ECBOT 30 Year Treasury Bond Future December 2017
Trading Metrics calculated at close of trading on 15-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2017 |
15-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
154-04 |
153-28 |
-0-08 |
-0.2% |
152-24 |
High |
154-05 |
153-30 |
-0-07 |
-0.1% |
154-19 |
Low |
153-20 |
152-17 |
-1-03 |
-0.7% |
152-09 |
Close |
153-29 |
153-06 |
-0-23 |
-0.5% |
154-07 |
Range |
0-17 |
1-13 |
0-28 |
164.7% |
2-10 |
ATR |
1-01 |
1-02 |
0-01 |
2.7% |
0-00 |
Volume |
3,667 |
2,598 |
-1,069 |
-29.2% |
11,232 |
|
Daily Pivots for day following 15-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
157-14 |
156-23 |
153-31 |
|
R3 |
156-01 |
155-10 |
153-18 |
|
R2 |
154-20 |
154-20 |
153-14 |
|
R1 |
153-29 |
153-29 |
153-10 |
153-18 |
PP |
153-07 |
153-07 |
153-07 |
153-02 |
S1 |
152-16 |
152-16 |
153-02 |
152-05 |
S2 |
151-26 |
151-26 |
152-30 |
|
S3 |
150-13 |
151-03 |
152-26 |
|
S4 |
149-00 |
149-22 |
152-13 |
|
|
Weekly Pivots for week ending 11-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160-20 |
159-24 |
155-16 |
|
R3 |
158-10 |
157-14 |
154-27 |
|
R2 |
156-00 |
156-00 |
154-21 |
|
R1 |
155-04 |
155-04 |
154-14 |
155-18 |
PP |
153-22 |
153-22 |
153-22 |
153-30 |
S1 |
152-26 |
152-26 |
154-00 |
153-08 |
S2 |
151-12 |
151-12 |
153-25 |
|
S3 |
149-02 |
150-16 |
153-19 |
|
S4 |
146-24 |
148-06 |
152-30 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
159-29 |
2.618 |
157-20 |
1.618 |
156-07 |
1.000 |
155-11 |
0.618 |
154-26 |
HIGH |
153-30 |
0.618 |
153-13 |
0.500 |
153-08 |
0.382 |
153-02 |
LOW |
152-17 |
0.618 |
151-21 |
1.000 |
151-04 |
1.618 |
150-08 |
2.618 |
148-27 |
4.250 |
146-18 |
|
|
Fisher Pivots for day following 15-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
153-08 |
153-18 |
PP |
153-07 |
153-14 |
S1 |
153-07 |
153-10 |
|