ECBOT 30 Year Treasury Bond Future September 2017
| Trading Metrics calculated at close of trading on 31-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2017 |
31-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
157-01 |
157-04 |
0-03 |
0.1% |
155-24 |
| High |
157-08 |
157-16 |
0-08 |
0.2% |
156-24 |
| Low |
156-23 |
156-24 |
0-01 |
0.0% |
155-16 |
| Close |
156-29 |
157-12 |
0-15 |
0.3% |
156-17 |
| Range |
0-17 |
0-24 |
0-07 |
41.2% |
1-08 |
| ATR |
1-00 |
0-31 |
-0-01 |
-1.8% |
0-00 |
| Volume |
207,239 |
63,392 |
-143,847 |
-69.4% |
1,501,550 |
|
| Daily Pivots for day following 31-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-15 |
159-05 |
157-25 |
|
| R3 |
158-23 |
158-13 |
157-19 |
|
| R2 |
157-31 |
157-31 |
157-16 |
|
| R1 |
157-21 |
157-21 |
157-14 |
157-26 |
| PP |
157-07 |
157-07 |
157-07 |
157-09 |
| S1 |
156-29 |
156-29 |
157-10 |
157-02 |
| S2 |
156-15 |
156-15 |
157-08 |
|
| S3 |
155-23 |
156-05 |
157-05 |
|
| S4 |
154-31 |
155-13 |
156-31 |
|
|
| Weekly Pivots for week ending 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-00 |
159-17 |
157-07 |
|
| R3 |
158-24 |
158-09 |
156-28 |
|
| R2 |
157-16 |
157-16 |
156-24 |
|
| R1 |
157-01 |
157-01 |
156-21 |
157-09 |
| PP |
156-08 |
156-08 |
156-08 |
156-12 |
| S1 |
155-25 |
155-25 |
156-13 |
156-01 |
| S2 |
155-00 |
155-00 |
156-10 |
|
| S3 |
153-24 |
154-17 |
156-06 |
|
| S4 |
152-16 |
153-09 |
155-27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
158-04 |
155-29 |
2-07 |
1.4% |
0-26 |
0.5% |
66% |
False |
False |
307,014 |
| 10 |
158-04 |
155-16 |
2-20 |
1.7% |
0-26 |
0.5% |
71% |
False |
False |
282,793 |
| 20 |
158-04 |
153-17 |
4-19 |
2.9% |
0-31 |
0.6% |
84% |
False |
False |
258,157 |
| 40 |
158-04 |
151-18 |
6-18 |
4.2% |
1-01 |
0.7% |
89% |
False |
False |
246,909 |
| 60 |
158-04 |
151-18 |
6-18 |
4.2% |
1-01 |
0.7% |
89% |
False |
False |
255,622 |
| 80 |
158-04 |
149-00 |
9-04 |
5.8% |
1-00 |
0.6% |
92% |
False |
False |
226,741 |
| 100 |
158-04 |
149-00 |
9-04 |
5.8% |
1-00 |
0.6% |
92% |
False |
False |
181,455 |
| 120 |
158-04 |
145-22 |
12-14 |
7.9% |
0-31 |
0.6% |
94% |
False |
False |
151,215 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
160-22 |
|
2.618 |
159-15 |
|
1.618 |
158-23 |
|
1.000 |
158-08 |
|
0.618 |
157-31 |
|
HIGH |
157-16 |
|
0.618 |
157-07 |
|
0.500 |
157-04 |
|
0.382 |
157-01 |
|
LOW |
156-24 |
|
0.618 |
156-09 |
|
1.000 |
156-00 |
|
1.618 |
155-17 |
|
2.618 |
154-25 |
|
4.250 |
153-18 |
|
|
| Fisher Pivots for day following 31-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
157-09 |
157-14 |
| PP |
157-07 |
157-13 |
| S1 |
157-04 |
157-13 |
|