ECBOT 30 Year Treasury Bond Future December 2017
Trading Metrics calculated at close of trading on 30-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2017 |
30-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
155-25 |
155-26 |
0-01 |
0.0% |
154-14 |
High |
156-28 |
155-31 |
-0-29 |
-0.6% |
155-16 |
Low |
155-18 |
155-15 |
-0-03 |
-0.1% |
154-09 |
Close |
155-22 |
155-21 |
-0-01 |
0.0% |
155-09 |
Range |
1-10 |
0-16 |
-0-26 |
-61.9% |
1-07 |
ATR |
1-00 |
0-31 |
-0-01 |
-3.6% |
0-00 |
Volume |
285,697 |
208,224 |
-77,473 |
-27.1% |
560,474 |
|
Daily Pivots for day following 30-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
157-06 |
156-30 |
155-30 |
|
R3 |
156-22 |
156-14 |
155-25 |
|
R2 |
156-06 |
156-06 |
155-24 |
|
R1 |
155-30 |
155-30 |
155-22 |
155-26 |
PP |
155-22 |
155-22 |
155-22 |
155-21 |
S1 |
155-14 |
155-14 |
155-20 |
155-10 |
S2 |
155-06 |
155-06 |
155-18 |
|
S3 |
154-22 |
154-30 |
155-17 |
|
S4 |
154-06 |
154-14 |
155-12 |
|
|
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 |
156-28 |
154-22 |
2-06 |
1.4% |
0-25 |
0.5% |
44% |
False |
False |
248,179 |
10 |
156-28 |
153-11 |
3-17 |
2.3% |
0-27 |
0.5% |
65% |
False |
False |
135,395 |
20 |
156-28 |
152-09 |
4-19 |
3.0% |
1-00 |
0.6% |
73% |
False |
False |
68,780 |
40 |
156-28 |
150-11 |
6-17 |
4.2% |
1-00 |
0.6% |
81% |
False |
False |
34,511 |
60 |
156-28 |
150-11 |
6-17 |
4.2% |
0-26 |
0.5% |
81% |
False |
False |
23,013 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
158-03 |
2.618 |
157-09 |
1.618 |
156-25 |
1.000 |
156-15 |
0.618 |
156-09 |
HIGH |
155-31 |
0.618 |
155-25 |
0.500 |
155-23 |
0.382 |
155-21 |
LOW |
155-15 |
0.618 |
155-05 |
1.000 |
154-31 |
1.618 |
154-21 |
2.618 |
154-05 |
4.250 |
153-11 |
|
|
Fisher Pivots for day following 30-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
155-23 |
155-29 |
PP |
155-22 |
155-26 |
S1 |
155-22 |
155-24 |
|