ECBOT 30 Year Treasury Bond Future September 2017
| Trading Metrics calculated at close of trading on 16-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2017 |
16-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
155-05 |
154-07 |
-0-30 |
-0.6% |
154-04 |
| High |
155-06 |
155-06 |
0-00 |
0.0% |
155-29 |
| Low |
153-24 |
153-26 |
0-02 |
0.0% |
153-17 |
| Close |
154-13 |
155-02 |
0-21 |
0.4% |
155-15 |
| Range |
1-14 |
1-12 |
-0-02 |
-4.3% |
2-12 |
| ATR |
1-04 |
1-05 |
0-01 |
1.5% |
0-00 |
| Volume |
259,862 |
224,624 |
-35,238 |
-13.6% |
1,135,748 |
|
| Daily Pivots for day following 16-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-26 |
158-10 |
155-26 |
|
| R3 |
157-14 |
156-30 |
155-14 |
|
| R2 |
156-02 |
156-02 |
155-10 |
|
| R1 |
155-18 |
155-18 |
155-06 |
155-26 |
| PP |
154-22 |
154-22 |
154-22 |
154-26 |
| S1 |
154-06 |
154-06 |
154-30 |
154-14 |
| S2 |
153-10 |
153-10 |
154-26 |
|
| S3 |
151-30 |
152-26 |
154-22 |
|
| S4 |
150-18 |
151-14 |
154-10 |
|
|
| 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 |
153-24 |
2-05 |
1.4% |
1-05 |
0.8% |
61% |
False |
False |
246,750 |
| 10 |
155-29 |
153-17 |
2-12 |
1.5% |
1-05 |
0.7% |
64% |
False |
False |
227,538 |
| 20 |
155-29 |
152-03 |
3-26 |
2.5% |
1-05 |
0.7% |
78% |
False |
False |
235,668 |
| 40 |
157-08 |
151-18 |
5-22 |
3.7% |
1-03 |
0.7% |
62% |
False |
False |
244,443 |
| 60 |
157-08 |
151-18 |
5-22 |
3.7% |
1-02 |
0.7% |
62% |
False |
False |
248,939 |
| 80 |
157-08 |
149-00 |
8-08 |
5.3% |
1-01 |
0.7% |
73% |
False |
False |
187,992 |
| 100 |
157-08 |
149-00 |
8-08 |
5.3% |
1-01 |
0.7% |
73% |
False |
False |
150,405 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
161-01 |
|
2.618 |
158-25 |
|
1.618 |
157-13 |
|
1.000 |
156-18 |
|
0.618 |
156-01 |
|
HIGH |
155-06 |
|
0.618 |
154-21 |
|
0.500 |
154-16 |
|
0.382 |
154-11 |
|
LOW |
153-26 |
|
0.618 |
152-31 |
|
1.000 |
152-14 |
|
1.618 |
151-19 |
|
2.618 |
150-07 |
|
4.250 |
147-31 |
|
|
| Fisher Pivots for day following 16-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
154-28 |
154-29 |
| PP |
154-22 |
154-25 |
| S1 |
154-16 |
154-20 |
|