ECBOT 30 Year Treasury Bond Future December 2017
Trading Metrics calculated at close of trading on 01-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2017 |
01-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
151-31 |
151-19 |
-0-12 |
-0.2% |
153-09 |
High |
152-07 |
152-26 |
0-19 |
0.4% |
153-17 |
Low |
151-15 |
151-00 |
-0-15 |
-0.3% |
150-28 |
Close |
151-23 |
152-25 |
1-02 |
0.7% |
151-30 |
Range |
0-24 |
1-26 |
1-02 |
141.7% |
2-21 |
ATR |
0-30 |
1-00 |
0-02 |
6.9% |
0-00 |
Volume |
635 |
919 |
284 |
44.7% |
874 |
|
Daily Pivots for day following 01-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
157-20 |
157-01 |
153-25 |
|
R3 |
155-26 |
155-07 |
153-09 |
|
R2 |
154-00 |
154-00 |
153-04 |
|
R1 |
153-13 |
153-13 |
152-30 |
153-23 |
PP |
152-06 |
152-06 |
152-06 |
152-11 |
S1 |
151-19 |
151-19 |
152-20 |
151-29 |
S2 |
150-12 |
150-12 |
152-14 |
|
S3 |
148-18 |
149-25 |
152-09 |
|
S4 |
146-24 |
147-31 |
151-25 |
|
|
Weekly Pivots for week ending 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160-03 |
158-21 |
153-13 |
|
R3 |
157-14 |
156-00 |
152-21 |
|
R2 |
154-25 |
154-25 |
152-14 |
|
R1 |
153-11 |
153-11 |
152-06 |
152-24 |
PP |
152-04 |
152-04 |
152-04 |
151-26 |
S1 |
150-22 |
150-22 |
151-22 |
150-02 |
S2 |
149-15 |
149-15 |
151-14 |
|
S3 |
146-26 |
148-01 |
151-07 |
|
S4 |
144-05 |
145-12 |
150-15 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
160-16 |
2.618 |
157-18 |
1.618 |
155-24 |
1.000 |
154-20 |
0.618 |
153-30 |
HIGH |
152-26 |
0.618 |
152-04 |
0.500 |
151-29 |
0.382 |
151-22 |
LOW |
151-00 |
0.618 |
149-28 |
1.000 |
149-06 |
1.618 |
148-02 |
2.618 |
146-08 |
4.250 |
143-10 |
|
|
Fisher Pivots for day following 01-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
152-16 |
152-15 |
PP |
152-06 |
152-05 |
S1 |
151-29 |
151-27 |
|