ECBOT 30 Year Treasury Bond Future December 2017
| Trading Metrics calculated at close of trading on 27-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2017 |
27-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
151-10 |
151-26 |
0-16 |
0.3% |
151-06 |
| High |
152-01 |
152-04 |
0-03 |
0.1% |
153-21 |
| Low |
151-01 |
150-28 |
-0-05 |
-0.1% |
151-05 |
| Close |
151-29 |
151-11 |
-0-18 |
-0.4% |
153-16 |
| Range |
1-00 |
1-08 |
0-08 |
25.0% |
2-16 |
| ATR |
0-29 |
0-30 |
0-01 |
2.8% |
0-00 |
| Volume |
197 |
88 |
-109 |
-55.3% |
912 |
|
| Daily Pivots for day following 27-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-06 |
154-17 |
152-01 |
|
| R3 |
153-30 |
153-09 |
151-22 |
|
| R2 |
152-22 |
152-22 |
151-18 |
|
| R1 |
152-01 |
152-01 |
151-15 |
151-24 |
| PP |
151-14 |
151-14 |
151-14 |
151-10 |
| S1 |
150-25 |
150-25 |
151-07 |
150-16 |
| S2 |
150-06 |
150-06 |
151-04 |
|
| S3 |
148-30 |
149-17 |
151-00 |
|
| S4 |
147-22 |
148-09 |
150-21 |
|
|
| Weekly Pivots for week ending 21-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-09 |
159-12 |
154-28 |
|
| R3 |
157-25 |
156-28 |
154-06 |
|
| R2 |
155-09 |
155-09 |
153-31 |
|
| R1 |
154-12 |
154-12 |
153-23 |
154-27 |
| PP |
152-25 |
152-25 |
152-25 |
153-00 |
| S1 |
151-28 |
151-28 |
153-09 |
152-11 |
| S2 |
150-09 |
150-09 |
153-01 |
|
| S3 |
147-25 |
149-12 |
152-26 |
|
| S4 |
145-09 |
146-28 |
152-04 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
157-14 |
|
2.618 |
155-13 |
|
1.618 |
154-05 |
|
1.000 |
153-12 |
|
0.618 |
152-29 |
|
HIGH |
152-04 |
|
0.618 |
151-21 |
|
0.500 |
151-16 |
|
0.382 |
151-11 |
|
LOW |
150-28 |
|
0.618 |
150-03 |
|
1.000 |
149-20 |
|
1.618 |
148-27 |
|
2.618 |
147-19 |
|
4.250 |
145-18 |
|
|
| Fisher Pivots for day following 27-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
151-16 |
151-31 |
| PP |
151-14 |
151-24 |
| S1 |
151-13 |
151-18 |
|