ECBOT 30 Year Treasury Bond Future September 2017
| Trading Metrics calculated at close of trading on 18-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2017 |
18-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
152-13 |
152-21 |
0-08 |
0.2% |
151-25 |
| High |
153-02 |
153-31 |
0-29 |
0.6% |
153-16 |
| Low |
152-12 |
152-20 |
0-08 |
0.2% |
151-20 |
| Close |
152-28 |
153-27 |
0-31 |
0.6% |
152-20 |
| Range |
0-22 |
1-11 |
0-21 |
95.5% |
1-28 |
| ATR |
1-01 |
1-02 |
0-01 |
2.1% |
0-00 |
| Volume |
165,300 |
222,590 |
57,290 |
34.7% |
1,222,955 |
|
| Daily Pivots for day following 18-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-16 |
157-01 |
154-19 |
|
| R3 |
156-05 |
155-22 |
154-07 |
|
| R2 |
154-26 |
154-26 |
154-03 |
|
| R1 |
154-11 |
154-11 |
153-31 |
154-19 |
| PP |
153-15 |
153-15 |
153-15 |
153-19 |
| S1 |
153-00 |
153-00 |
153-23 |
153-08 |
| S2 |
152-04 |
152-04 |
153-19 |
|
| S3 |
150-25 |
151-21 |
153-15 |
|
| S4 |
149-14 |
150-10 |
153-03 |
|
|
| 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 |
153-31 |
151-28 |
2-03 |
1.4% |
1-07 |
0.8% |
94% |
True |
False |
238,625 |
| 10 |
153-31 |
151-18 |
2-13 |
1.6% |
1-02 |
0.7% |
95% |
True |
False |
247,988 |
| 20 |
157-08 |
151-18 |
5-22 |
3.7% |
1-02 |
0.7% |
40% |
False |
False |
257,892 |
| 40 |
157-08 |
151-18 |
5-22 |
3.7% |
1-00 |
0.6% |
40% |
False |
False |
252,675 |
| 60 |
157-08 |
149-00 |
8-08 |
5.4% |
1-00 |
0.7% |
59% |
False |
False |
169,367 |
| 80 |
157-08 |
149-00 |
8-08 |
5.4% |
1-00 |
0.7% |
59% |
False |
False |
127,037 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
159-22 |
|
2.618 |
157-16 |
|
1.618 |
156-05 |
|
1.000 |
155-10 |
|
0.618 |
154-26 |
|
HIGH |
153-31 |
|
0.618 |
153-15 |
|
0.500 |
153-10 |
|
0.382 |
153-04 |
|
LOW |
152-20 |
|
0.618 |
151-25 |
|
1.000 |
151-09 |
|
1.618 |
150-14 |
|
2.618 |
149-03 |
|
4.250 |
146-29 |
|
|
| Fisher Pivots for day following 18-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
153-21 |
153-18 |
| PP |
153-15 |
153-09 |
| S1 |
153-10 |
153-00 |
|