ECBOT 30 Year Treasury Bond Future September 2017
| Trading Metrics calculated at close of trading on 14-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2017 |
14-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
152-28 |
152-08 |
-0-20 |
-0.4% |
151-25 |
| High |
153-11 |
153-16 |
0-05 |
0.1% |
153-16 |
| Low |
151-28 |
152-01 |
0-05 |
0.1% |
151-20 |
| Close |
152-06 |
152-20 |
0-14 |
0.3% |
152-20 |
| Range |
1-15 |
1-15 |
0-00 |
0.0% |
1-28 |
| ATR |
1-01 |
1-02 |
0-01 |
3.0% |
0-00 |
| Volume |
247,922 |
278,137 |
30,215 |
12.2% |
1,222,955 |
|
| Daily Pivots for day following 14-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-04 |
156-11 |
153-14 |
|
| R3 |
155-21 |
154-28 |
153-01 |
|
| R2 |
154-06 |
154-06 |
152-29 |
|
| R1 |
153-13 |
153-13 |
152-24 |
153-25 |
| PP |
152-23 |
152-23 |
152-23 |
152-29 |
| S1 |
151-30 |
151-30 |
152-16 |
152-11 |
| S2 |
151-08 |
151-08 |
152-11 |
|
| S3 |
149-25 |
150-15 |
152-07 |
|
| S4 |
148-10 |
149-00 |
151-26 |
|
|
| Weekly Pivots for week ending 14-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-07 |
157-09 |
153-21 |
|
| R3 |
156-11 |
155-13 |
153-04 |
|
| R2 |
154-15 |
154-15 |
152-31 |
|
| R1 |
153-17 |
153-17 |
152-26 |
154-00 |
| PP |
152-19 |
152-19 |
152-19 |
152-26 |
| S1 |
151-21 |
151-21 |
152-14 |
152-04 |
| S2 |
150-23 |
150-23 |
152-09 |
|
| S3 |
148-27 |
149-25 |
152-04 |
|
| S4 |
146-31 |
147-29 |
151-19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
153-16 |
151-20 |
1-28 |
1.2% |
1-02 |
0.7% |
53% |
True |
False |
244,591 |
| 10 |
154-10 |
151-18 |
2-24 |
1.8% |
1-02 |
0.7% |
39% |
False |
False |
263,368 |
| 20 |
157-08 |
151-18 |
5-22 |
3.7% |
1-01 |
0.7% |
19% |
False |
False |
259,767 |
| 40 |
157-08 |
151-18 |
5-22 |
3.7% |
1-00 |
0.6% |
19% |
False |
False |
243,444 |
| 60 |
157-08 |
149-00 |
8-08 |
5.4% |
1-00 |
0.7% |
44% |
False |
False |
162,907 |
| 80 |
157-08 |
149-00 |
8-08 |
5.4% |
1-00 |
0.7% |
44% |
False |
False |
122,189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
159-24 |
|
2.618 |
157-11 |
|
1.618 |
155-28 |
|
1.000 |
154-31 |
|
0.618 |
154-13 |
|
HIGH |
153-16 |
|
0.618 |
152-30 |
|
0.500 |
152-25 |
|
0.382 |
152-19 |
|
LOW |
152-01 |
|
0.618 |
151-04 |
|
1.000 |
150-18 |
|
1.618 |
149-21 |
|
2.618 |
148-06 |
|
4.250 |
145-25 |
|
|
| Fisher Pivots for day following 14-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
152-25 |
152-22 |
| PP |
152-23 |
152-21 |
| S1 |
152-22 |
152-21 |
|