ECBOT 30 Year Treasury Bond Future September 2017
| Trading Metrics calculated at close of trading on 08-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2017 |
08-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
154-04 |
154-13 |
0-09 |
0.2% |
153-05 |
| High |
154-15 |
154-16 |
0-01 |
0.0% |
155-10 |
| Low |
153-28 |
153-17 |
-0-11 |
-0.2% |
152-09 |
| Close |
154-10 |
153-23 |
-0-19 |
-0.4% |
154-03 |
| Range |
0-19 |
0-31 |
0-12 |
63.1% |
3-01 |
| ATR |
1-04 |
1-03 |
0-00 |
-0.9% |
0-00 |
| Volume |
132,288 |
191,350 |
59,062 |
44.6% |
1,257,708 |
|
| Daily Pivots for day following 08-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-26 |
156-08 |
154-08 |
|
| R3 |
155-27 |
155-09 |
154-00 |
|
| R2 |
154-28 |
154-28 |
153-29 |
|
| R1 |
154-10 |
154-10 |
153-26 |
154-04 |
| PP |
153-29 |
153-29 |
153-29 |
153-26 |
| S1 |
153-11 |
153-11 |
153-20 |
153-05 |
| S2 |
152-30 |
152-30 |
153-17 |
|
| S3 |
151-31 |
152-12 |
153-14 |
|
| S4 |
151-00 |
151-13 |
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 |
153-17 |
1-25 |
1.2% |
1-03 |
0.7% |
11% |
False |
True |
212,681 |
| 10 |
155-10 |
152-03 |
3-07 |
2.1% |
1-05 |
0.8% |
50% |
False |
False |
240,319 |
| 20 |
155-10 |
151-28 |
3-14 |
2.2% |
1-04 |
0.7% |
54% |
False |
False |
229,138 |
| 40 |
157-08 |
151-18 |
5-22 |
3.7% |
1-02 |
0.7% |
38% |
False |
False |
249,026 |
| 60 |
157-08 |
149-22 |
7-18 |
4.9% |
1-01 |
0.7% |
53% |
False |
False |
225,690 |
| 80 |
157-08 |
149-00 |
8-08 |
5.4% |
1-01 |
0.7% |
57% |
False |
False |
169,402 |
| 100 |
157-08 |
147-09 |
9-31 |
6.5% |
1-00 |
0.6% |
65% |
False |
False |
135,527 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158-20 |
|
2.618 |
157-01 |
|
1.618 |
156-02 |
|
1.000 |
155-15 |
|
0.618 |
155-03 |
|
HIGH |
154-16 |
|
0.618 |
154-04 |
|
0.500 |
154-01 |
|
0.382 |
153-29 |
|
LOW |
153-17 |
|
0.618 |
152-30 |
|
1.000 |
152-18 |
|
1.618 |
151-31 |
|
2.618 |
151-00 |
|
4.250 |
149-13 |
|
|
| Fisher Pivots for day following 08-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
154-01 |
154-14 |
| PP |
153-29 |
154-06 |
| S1 |
153-26 |
153-31 |
|