ECBOT 30 Year Treasury Bond Future September 2017
| Trading Metrics calculated at close of trading on 26-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2017 |
26-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
156-20 |
156-18 |
-0-02 |
0.0% |
155-25 |
| High |
156-22 |
157-08 |
0-18 |
0.4% |
156-23 |
| Low |
156-05 |
156-10 |
0-05 |
0.1% |
155-09 |
| Close |
156-20 |
156-29 |
0-09 |
0.2% |
156-20 |
| Range |
0-17 |
0-30 |
0-13 |
76.5% |
1-14 |
| ATR |
0-29 |
0-29 |
0-00 |
0.2% |
0-00 |
| Volume |
175,926 |
208,301 |
32,375 |
18.4% |
1,128,255 |
|
| Daily Pivots for day following 26-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-20 |
159-07 |
157-14 |
|
| R3 |
158-22 |
158-09 |
157-05 |
|
| R2 |
157-24 |
157-24 |
157-03 |
|
| R1 |
157-11 |
157-11 |
157-00 |
157-18 |
| PP |
156-26 |
156-26 |
156-26 |
156-30 |
| S1 |
156-13 |
156-13 |
156-26 |
156-20 |
| S2 |
155-28 |
155-28 |
156-24 |
|
| S3 |
154-30 |
155-15 |
156-21 |
|
| S4 |
154-00 |
154-17 |
156-13 |
|
|
| 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 |
157-08 |
155-09 |
1-31 |
1.3% |
0-25 |
0.5% |
83% |
True |
False |
222,893 |
| 10 |
157-08 |
153-18 |
3-22 |
2.4% |
0-29 |
0.6% |
91% |
True |
False |
252,804 |
| 20 |
157-08 |
152-14 |
4-26 |
3.1% |
0-30 |
0.6% |
93% |
True |
False |
258,107 |
| 40 |
157-08 |
149-00 |
8-08 |
5.3% |
0-30 |
0.6% |
96% |
True |
False |
152,926 |
| 60 |
157-08 |
149-00 |
8-08 |
5.3% |
0-31 |
0.6% |
96% |
True |
False |
101,993 |
| 80 |
157-08 |
144-24 |
12-16 |
8.0% |
0-27 |
0.5% |
97% |
True |
False |
76,496 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
161-08 |
|
2.618 |
159-23 |
|
1.618 |
158-25 |
|
1.000 |
158-06 |
|
0.618 |
157-27 |
|
HIGH |
157-08 |
|
0.618 |
156-29 |
|
0.500 |
156-25 |
|
0.382 |
156-21 |
|
LOW |
156-10 |
|
0.618 |
155-23 |
|
1.000 |
155-12 |
|
1.618 |
154-25 |
|
2.618 |
153-27 |
|
4.250 |
152-10 |
|
|
| Fisher Pivots for day following 26-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
156-28 |
156-27 |
| PP |
156-26 |
156-25 |
| S1 |
156-25 |
156-23 |
|