |
| PP |
156-14 |
156-14 |
156-14 |
156-17 |
| S1 |
156-06 |
156-06 |
156-13 |
156-10 |
| S2 |
155-28 |
155-28 |
156-12 |
|
| S3 |
155-10 |
155-20 |
156-10 |
|
| S4 |
154-24 |
155-02 |
156-05 |
|
|
| 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 |
156-23 |
155-05 |
1-18 |
1.0% |
0-25 |
0.5% |
84% |
True |
False |
231,126 |
| 10 |
156-23 |
153-18 |
3-05 |
2.0% |
0-31 |
0.6% |
92% |
True |
False |
262,345 |
| 20 |
156-23 |
152-07 |
4-16 |
2.9% |
0-29 |
0.6% |
94% |
True |
False |
263,339 |
| 40 |
156-23 |
149-00 |
7-23 |
4.9% |
0-30 |
0.6% |
97% |
True |
False |
143,351 |
| 60 |
156-23 |
149-00 |
7-23 |
4.9% |
1-00 |
0.6% |
97% |
True |
False |
95,589 |
| 80 |
156-23 |
144-24 |
11-31 |
7.6% |
0-26 |
0.5% |
98% |
True |
False |
71,693 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
159-04 |
|
2.618 |
158-06 |
|
1.618 |
157-20 |
|
1.000 |
157-09 |
|
0.618 |
157-02 |
|
HIGH |
156-23 |
|
0.618 |
156-16 |
|
0.500 |
156-14 |
|
0.382 |
156-12 |
|
LOW |
156-05 |
|
0.618 |
155-26 |
|
1.000 |
155-19 |
|
1.618 |
155-08 |
|
2.618 |
154-22 |
|
4.250 |
153-25 |
|
|
| Fisher Pivots for day following 22-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
156-15 |
156-10 |
| PP |
156-14 |
156-05 |
| S1 |
156-14 |
156-00 |
|