ECBOT 30 Year Treasury Bond Future September 2017
| Trading Metrics calculated at close of trading on 03-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2017 |
03-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
153-29 |
153-31 |
0-02 |
0.0% |
154-20 |
| High |
154-18 |
155-09 |
0-23 |
0.5% |
154-27 |
| Low |
153-17 |
153-31 |
0-14 |
0.3% |
152-03 |
| Close |
154-07 |
155-00 |
0-25 |
0.5% |
153-06 |
| Range |
1-01 |
1-10 |
0-09 |
27.3% |
2-24 |
| ATR |
1-03 |
1-04 |
0-00 |
1.4% |
0-00 |
| Volume |
275,883 |
217,511 |
-58,372 |
-21.2% |
1,225,020 |
|
| Daily Pivots for day following 03-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-22 |
158-05 |
155-23 |
|
| R3 |
157-12 |
156-27 |
155-12 |
|
| R2 |
156-02 |
156-02 |
155-08 |
|
| R1 |
155-17 |
155-17 |
155-04 |
155-26 |
| PP |
154-24 |
154-24 |
154-24 |
154-28 |
| S1 |
154-07 |
154-07 |
154-28 |
154-16 |
| S2 |
153-14 |
153-14 |
154-24 |
|
| S3 |
152-04 |
152-29 |
154-20 |
|
| S4 |
150-26 |
151-19 |
154-09 |
|
|
| 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 |
155-09 |
152-03 |
3-06 |
2.1% |
1-07 |
0.8% |
91% |
True |
False |
253,820 |
| 10 |
155-09 |
152-03 |
3-06 |
2.1% |
1-06 |
0.8% |
91% |
True |
False |
240,858 |
| 20 |
155-09 |
151-18 |
3-23 |
2.4% |
1-02 |
0.7% |
92% |
True |
False |
235,660 |
| 40 |
157-08 |
151-18 |
5-22 |
3.7% |
1-02 |
0.7% |
60% |
False |
False |
254,355 |
| 60 |
157-08 |
149-00 |
8-08 |
5.3% |
1-01 |
0.7% |
73% |
False |
False |
216,269 |
| 80 |
157-08 |
149-00 |
8-08 |
5.3% |
1-01 |
0.7% |
73% |
False |
False |
162,280 |
| 100 |
157-08 |
145-22 |
11-18 |
7.5% |
0-31 |
0.6% |
81% |
False |
False |
129,826 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
160-28 |
|
2.618 |
158-23 |
|
1.618 |
157-13 |
|
1.000 |
156-19 |
|
0.618 |
156-03 |
|
HIGH |
155-09 |
|
0.618 |
154-25 |
|
0.500 |
154-20 |
|
0.382 |
154-15 |
|
LOW |
153-31 |
|
0.618 |
153-05 |
|
1.000 |
152-21 |
|
1.618 |
151-27 |
|
2.618 |
150-17 |
|
4.250 |
148-13 |
|
|
| Fisher Pivots for day following 03-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
154-28 |
154-19 |
| PP |
154-24 |
154-06 |
| S1 |
154-20 |
153-25 |
|