ECBOT 30 Year Treasury Bond Future September 2017
| Trading Metrics calculated at close of trading on 05-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2017 |
05-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
153-25 |
152-31 |
-0-26 |
-0.5% |
156-18 |
| High |
153-30 |
153-25 |
-0-05 |
-0.1% |
157-08 |
| Low |
152-27 |
152-29 |
0-02 |
0.0% |
153-18 |
| Close |
153-02 |
153-11 |
0-09 |
0.2% |
153-22 |
| Range |
1-03 |
0-28 |
-0-07 |
-20.0% |
3-22 |
| ATR |
1-01 |
1-01 |
0-00 |
-1.1% |
0-00 |
| Volume |
178,076 |
263,374 |
85,298 |
47.9% |
1,593,717 |
|
| Daily Pivots for day following 05-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-31 |
155-17 |
153-26 |
|
| R3 |
155-03 |
154-21 |
153-19 |
|
| R2 |
154-07 |
154-07 |
153-16 |
|
| R1 |
153-25 |
153-25 |
153-14 |
154-00 |
| PP |
153-11 |
153-11 |
153-11 |
153-15 |
| S1 |
152-29 |
152-29 |
153-08 |
153-04 |
| S2 |
152-15 |
152-15 |
153-06 |
|
| S3 |
151-19 |
152-01 |
153-03 |
|
| S4 |
150-23 |
151-05 |
152-28 |
|
|
| Weekly Pivots for week ending 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165-29 |
163-15 |
155-23 |
|
| R3 |
162-07 |
159-25 |
154-22 |
|
| R2 |
158-17 |
158-17 |
154-12 |
|
| R1 |
156-03 |
156-03 |
154-01 |
155-15 |
| PP |
154-27 |
154-27 |
154-27 |
154-16 |
| S1 |
152-13 |
152-13 |
153-11 |
151-25 |
| S2 |
151-05 |
151-05 |
153-00 |
|
| S3 |
147-15 |
148-23 |
152-22 |
|
| S4 |
143-25 |
145-01 |
151-21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
155-22 |
152-27 |
2-27 |
1.9% |
1-04 |
0.7% |
18% |
False |
False |
297,374 |
| 10 |
157-08 |
152-27 |
4-13 |
2.9% |
1-01 |
0.7% |
11% |
False |
False |
268,371 |
| 20 |
157-08 |
152-27 |
4-13 |
2.9% |
1-00 |
0.7% |
11% |
False |
False |
269,682 |
| 40 |
157-08 |
149-00 |
8-08 |
5.4% |
0-31 |
0.6% |
53% |
False |
False |
198,511 |
| 60 |
157-08 |
149-00 |
8-08 |
5.4% |
1-00 |
0.6% |
53% |
False |
False |
132,438 |
| 80 |
157-08 |
144-24 |
12-16 |
8.2% |
0-29 |
0.6% |
69% |
False |
False |
99,331 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
157-16 |
|
2.618 |
156-02 |
|
1.618 |
155-06 |
|
1.000 |
154-21 |
|
0.618 |
154-10 |
|
HIGH |
153-25 |
|
0.618 |
153-14 |
|
0.500 |
153-11 |
|
0.382 |
153-08 |
|
LOW |
152-29 |
|
0.618 |
152-12 |
|
1.000 |
152-01 |
|
1.618 |
151-16 |
|
2.618 |
150-20 |
|
4.250 |
149-06 |
|
|
| Fisher Pivots for day following 05-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
153-11 |
153-19 |
| PP |
153-11 |
153-16 |
| S1 |
153-11 |
153-14 |
|