ECBOT 30 Year Treasury Bond Future December 2017
| Trading Metrics calculated at close of trading on 07-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2017 |
07-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
153-31 |
152-24 |
-1-07 |
-0.8% |
151-31 |
| High |
154-02 |
153-07 |
-0-27 |
-0.5% |
154-02 |
| Low |
152-16 |
152-21 |
0-05 |
0.1% |
151-00 |
| Close |
152-28 |
153-03 |
0-07 |
0.1% |
152-28 |
| Range |
1-18 |
0-18 |
-1-00 |
-64.0% |
3-02 |
| ATR |
1-02 |
1-00 |
-0-01 |
-3.3% |
0-00 |
| Volume |
823 |
298 |
-525 |
-63.8% |
3,954 |
|
| Daily Pivots for day following 07-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-22 |
154-14 |
153-13 |
|
| R3 |
154-04 |
153-28 |
153-08 |
|
| R2 |
153-18 |
153-18 |
153-06 |
|
| R1 |
153-10 |
153-10 |
153-05 |
153-14 |
| PP |
153-00 |
153-00 |
153-00 |
153-02 |
| S1 |
152-24 |
152-24 |
153-01 |
152-28 |
| S2 |
152-14 |
152-14 |
153-00 |
|
| S3 |
151-28 |
152-06 |
152-30 |
|
| S4 |
151-10 |
151-20 |
152-25 |
|
|
| Weekly Pivots for week ending 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-27 |
160-13 |
154-18 |
|
| R3 |
158-25 |
157-11 |
153-23 |
|
| R2 |
155-23 |
155-23 |
153-14 |
|
| R1 |
154-09 |
154-09 |
153-05 |
155-00 |
| PP |
152-21 |
152-21 |
152-21 |
153-00 |
| S1 |
151-07 |
151-07 |
152-19 |
151-30 |
| S2 |
149-19 |
149-19 |
152-10 |
|
| S3 |
146-17 |
148-05 |
152-01 |
|
| S4 |
143-15 |
145-03 |
151-06 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155-20 |
|
2.618 |
154-22 |
|
1.618 |
154-04 |
|
1.000 |
153-25 |
|
0.618 |
153-18 |
|
HIGH |
153-07 |
|
0.618 |
153-00 |
|
0.500 |
152-30 |
|
0.382 |
152-28 |
|
LOW |
152-21 |
|
0.618 |
152-10 |
|
1.000 |
152-03 |
|
1.618 |
151-24 |
|
2.618 |
151-06 |
|
4.250 |
150-09 |
|
|
| Fisher Pivots for day following 07-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
153-01 |
153-09 |
| PP |
153-00 |
153-07 |
| S1 |
152-30 |
153-05 |
|