ECBOT 30 Year Treasury Bond Future December 2017
| Trading Metrics calculated at close of trading on 23-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2017 |
23-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
155-01 |
154-15 |
-0-18 |
-0.4% |
154-04 |
| High |
155-01 |
155-11 |
0-10 |
0.2% |
155-03 |
| Low |
154-09 |
154-09 |
0-00 |
0.0% |
152-10 |
| Close |
154-12 |
155-08 |
0-28 |
0.6% |
154-20 |
| Range |
0-24 |
1-02 |
0-10 |
41.7% |
2-25 |
| ATR |
1-01 |
1-01 |
0-00 |
0.2% |
0-00 |
| Volume |
24,961 |
55,834 |
30,873 |
123.7% |
36,922 |
|
| Daily Pivots for day following 23-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-05 |
157-24 |
155-27 |
|
| R3 |
157-03 |
156-22 |
155-17 |
|
| R2 |
156-01 |
156-01 |
155-14 |
|
| R1 |
155-20 |
155-20 |
155-11 |
155-27 |
| PP |
154-31 |
154-31 |
154-31 |
155-02 |
| S1 |
154-18 |
154-18 |
155-05 |
154-25 |
| S2 |
153-29 |
153-29 |
155-02 |
|
| S3 |
152-27 |
153-16 |
154-31 |
|
| S4 |
151-25 |
152-14 |
154-21 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
155-11 |
153-11 |
2-00 |
1.3% |
0-30 |
0.6% |
95% |
True |
False |
22,612 |
| 10 |
155-11 |
152-10 |
3-01 |
2.0% |
1-02 |
0.7% |
97% |
True |
False |
13,016 |
| 20 |
155-11 |
150-28 |
4-15 |
2.9% |
1-03 |
0.7% |
98% |
True |
False |
6,853 |
| 40 |
155-11 |
150-11 |
5-00 |
3.2% |
1-01 |
0.7% |
98% |
True |
False |
3,491 |
| 60 |
156-01 |
150-11 |
5-22 |
3.7% |
0-24 |
0.5% |
86% |
False |
False |
2,331 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
159-28 |
|
2.618 |
158-04 |
|
1.618 |
157-02 |
|
1.000 |
156-13 |
|
0.618 |
156-00 |
|
HIGH |
155-11 |
|
0.618 |
154-30 |
|
0.500 |
154-26 |
|
0.382 |
154-22 |
|
LOW |
154-09 |
|
0.618 |
153-20 |
|
1.000 |
153-07 |
|
1.618 |
152-18 |
|
2.618 |
151-16 |
|
4.250 |
149-25 |
|
|
| Fisher Pivots for day following 23-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
155-03 |
155-03 |
| PP |
154-31 |
154-31 |
| S1 |
154-26 |
154-26 |
|