ECBOT 30 Year Treasury Bond Future September 2017
| Trading Metrics calculated at close of trading on 01-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2017 |
01-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
153-05 |
152-30 |
-0-07 |
-0.1% |
154-20 |
| High |
153-16 |
154-03 |
0-19 |
0.4% |
154-27 |
| Low |
152-21 |
152-09 |
-0-12 |
-0.2% |
152-03 |
| Close |
152-31 |
154-01 |
1-02 |
0.7% |
153-06 |
| Range |
0-27 |
1-26 |
0-31 |
114.8% |
2-24 |
| ATR |
1-02 |
1-03 |
0-02 |
5.2% |
0-00 |
| Volume |
202,613 |
315,326 |
112,713 |
55.6% |
1,225,020 |
|
| Daily Pivots for day following 01-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-29 |
158-09 |
155-01 |
|
| R3 |
157-03 |
156-15 |
154-17 |
|
| R2 |
155-09 |
155-09 |
154-12 |
|
| R1 |
154-21 |
154-21 |
154-06 |
154-31 |
| PP |
153-15 |
153-15 |
153-15 |
153-20 |
| S1 |
152-27 |
152-27 |
153-28 |
153-05 |
| S2 |
151-21 |
151-21 |
153-22 |
|
| S3 |
149-27 |
151-01 |
153-17 |
|
| S4 |
148-01 |
149-07 |
153-01 |
|
|
| Weekly Pivots for week ending 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-20 |
160-05 |
154-22 |
|
| R3 |
158-28 |
157-13 |
153-30 |
|
| R2 |
156-04 |
156-04 |
153-22 |
|
| R1 |
154-21 |
154-21 |
153-14 |
154-01 |
| PP |
153-12 |
153-12 |
153-12 |
153-02 |
| S1 |
151-29 |
151-29 |
152-30 |
151-09 |
| S2 |
150-20 |
150-20 |
152-22 |
|
| S3 |
147-28 |
149-05 |
152-14 |
|
| S4 |
145-04 |
146-13 |
151-22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
154-03 |
152-03 |
2-00 |
1.3% |
1-07 |
0.8% |
97% |
True |
False |
267,957 |
| 10 |
154-31 |
152-03 |
2-28 |
1.9% |
1-03 |
0.7% |
67% |
False |
False |
232,623 |
| 20 |
154-31 |
151-18 |
3-13 |
2.2% |
1-03 |
0.7% |
72% |
False |
False |
240,306 |
| 40 |
157-08 |
151-18 |
5-22 |
3.7% |
1-02 |
0.7% |
43% |
False |
False |
254,898 |
| 60 |
157-08 |
149-00 |
8-08 |
5.4% |
1-00 |
0.7% |
61% |
False |
False |
208,062 |
| 80 |
157-08 |
149-00 |
8-08 |
5.4% |
1-01 |
0.7% |
61% |
False |
False |
156,113 |
| 100 |
157-08 |
144-24 |
12-16 |
8.1% |
0-30 |
0.6% |
74% |
False |
False |
124,892 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
161-26 |
|
2.618 |
158-27 |
|
1.618 |
157-01 |
|
1.000 |
155-29 |
|
0.618 |
155-07 |
|
HIGH |
154-03 |
|
0.618 |
153-13 |
|
0.500 |
153-06 |
|
0.382 |
152-31 |
|
LOW |
152-09 |
|
0.618 |
151-05 |
|
1.000 |
150-15 |
|
1.618 |
149-11 |
|
2.618 |
147-17 |
|
4.250 |
144-19 |
|
|
| Fisher Pivots for day following 01-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
153-24 |
153-23 |
| PP |
153-15 |
153-13 |
| S1 |
153-06 |
153-03 |
|