ECBOT 30 Year Treasury Bond Future September 2017
| Trading Metrics calculated at close of trading on 18-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2017 |
18-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
155-02 |
155-28 |
0-26 |
0.5% |
155-13 |
| High |
156-00 |
156-12 |
0-12 |
0.2% |
156-12 |
| Low |
154-18 |
155-16 |
0-30 |
0.6% |
153-24 |
| Close |
155-22 |
155-27 |
0-05 |
0.1% |
155-27 |
| Range |
1-14 |
0-28 |
-0-18 |
-39.1% |
2-20 |
| ATR |
1-05 |
1-05 |
-0-01 |
-1.8% |
0-00 |
| Volume |
277,347 |
268,604 |
-8,743 |
-3.2% |
1,221,702 |
|
| Daily Pivots for day following 18-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-17 |
158-02 |
156-10 |
|
| R3 |
157-21 |
157-06 |
156-03 |
|
| R2 |
156-25 |
156-25 |
156-00 |
|
| R1 |
156-10 |
156-10 |
155-30 |
156-04 |
| PP |
155-29 |
155-29 |
155-29 |
155-26 |
| S1 |
155-14 |
155-14 |
155-24 |
155-08 |
| S2 |
155-01 |
155-01 |
155-22 |
|
| S3 |
154-05 |
154-18 |
155-19 |
|
| S4 |
153-09 |
153-22 |
155-12 |
|
|
| Weekly Pivots for week ending 18-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163-06 |
162-05 |
157-09 |
|
| R3 |
160-18 |
159-17 |
156-18 |
|
| R2 |
157-30 |
157-30 |
156-10 |
|
| R1 |
156-29 |
156-29 |
156-03 |
157-14 |
| PP |
155-10 |
155-10 |
155-10 |
155-19 |
| S1 |
154-09 |
154-09 |
155-19 |
154-26 |
| S2 |
152-22 |
152-22 |
155-12 |
|
| S3 |
150-02 |
151-21 |
155-04 |
|
| S4 |
147-14 |
149-01 |
154-13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
156-12 |
153-24 |
2-20 |
1.7% |
1-05 |
0.7% |
80% |
True |
False |
244,340 |
| 10 |
156-12 |
153-17 |
2-27 |
1.8% |
1-03 |
0.7% |
81% |
True |
False |
235,745 |
| 20 |
156-12 |
152-03 |
4-09 |
2.7% |
1-06 |
0.8% |
88% |
True |
False |
242,008 |
| 40 |
157-08 |
151-18 |
5-22 |
3.6% |
1-04 |
0.7% |
75% |
False |
False |
246,276 |
| 60 |
157-08 |
151-18 |
5-22 |
3.6% |
1-02 |
0.7% |
75% |
False |
False |
251,964 |
| 80 |
157-08 |
149-00 |
8-08 |
5.3% |
1-01 |
0.7% |
83% |
False |
False |
194,814 |
| 100 |
157-08 |
149-00 |
8-08 |
5.3% |
1-01 |
0.7% |
83% |
False |
False |
155,864 |
| 120 |
157-08 |
144-24 |
12-16 |
8.0% |
0-29 |
0.6% |
89% |
False |
False |
129,887 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
160-03 |
|
2.618 |
158-21 |
|
1.618 |
157-25 |
|
1.000 |
157-08 |
|
0.618 |
156-29 |
|
HIGH |
156-12 |
|
0.618 |
156-01 |
|
0.500 |
155-30 |
|
0.382 |
155-27 |
|
LOW |
155-16 |
|
0.618 |
154-31 |
|
1.000 |
154-20 |
|
1.618 |
154-03 |
|
2.618 |
153-07 |
|
4.250 |
151-25 |
|
|
| Fisher Pivots for day following 18-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
155-30 |
155-19 |
| PP |
155-29 |
155-11 |
| S1 |
155-28 |
155-03 |
|