ECBOT 30 Year Treasury Bond Future September 2017
Trading Metrics calculated at close of trading on 24-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2017 |
24-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
154-06 |
154-20 |
0-14 |
0.3% |
152-13 |
High |
154-31 |
154-27 |
-0-04 |
-0.1% |
154-31 |
Low |
154-02 |
154-05 |
0-03 |
0.1% |
152-12 |
Close |
154-25 |
154-08 |
-0-17 |
-0.3% |
154-25 |
Range |
0-29 |
0-22 |
-0-07 |
-24.1% |
2-19 |
ATR |
1-00 |
0-31 |
-0-01 |
-2.2% |
0-00 |
Volume |
172,229 |
138,863 |
-33,366 |
-19.4% |
971,169 |
|
Daily Pivots for day following 24-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
156-15 |
156-02 |
154-20 |
|
R3 |
155-25 |
155-12 |
154-14 |
|
R2 |
155-03 |
155-03 |
154-12 |
|
R1 |
154-22 |
154-22 |
154-10 |
154-18 |
PP |
154-13 |
154-13 |
154-13 |
154-11 |
S1 |
154-00 |
154-00 |
154-06 |
153-28 |
S2 |
153-23 |
153-23 |
154-04 |
|
S3 |
153-01 |
153-10 |
154-02 |
|
S4 |
152-11 |
152-20 |
153-28 |
|
|
Weekly Pivots for week ending 21-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161-26 |
160-29 |
156-07 |
|
R3 |
159-07 |
158-10 |
155-16 |
|
R2 |
156-20 |
156-20 |
155-08 |
|
R1 |
155-23 |
155-23 |
155-01 |
156-06 |
PP |
154-01 |
154-01 |
154-01 |
154-09 |
S1 |
153-04 |
153-04 |
154-17 |
153-19 |
S2 |
151-14 |
151-14 |
154-10 |
|
S3 |
148-27 |
150-17 |
154-02 |
|
S4 |
146-08 |
147-30 |
153-11 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
154-31 |
152-20 |
2-11 |
1.5% |
0-28 |
0.6% |
69% |
False |
False |
188,946 |
10 |
154-31 |
151-20 |
3-11 |
2.2% |
0-31 |
0.6% |
79% |
False |
False |
214,646 |
20 |
157-08 |
151-18 |
5-22 |
3.7% |
1-02 |
0.7% |
47% |
False |
False |
248,690 |
40 |
157-08 |
151-18 |
5-22 |
3.7% |
1-00 |
0.6% |
47% |
False |
False |
253,407 |
60 |
157-08 |
149-00 |
8-08 |
5.3% |
0-31 |
0.6% |
64% |
False |
False |
181,393 |
80 |
157-08 |
149-00 |
8-08 |
5.3% |
1-00 |
0.6% |
64% |
False |
False |
136,063 |
100 |
157-08 |
144-24 |
12-16 |
8.1% |
0-28 |
0.6% |
76% |
False |
False |
108,852 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
157-25 |
2.618 |
156-21 |
1.618 |
155-31 |
1.000 |
155-17 |
0.618 |
155-09 |
HIGH |
154-27 |
0.618 |
154-19 |
0.500 |
154-16 |
0.382 |
154-13 |
LOW |
154-05 |
0.618 |
153-23 |
1.000 |
153-15 |
1.618 |
153-01 |
2.618 |
152-11 |
4.250 |
151-08 |
|
|
Fisher Pivots for day following 24-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
154-16 |
154-12 |
PP |
154-13 |
154-11 |
S1 |
154-11 |
154-09 |
|