ECBOT 30 Year Treasury Bond Future September 2017
| Trading Metrics calculated at close of trading on 04-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2017 |
04-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
153-31 |
155-04 |
1-05 |
0.8% |
153-05 |
| High |
155-09 |
155-10 |
0-01 |
0.0% |
155-10 |
| Low |
153-31 |
153-22 |
-0-09 |
-0.2% |
152-09 |
| Close |
155-00 |
154-03 |
-0-29 |
-0.6% |
154-03 |
| Range |
1-10 |
1-20 |
0-10 |
23.8% |
3-01 |
| ATR |
1-04 |
1-05 |
0-01 |
3.2% |
0-00 |
| Volume |
217,511 |
246,375 |
28,864 |
13.3% |
1,257,708 |
|
| Daily Pivots for day following 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-08 |
158-09 |
155-00 |
|
| R3 |
157-20 |
156-21 |
154-17 |
|
| R2 |
156-00 |
156-00 |
154-13 |
|
| R1 |
155-01 |
155-01 |
154-08 |
154-23 |
| PP |
154-12 |
154-12 |
154-12 |
154-06 |
| S1 |
153-13 |
153-13 |
153-30 |
153-03 |
| S2 |
152-24 |
152-24 |
153-25 |
|
| S3 |
151-04 |
151-25 |
153-21 |
|
| S4 |
149-16 |
150-05 |
153-06 |
|
|
| Weekly Pivots for week ending 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163-00 |
161-18 |
155-24 |
|
| R3 |
159-31 |
158-17 |
154-30 |
|
| R2 |
156-30 |
156-30 |
154-21 |
|
| R1 |
155-16 |
155-16 |
154-12 |
156-07 |
| PP |
153-29 |
153-29 |
153-29 |
154-08 |
| S1 |
152-15 |
152-15 |
153-26 |
153-06 |
| S2 |
150-28 |
150-28 |
153-17 |
|
| S3 |
147-27 |
149-14 |
153-08 |
|
| S4 |
144-26 |
146-13 |
152-14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
155-10 |
152-09 |
3-01 |
2.0% |
1-10 |
0.9% |
60% |
True |
False |
251,541 |
| 10 |
155-10 |
152-03 |
3-07 |
2.1% |
1-09 |
0.8% |
62% |
True |
False |
248,272 |
| 20 |
155-10 |
151-20 |
3-22 |
2.4% |
1-04 |
0.7% |
67% |
True |
False |
233,842 |
| 40 |
157-08 |
151-18 |
5-22 |
3.7% |
1-03 |
0.7% |
45% |
False |
False |
252,926 |
| 60 |
157-08 |
149-00 |
8-08 |
5.4% |
1-01 |
0.7% |
62% |
False |
False |
220,343 |
| 80 |
157-08 |
149-00 |
8-08 |
5.4% |
1-01 |
0.7% |
62% |
False |
False |
165,359 |
| 100 |
157-08 |
146-23 |
10-17 |
6.8% |
0-31 |
0.6% |
70% |
False |
False |
132,290 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
162-07 |
|
2.618 |
159-18 |
|
1.618 |
157-30 |
|
1.000 |
156-30 |
|
0.618 |
156-10 |
|
HIGH |
155-10 |
|
0.618 |
154-22 |
|
0.500 |
154-16 |
|
0.382 |
154-10 |
|
LOW |
153-22 |
|
0.618 |
152-22 |
|
1.000 |
152-02 |
|
1.618 |
151-02 |
|
2.618 |
149-14 |
|
4.250 |
146-25 |
|
|
| Fisher Pivots for day following 04-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
154-16 |
154-14 |
| PP |
154-12 |
154-10 |
| S1 |
154-07 |
154-07 |
|