ECBOT 30 Year Treasury Bond Future September 2017
| Trading Metrics calculated at close of trading on 23-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2017 |
23-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
156-11 |
156-20 |
0-09 |
0.2% |
155-25 |
| High |
156-23 |
156-22 |
-0-01 |
0.0% |
156-23 |
| Low |
156-05 |
156-05 |
0-00 |
0.0% |
155-09 |
| Close |
156-15 |
156-20 |
0-05 |
0.1% |
156-20 |
| Range |
0-18 |
0-17 |
-0-01 |
-5.6% |
1-14 |
| ATR |
0-30 |
0-29 |
-0-01 |
-3.1% |
0-00 |
| Volume |
204,623 |
175,926 |
-28,697 |
-14.0% |
1,128,255 |
|
| Daily Pivots for day following 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-03 |
157-28 |
156-29 |
|
| R3 |
157-18 |
157-11 |
156-25 |
|
| R2 |
157-01 |
157-01 |
156-23 |
|
| R1 |
156-26 |
156-26 |
156-22 |
156-28 |
| PP |
156-16 |
156-16 |
156-16 |
156-17 |
| S1 |
156-09 |
156-09 |
156-18 |
156-12 |
| S2 |
155-31 |
155-31 |
156-17 |
|
| S3 |
155-14 |
155-24 |
156-15 |
|
| S4 |
154-29 |
155-07 |
156-11 |
|
|
| Weekly Pivots for week ending 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-17 |
160-00 |
157-13 |
|
| R3 |
159-03 |
158-18 |
157-01 |
|
| R2 |
157-21 |
157-21 |
156-28 |
|
| R1 |
157-04 |
157-04 |
156-24 |
157-13 |
| PP |
156-07 |
156-07 |
156-07 |
156-11 |
| S1 |
155-22 |
155-22 |
156-16 |
155-31 |
| S2 |
154-25 |
154-25 |
156-12 |
|
| S3 |
153-11 |
154-08 |
156-07 |
|
| S4 |
151-29 |
152-26 |
155-27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
156-23 |
155-09 |
1-14 |
0.9% |
0-24 |
0.5% |
93% |
False |
False |
225,651 |
| 10 |
156-23 |
153-18 |
3-05 |
2.0% |
0-28 |
0.6% |
97% |
False |
False |
256,110 |
| 20 |
156-23 |
152-14 |
4-09 |
2.7% |
0-29 |
0.6% |
98% |
False |
False |
258,123 |
| 40 |
156-23 |
149-00 |
7-23 |
4.9% |
0-30 |
0.6% |
99% |
False |
False |
147,745 |
| 60 |
156-23 |
149-00 |
7-23 |
4.9% |
0-31 |
0.6% |
99% |
False |
False |
98,521 |
| 80 |
156-23 |
144-24 |
11-31 |
7.6% |
0-26 |
0.5% |
99% |
False |
False |
73,892 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158-30 |
|
2.618 |
158-03 |
|
1.618 |
157-18 |
|
1.000 |
157-07 |
|
0.618 |
157-01 |
|
HIGH |
156-22 |
|
0.618 |
156-16 |
|
0.500 |
156-14 |
|
0.382 |
156-11 |
|
LOW |
156-05 |
|
0.618 |
155-26 |
|
1.000 |
155-20 |
|
1.618 |
155-09 |
|
2.618 |
154-24 |
|
4.250 |
153-29 |
|
|
| Fisher Pivots for day following 23-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
156-18 |
156-17 |
| PP |
156-16 |
156-13 |
| S1 |
156-14 |
156-10 |
|