ECBOT 30 Year Treasury Bond Future December 2017
| Trading Metrics calculated at close of trading on 28-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2017 |
28-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
154-26 |
155-12 |
0-18 |
0.4% |
154-14 |
| High |
155-16 |
155-19 |
0-03 |
0.1% |
155-16 |
| Low |
154-22 |
154-30 |
0-08 |
0.2% |
154-09 |
| Close |
155-09 |
155-17 |
0-08 |
0.2% |
155-09 |
| Range |
0-26 |
0-21 |
-0-05 |
-19.2% |
1-07 |
| ATR |
1-00 |
0-31 |
-0-01 |
-2.4% |
0-00 |
| Volume |
274,506 |
271,252 |
-3,254 |
-1.2% |
560,474 |
|
| Daily Pivots for day following 28-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-10 |
157-03 |
155-29 |
|
| R3 |
156-21 |
156-14 |
155-23 |
|
| R2 |
156-00 |
156-00 |
155-21 |
|
| R1 |
155-25 |
155-25 |
155-19 |
155-29 |
| PP |
155-11 |
155-11 |
155-11 |
155-13 |
| S1 |
155-04 |
155-04 |
155-15 |
155-08 |
| S2 |
154-22 |
154-22 |
155-13 |
|
| S3 |
154-01 |
154-15 |
155-11 |
|
| S4 |
153-12 |
153-26 |
155-05 |
|
|
| 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 |
155-19 |
154-09 |
1-10 |
0.8% |
0-25 |
0.5% |
95% |
True |
False |
165,553 |
| 10 |
155-19 |
152-10 |
3-09 |
2.1% |
0-31 |
0.6% |
98% |
True |
False |
86,498 |
| 20 |
155-19 |
151-00 |
4-19 |
3.0% |
1-01 |
0.7% |
99% |
True |
False |
44,159 |
| 40 |
155-19 |
150-11 |
5-08 |
3.4% |
1-00 |
0.6% |
99% |
True |
False |
22,164 |
| 60 |
156-01 |
150-11 |
5-22 |
3.7% |
0-25 |
0.5% |
91% |
False |
False |
14,781 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158-12 |
|
2.618 |
157-10 |
|
1.618 |
156-21 |
|
1.000 |
156-08 |
|
0.618 |
156-00 |
|
HIGH |
155-19 |
|
0.618 |
155-11 |
|
0.500 |
155-09 |
|
0.382 |
155-06 |
|
LOW |
154-30 |
|
0.618 |
154-17 |
|
1.000 |
154-09 |
|
1.618 |
153-28 |
|
2.618 |
153-07 |
|
4.250 |
152-05 |
|
|
| Fisher Pivots for day following 28-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
155-14 |
155-13 |
| PP |
155-11 |
155-09 |
| S1 |
155-09 |
155-05 |
|