ECBOT 30 Year Treasury Bond Future December 2017
Trading Metrics calculated at close of trading on 03-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2017 |
03-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
152-15 |
152-31 |
0-16 |
0.3% |
153-09 |
High |
153-10 |
154-01 |
0-23 |
0.5% |
153-17 |
Low |
152-09 |
152-24 |
0-15 |
0.3% |
150-28 |
Close |
152-31 |
153-25 |
0-26 |
0.5% |
151-30 |
Range |
1-01 |
1-09 |
0-08 |
24.3% |
2-21 |
ATR |
1-00 |
1-00 |
0-01 |
2.1% |
0-00 |
Volume |
590 |
987 |
397 |
67.3% |
874 |
|
Daily Pivots for day following 03-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
157-12 |
156-27 |
154-16 |
|
R3 |
156-03 |
155-18 |
154-04 |
|
R2 |
154-26 |
154-26 |
154-01 |
|
R1 |
154-09 |
154-09 |
153-29 |
154-18 |
PP |
153-17 |
153-17 |
153-17 |
153-21 |
S1 |
153-00 |
153-00 |
153-21 |
153-09 |
S2 |
152-08 |
152-08 |
153-17 |
|
S3 |
150-31 |
151-23 |
153-14 |
|
S4 |
149-22 |
150-14 |
153-02 |
|
|
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 |
159-15 |
2.618 |
157-12 |
1.618 |
156-03 |
1.000 |
155-10 |
0.618 |
154-26 |
HIGH |
154-01 |
0.618 |
153-17 |
0.500 |
153-13 |
0.382 |
153-08 |
LOW |
152-24 |
0.618 |
151-31 |
1.000 |
151-15 |
1.618 |
150-22 |
2.618 |
149-13 |
4.250 |
147-10 |
|
|
Fisher Pivots for day following 03-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
153-21 |
153-12 |
PP |
153-17 |
152-30 |
S1 |
153-13 |
152-17 |
|