ECBOT 30 Year Treasury Bond Future September 2017
| Trading Metrics calculated at close of trading on 06-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2017 |
06-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
152-31 |
153-13 |
0-14 |
0.3% |
156-18 |
| High |
153-25 |
153-15 |
-0-10 |
-0.2% |
157-08 |
| Low |
152-29 |
151-28 |
-1-01 |
-0.7% |
153-18 |
| Close |
153-11 |
152-09 |
-1-02 |
-0.7% |
153-22 |
| Range |
0-28 |
1-19 |
0-23 |
82.1% |
3-22 |
| ATR |
1-01 |
1-02 |
0-01 |
4.0% |
0-00 |
| Volume |
263,374 |
322,936 |
59,562 |
22.6% |
1,593,717 |
|
| Daily Pivots for day following 06-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-10 |
156-13 |
153-05 |
|
| R3 |
155-23 |
154-26 |
152-23 |
|
| R2 |
154-04 |
154-04 |
152-18 |
|
| R1 |
153-07 |
153-07 |
152-14 |
152-28 |
| PP |
152-17 |
152-17 |
152-17 |
152-12 |
| S1 |
151-20 |
151-20 |
152-04 |
151-09 |
| S2 |
150-30 |
150-30 |
152-00 |
|
| S3 |
149-11 |
150-01 |
151-27 |
|
| S4 |
147-24 |
148-14 |
151-13 |
|
|
| Weekly Pivots for week ending 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165-29 |
163-15 |
155-23 |
|
| R3 |
162-07 |
159-25 |
154-22 |
|
| R2 |
158-17 |
158-17 |
154-12 |
|
| R1 |
156-03 |
156-03 |
154-01 |
155-15 |
| PP |
154-27 |
154-27 |
154-27 |
154-16 |
| S1 |
152-13 |
152-13 |
153-11 |
151-25 |
| S2 |
151-05 |
151-05 |
153-00 |
|
| S3 |
147-15 |
148-23 |
152-22 |
|
| S4 |
143-25 |
145-01 |
151-21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
155-02 |
151-28 |
3-06 |
2.1% |
1-05 |
0.8% |
13% |
False |
True |
297,340 |
| 10 |
157-08 |
151-28 |
5-12 |
3.5% |
1-04 |
0.7% |
8% |
False |
True |
273,865 |
| 20 |
157-08 |
151-28 |
5-12 |
3.5% |
1-02 |
0.7% |
8% |
False |
True |
273,049 |
| 40 |
157-08 |
149-00 |
8-08 |
5.4% |
1-00 |
0.6% |
40% |
False |
False |
206,573 |
| 60 |
157-08 |
149-00 |
8-08 |
5.4% |
1-00 |
0.7% |
40% |
False |
False |
137,820 |
| 80 |
157-08 |
145-22 |
11-18 |
7.6% |
0-30 |
0.6% |
57% |
False |
False |
103,368 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
160-08 |
|
2.618 |
157-21 |
|
1.618 |
156-02 |
|
1.000 |
155-02 |
|
0.618 |
154-15 |
|
HIGH |
153-15 |
|
0.618 |
152-28 |
|
0.500 |
152-22 |
|
0.382 |
152-15 |
|
LOW |
151-28 |
|
0.618 |
150-28 |
|
1.000 |
150-09 |
|
1.618 |
149-09 |
|
2.618 |
147-22 |
|
4.250 |
145-03 |
|
|
| Fisher Pivots for day following 06-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
152-22 |
152-29 |
| PP |
152-17 |
152-22 |
| S1 |
152-13 |
152-16 |
|