ECBOT 30 Year Treasury Bond Future December 2017
Trading Metrics calculated at close of trading on 25-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2017 |
25-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
155-11 |
154-26 |
-0-17 |
-0.3% |
154-14 |
High |
155-11 |
155-16 |
0-05 |
0.1% |
155-16 |
Low |
154-25 |
154-22 |
-0-03 |
-0.1% |
154-09 |
Close |
154-27 |
155-09 |
0-14 |
0.3% |
155-09 |
Range |
0-18 |
0-26 |
0-08 |
44.4% |
1-07 |
ATR |
1-00 |
1-00 |
0-00 |
-1.4% |
0-00 |
Volume |
201,216 |
274,506 |
73,290 |
36.4% |
560,474 |
|
Daily Pivots for day following 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
157-19 |
157-08 |
155-23 |
|
R3 |
156-25 |
156-14 |
155-16 |
|
R2 |
155-31 |
155-31 |
155-14 |
|
R1 |
155-20 |
155-20 |
155-11 |
155-26 |
PP |
155-05 |
155-05 |
155-05 |
155-08 |
S1 |
154-26 |
154-26 |
155-07 |
155-00 |
S2 |
154-11 |
154-11 |
155-04 |
|
S3 |
153-17 |
154-00 |
155-02 |
|
S4 |
152-23 |
153-06 |
154-27 |
|
|
Weekly Pivots for week ending 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
158-22 |
158-06 |
155-30 |
|
R3 |
157-15 |
156-31 |
155-20 |
|
R2 |
156-08 |
156-08 |
155-16 |
|
R1 |
155-24 |
155-24 |
155-13 |
156-00 |
PP |
155-01 |
155-01 |
155-01 |
155-05 |
S1 |
154-17 |
154-17 |
155-05 |
154-25 |
S2 |
153-26 |
153-26 |
155-02 |
|
S3 |
152-19 |
153-10 |
154-30 |
|
S4 |
151-12 |
152-03 |
154-20 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
155-16 |
154-09 |
1-07 |
0.8% |
0-25 |
0.5% |
82% |
True |
False |
112,094 |
10 |
155-16 |
152-10 |
3-06 |
2.1% |
0-31 |
0.6% |
93% |
True |
False |
59,739 |
20 |
155-16 |
151-00 |
4-16 |
2.9% |
1-01 |
0.7% |
95% |
True |
False |
30,629 |
40 |
155-16 |
150-11 |
5-05 |
3.3% |
1-00 |
0.6% |
96% |
True |
False |
15,383 |
60 |
156-01 |
150-11 |
5-22 |
3.7% |
0-25 |
0.5% |
87% |
False |
False |
10,260 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
158-30 |
2.618 |
157-20 |
1.618 |
156-26 |
1.000 |
156-10 |
0.618 |
156-00 |
HIGH |
155-16 |
0.618 |
155-06 |
0.500 |
155-03 |
0.382 |
155-00 |
LOW |
154-22 |
0.618 |
154-06 |
1.000 |
153-28 |
1.618 |
153-12 |
2.618 |
152-18 |
4.250 |
151-08 |
|
|
Fisher Pivots for day following 25-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
155-07 |
155-05 |
PP |
155-05 |
155-01 |
S1 |
155-03 |
154-29 |
|