ECBOT 30 Year Treasury Bond Future September 2017
| Trading Metrics calculated at close of trading on 11-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2017 |
11-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
154-20 |
155-17 |
0-29 |
0.6% |
154-04 |
| High |
155-19 |
155-29 |
0-10 |
0.2% |
155-29 |
| Low |
154-13 |
154-23 |
0-10 |
0.2% |
153-17 |
| Close |
155-11 |
155-15 |
0-04 |
0.1% |
155-15 |
| Range |
1-06 |
1-06 |
0-00 |
0.0% |
2-12 |
| ATR |
1-04 |
1-05 |
0-00 |
0.3% |
0-00 |
| Volume |
283,528 |
274,473 |
-9,055 |
-3.2% |
1,135,748 |
|
| Daily Pivots for day following 11-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-30 |
158-12 |
156-04 |
|
| R3 |
157-24 |
157-06 |
155-25 |
|
| R2 |
156-18 |
156-18 |
155-22 |
|
| R1 |
156-00 |
156-00 |
155-18 |
155-22 |
| PP |
155-12 |
155-12 |
155-12 |
155-07 |
| S1 |
154-26 |
154-26 |
155-12 |
154-16 |
| S2 |
154-06 |
154-06 |
155-08 |
|
| S3 |
153-00 |
153-20 |
155-05 |
|
| S4 |
151-26 |
152-14 |
154-26 |
|
|
| Weekly Pivots for week ending 11-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-03 |
161-05 |
156-25 |
|
| R3 |
159-23 |
158-25 |
156-04 |
|
| R2 |
157-11 |
157-11 |
155-29 |
|
| R1 |
156-13 |
156-13 |
155-22 |
156-28 |
| PP |
154-31 |
154-31 |
154-31 |
155-07 |
| S1 |
154-01 |
154-01 |
155-08 |
154-16 |
| S2 |
152-19 |
152-19 |
155-01 |
|
| S3 |
150-07 |
151-21 |
154-26 |
|
| S4 |
147-27 |
149-09 |
154-05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
155-29 |
153-17 |
2-12 |
1.5% |
1-00 |
0.6% |
82% |
True |
False |
227,149 |
| 10 |
155-29 |
152-09 |
3-20 |
2.3% |
1-05 |
0.7% |
88% |
True |
False |
239,345 |
| 20 |
155-29 |
152-03 |
3-26 |
2.5% |
1-03 |
0.7% |
89% |
True |
False |
229,482 |
| 40 |
157-08 |
151-18 |
5-22 |
3.7% |
1-02 |
0.7% |
69% |
False |
False |
244,624 |
| 60 |
157-08 |
151-18 |
5-22 |
3.7% |
1-01 |
0.7% |
69% |
False |
False |
238,790 |
| 80 |
157-08 |
149-00 |
8-08 |
5.3% |
1-01 |
0.7% |
78% |
False |
False |
179,550 |
| 100 |
157-08 |
149-00 |
8-08 |
5.3% |
1-01 |
0.7% |
78% |
False |
False |
143,648 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
160-31 |
|
2.618 |
159-00 |
|
1.618 |
157-26 |
|
1.000 |
157-03 |
|
0.618 |
156-20 |
|
HIGH |
155-29 |
|
0.618 |
155-14 |
|
0.500 |
155-10 |
|
0.382 |
155-06 |
|
LOW |
154-23 |
|
0.618 |
154-00 |
|
1.000 |
153-17 |
|
1.618 |
152-26 |
|
2.618 |
151-20 |
|
4.250 |
149-22 |
|
|
| Fisher Pivots for day following 11-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
155-13 |
155-10 |
| PP |
155-12 |
155-06 |
| S1 |
155-10 |
155-01 |
|