ECBOT 30 Year Treasury Bond Future September 2017
| Trading Metrics calculated at close of trading on 14-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2017 |
14-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
155-17 |
155-13 |
-0-04 |
-0.1% |
154-04 |
| High |
155-29 |
155-16 |
-0-13 |
-0.3% |
155-29 |
| Low |
154-23 |
154-27 |
0-04 |
0.1% |
153-17 |
| Close |
155-15 |
155-05 |
-0-10 |
-0.2% |
155-15 |
| Range |
1-06 |
0-21 |
-0-17 |
-44.7% |
2-12 |
| ATR |
1-05 |
1-03 |
-0-01 |
-3.0% |
0-00 |
| Volume |
274,473 |
191,265 |
-83,208 |
-30.3% |
1,135,748 |
|
| Daily Pivots for day following 14-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-04 |
156-26 |
155-17 |
|
| R3 |
156-15 |
156-05 |
155-11 |
|
| R2 |
155-26 |
155-26 |
155-09 |
|
| R1 |
155-16 |
155-16 |
155-07 |
155-11 |
| PP |
155-05 |
155-05 |
155-05 |
155-03 |
| S1 |
154-27 |
154-27 |
155-03 |
154-22 |
| S2 |
154-16 |
154-16 |
155-01 |
|
| S3 |
153-27 |
154-06 |
154-31 |
|
| S4 |
153-06 |
153-17 |
154-25 |
|
|
| 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% |
1-01 |
0.7% |
68% |
False |
False |
238,945 |
| 10 |
155-29 |
152-09 |
3-20 |
2.3% |
1-05 |
0.7% |
79% |
False |
False |
238,210 |
| 20 |
155-29 |
152-03 |
3-26 |
2.5% |
1-03 |
0.7% |
80% |
False |
False |
230,780 |
| 40 |
157-08 |
151-18 |
5-22 |
3.7% |
1-02 |
0.7% |
63% |
False |
False |
244,323 |
| 60 |
157-08 |
151-18 |
5-22 |
3.7% |
1-01 |
0.7% |
63% |
False |
False |
241,881 |
| 80 |
157-08 |
149-00 |
8-08 |
5.3% |
1-01 |
0.7% |
75% |
False |
False |
181,939 |
| 100 |
157-08 |
149-00 |
8-08 |
5.3% |
1-01 |
0.7% |
75% |
False |
False |
145,560 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158-09 |
|
2.618 |
157-07 |
|
1.618 |
156-18 |
|
1.000 |
156-05 |
|
0.618 |
155-29 |
|
HIGH |
155-16 |
|
0.618 |
155-08 |
|
0.500 |
155-06 |
|
0.382 |
155-03 |
|
LOW |
154-27 |
|
0.618 |
154-14 |
|
1.000 |
154-06 |
|
1.618 |
153-25 |
|
2.618 |
153-04 |
|
4.250 |
152-02 |
|
|
| Fisher Pivots for day following 14-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
155-06 |
155-05 |
| PP |
155-05 |
155-05 |
| S1 |
155-05 |
155-05 |
|