ECBOT 30 Year Treasury Bond Future September 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 |
155-28 |
155-24 |
-0-04 |
-0.1% |
155-13 |
| High |
156-12 |
156-09 |
-0-03 |
-0.1% |
156-12 |
| Low |
155-16 |
155-17 |
0-01 |
0.0% |
153-24 |
| Close |
155-27 |
156-05 |
0-10 |
0.2% |
155-27 |
| Range |
0-28 |
0-24 |
-0-04 |
-14.3% |
2-20 |
| ATR |
1-05 |
1-04 |
-0-01 |
-2.5% |
0-00 |
| Volume |
268,604 |
180,667 |
-87,937 |
-32.7% |
1,221,702 |
|
| Daily Pivots for day following 21-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-08 |
157-30 |
156-18 |
|
| R3 |
157-16 |
157-06 |
156-12 |
|
| R2 |
156-24 |
156-24 |
156-09 |
|
| R1 |
156-14 |
156-14 |
156-07 |
156-19 |
| PP |
156-00 |
156-00 |
156-00 |
156-02 |
| S1 |
155-22 |
155-22 |
156-03 |
155-27 |
| S2 |
155-08 |
155-08 |
156-01 |
|
| S3 |
154-16 |
154-30 |
155-30 |
|
| S4 |
153-24 |
154-06 |
155-24 |
|
|
| Weekly Pivots for week ending 18-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163-06 |
162-05 |
157-09 |
|
| R3 |
160-18 |
159-17 |
156-18 |
|
| R2 |
157-30 |
157-30 |
156-10 |
|
| R1 |
156-29 |
156-29 |
156-03 |
157-14 |
| PP |
155-10 |
155-10 |
155-10 |
155-19 |
| S1 |
154-09 |
154-09 |
155-19 |
154-26 |
| S2 |
152-22 |
152-22 |
155-12 |
|
| S3 |
150-02 |
151-21 |
155-04 |
|
| S4 |
147-14 |
149-01 |
154-13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
156-12 |
153-24 |
2-20 |
1.7% |
1-06 |
0.8% |
92% |
False |
False |
242,220 |
| 10 |
156-12 |
153-17 |
2-27 |
1.8% |
1-03 |
0.7% |
92% |
False |
False |
240,582 |
| 20 |
156-12 |
152-03 |
4-09 |
2.7% |
1-06 |
0.8% |
95% |
False |
False |
244,099 |
| 40 |
157-08 |
151-18 |
5-22 |
3.6% |
1-04 |
0.7% |
81% |
False |
False |
246,394 |
| 60 |
157-08 |
151-18 |
5-22 |
3.6% |
1-02 |
0.7% |
81% |
False |
False |
250,304 |
| 80 |
157-08 |
149-00 |
8-08 |
5.3% |
1-01 |
0.7% |
87% |
False |
False |
197,070 |
| 100 |
157-08 |
149-00 |
8-08 |
5.3% |
1-01 |
0.7% |
87% |
False |
False |
157,670 |
| 120 |
157-08 |
144-24 |
12-16 |
8.0% |
0-29 |
0.6% |
91% |
False |
False |
131,393 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
159-15 |
|
2.618 |
158-08 |
|
1.618 |
157-16 |
|
1.000 |
157-01 |
|
0.618 |
156-24 |
|
HIGH |
156-09 |
|
0.618 |
156-00 |
|
0.500 |
155-29 |
|
0.382 |
155-26 |
|
LOW |
155-17 |
|
0.618 |
155-02 |
|
1.000 |
154-25 |
|
1.618 |
154-10 |
|
2.618 |
153-18 |
|
4.250 |
152-11 |
|
|
| Fisher Pivots for day following 21-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
156-02 |
155-30 |
| PP |
156-00 |
155-22 |
| S1 |
155-29 |
155-15 |
|