ECBOT 30 Year Treasury Bond Future September 2017
| Trading Metrics calculated at close of trading on 26-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2017 |
26-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
154-06 |
152-16 |
-1-22 |
-1.1% |
152-13 |
| High |
154-11 |
153-10 |
-1-01 |
-0.7% |
154-31 |
| Low |
152-15 |
152-08 |
-0-07 |
-0.1% |
152-12 |
| Close |
152-20 |
153-05 |
0-17 |
0.3% |
154-25 |
| Range |
1-28 |
1-02 |
-0-26 |
-43.3% |
2-19 |
| ATR |
1-01 |
1-01 |
0-00 |
0.1% |
0-00 |
| Volume |
264,309 |
269,563 |
5,254 |
2.0% |
971,169 |
|
| Daily Pivots for day following 26-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-03 |
155-22 |
153-24 |
|
| R3 |
155-01 |
154-20 |
153-14 |
|
| R2 |
153-31 |
153-31 |
153-11 |
|
| R1 |
153-18 |
153-18 |
153-08 |
153-25 |
| PP |
152-29 |
152-29 |
152-29 |
153-00 |
| S1 |
152-16 |
152-16 |
153-02 |
152-23 |
| S2 |
151-27 |
151-27 |
152-31 |
|
| S3 |
150-25 |
151-14 |
152-28 |
|
| S4 |
149-23 |
150-12 |
152-18 |
|
|
| 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 |
152-08 |
2-23 |
1.8% |
1-03 |
0.7% |
33% |
False |
True |
218,374 |
| 10 |
154-31 |
151-28 |
3-03 |
2.0% |
1-03 |
0.7% |
41% |
False |
False |
216,996 |
| 20 |
155-22 |
151-18 |
4-04 |
2.7% |
1-02 |
0.7% |
39% |
False |
False |
247,969 |
| 40 |
157-08 |
151-18 |
5-22 |
3.7% |
1-01 |
0.7% |
28% |
False |
False |
254,800 |
| 60 |
157-08 |
149-00 |
8-08 |
5.4% |
1-00 |
0.6% |
50% |
False |
False |
190,271 |
| 80 |
157-08 |
149-00 |
8-08 |
5.4% |
1-00 |
0.7% |
50% |
False |
False |
142,737 |
| 100 |
157-08 |
144-24 |
12-16 |
8.2% |
0-29 |
0.6% |
67% |
False |
False |
114,190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
157-26 |
|
2.618 |
156-03 |
|
1.618 |
155-01 |
|
1.000 |
154-12 |
|
0.618 |
153-31 |
|
HIGH |
153-10 |
|
0.618 |
152-29 |
|
0.500 |
152-25 |
|
0.382 |
152-21 |
|
LOW |
152-08 |
|
0.618 |
151-19 |
|
1.000 |
151-06 |
|
1.618 |
150-17 |
|
2.618 |
149-15 |
|
4.250 |
147-24 |
|
|
| Fisher Pivots for day following 26-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
153-01 |
153-18 |
| PP |
152-29 |
153-13 |
| S1 |
152-25 |
153-09 |
|