ECBOT 30 Year Treasury Bond Future December 2017
Trading Metrics calculated at close of trading on 21-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2017 |
21-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
154-17 |
154-14 |
-0-03 |
-0.1% |
154-04 |
High |
155-03 |
155-00 |
-0-03 |
-0.1% |
155-03 |
Low |
154-08 |
154-11 |
0-03 |
0.1% |
152-10 |
Close |
154-20 |
154-30 |
0-10 |
0.2% |
154-20 |
Range |
0-27 |
0-21 |
-0-06 |
-22.2% |
2-25 |
ATR |
1-03 |
1-02 |
-0-01 |
-2.9% |
0-00 |
Volume |
8,019 |
3,957 |
-4,062 |
-50.7% |
36,922 |
|
Daily Pivots for day following 21-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
156-23 |
156-16 |
155-10 |
|
R3 |
156-02 |
155-27 |
155-04 |
|
R2 |
155-13 |
155-13 |
155-02 |
|
R1 |
155-06 |
155-06 |
155-00 |
155-09 |
PP |
154-24 |
154-24 |
154-24 |
154-26 |
S1 |
154-17 |
154-17 |
154-28 |
154-21 |
S2 |
154-03 |
154-03 |
154-26 |
|
S3 |
153-14 |
153-28 |
154-24 |
|
S4 |
152-25 |
153-07 |
154-18 |
|
|
Weekly Pivots for week ending 18-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162-11 |
161-09 |
156-05 |
|
R3 |
159-18 |
158-16 |
155-12 |
|
R2 |
156-25 |
156-25 |
155-04 |
|
R1 |
155-23 |
155-23 |
154-28 |
156-08 |
PP |
154-00 |
154-00 |
154-00 |
154-09 |
S1 |
152-30 |
152-30 |
154-12 |
153-15 |
S2 |
151-07 |
151-07 |
154-04 |
|
S3 |
148-14 |
150-05 |
153-28 |
|
S4 |
145-21 |
147-12 |
153-03 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
157-25 |
2.618 |
156-23 |
1.618 |
156-02 |
1.000 |
155-21 |
0.618 |
155-13 |
HIGH |
155-00 |
0.618 |
154-24 |
0.500 |
154-22 |
0.382 |
154-19 |
LOW |
154-11 |
0.618 |
153-30 |
1.000 |
153-22 |
1.618 |
153-09 |
2.618 |
152-20 |
4.250 |
151-18 |
|
|
Fisher Pivots for day following 21-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
154-27 |
154-22 |
PP |
154-24 |
154-15 |
S1 |
154-22 |
154-07 |
|