ECBOT 30 Year Treasury Bond Future December 2017
Trading Metrics calculated at close of trading on 10-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2017 |
10-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
152-31 |
153-12 |
0-13 |
0.3% |
151-31 |
High |
154-00 |
154-09 |
0-09 |
0.2% |
154-02 |
Low |
152-31 |
153-05 |
0-06 |
0.1% |
151-00 |
Close |
153-15 |
154-03 |
0-20 |
0.4% |
152-28 |
Range |
1-01 |
1-04 |
0-03 |
9.1% |
3-02 |
ATR |
1-01 |
1-02 |
0-00 |
0.5% |
0-00 |
Volume |
1,453 |
5,298 |
3,845 |
264.6% |
3,954 |
|
Daily Pivots for day following 10-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
157-07 |
156-25 |
154-23 |
|
R3 |
156-03 |
155-21 |
154-13 |
|
R2 |
154-31 |
154-31 |
154-10 |
|
R1 |
154-17 |
154-17 |
154-06 |
154-24 |
PP |
153-27 |
153-27 |
153-27 |
153-31 |
S1 |
153-13 |
153-13 |
154-00 |
153-20 |
S2 |
152-23 |
152-23 |
153-28 |
|
S3 |
151-19 |
152-09 |
153-25 |
|
S4 |
150-15 |
151-05 |
153-15 |
|
|
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 |
159-02 |
2.618 |
157-07 |
1.618 |
156-03 |
1.000 |
155-13 |
0.618 |
154-31 |
HIGH |
154-09 |
0.618 |
153-27 |
0.500 |
153-23 |
0.382 |
153-19 |
LOW |
153-05 |
0.618 |
152-15 |
1.000 |
152-01 |
1.618 |
151-11 |
2.618 |
150-07 |
4.250 |
148-12 |
|
|
Fisher Pivots for day following 10-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
153-31 |
153-26 |
PP |
153-27 |
153-18 |
S1 |
153-23 |
153-09 |
|