ECBOT 30 Year Treasury Bond Future September 2017
| Trading Metrics calculated at close of trading on 17-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2017 |
17-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
154-07 |
155-02 |
0-27 |
0.5% |
154-04 |
| High |
155-06 |
156-00 |
0-26 |
0.5% |
155-29 |
| Low |
153-26 |
154-18 |
0-24 |
0.5% |
153-17 |
| Close |
155-02 |
155-22 |
0-20 |
0.4% |
155-15 |
| Range |
1-12 |
1-14 |
0-02 |
4.5% |
2-12 |
| ATR |
1-05 |
1-05 |
0-01 |
1.8% |
0-00 |
| Volume |
224,624 |
277,347 |
52,723 |
23.5% |
1,135,748 |
|
| Daily Pivots for day following 17-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-23 |
159-05 |
156-15 |
|
| R3 |
158-09 |
157-23 |
156-03 |
|
| R2 |
156-27 |
156-27 |
155-30 |
|
| R1 |
156-09 |
156-09 |
155-26 |
156-18 |
| PP |
155-13 |
155-13 |
155-13 |
155-18 |
| S1 |
154-27 |
154-27 |
155-18 |
155-04 |
| S2 |
153-31 |
153-31 |
155-14 |
|
| S3 |
152-17 |
153-13 |
155-09 |
|
| S4 |
151-03 |
151-31 |
154-29 |
|
|
| 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 |
156-00 |
153-24 |
2-08 |
1.4% |
1-07 |
0.8% |
86% |
True |
False |
245,514 |
| 10 |
156-00 |
153-17 |
2-15 |
1.6% |
1-05 |
0.7% |
87% |
True |
False |
233,522 |
| 20 |
156-00 |
152-03 |
3-29 |
2.5% |
1-06 |
0.8% |
92% |
True |
False |
237,190 |
| 40 |
157-08 |
151-18 |
5-22 |
3.7% |
1-03 |
0.7% |
73% |
False |
False |
244,676 |
| 60 |
157-08 |
151-18 |
5-22 |
3.7% |
1-02 |
0.7% |
73% |
False |
False |
250,510 |
| 80 |
157-08 |
149-00 |
8-08 |
5.3% |
1-01 |
0.7% |
81% |
False |
False |
191,457 |
| 100 |
157-08 |
149-00 |
8-08 |
5.3% |
1-01 |
0.7% |
81% |
False |
False |
153,178 |
| 120 |
157-08 |
144-24 |
12-16 |
8.0% |
0-29 |
0.6% |
88% |
False |
False |
127,649 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
162-04 |
|
2.618 |
159-24 |
|
1.618 |
158-10 |
|
1.000 |
157-14 |
|
0.618 |
156-28 |
|
HIGH |
156-00 |
|
0.618 |
155-14 |
|
0.500 |
155-09 |
|
0.382 |
155-04 |
|
LOW |
154-18 |
|
0.618 |
153-22 |
|
1.000 |
153-04 |
|
1.618 |
152-08 |
|
2.618 |
150-26 |
|
4.250 |
148-14 |
|
|
| Fisher Pivots for day following 17-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
155-18 |
155-13 |
| PP |
155-13 |
155-05 |
| S1 |
155-09 |
154-28 |
|