ECBOT 30 Year Treasury Bond Future September 2017
| Trading Metrics calculated at close of trading on 07-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2017 |
07-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
153-13 |
152-09 |
-1-04 |
-0.7% |
153-25 |
| High |
153-15 |
152-12 |
-1-03 |
-0.7% |
153-30 |
| Low |
151-28 |
151-18 |
-0-10 |
-0.2% |
151-18 |
| Close |
152-09 |
151-21 |
-0-20 |
-0.4% |
151-21 |
| Range |
1-19 |
0-26 |
-0-25 |
-49.0% |
2-12 |
| ATR |
1-02 |
1-02 |
-0-01 |
-1.7% |
0-00 |
| Volume |
322,936 |
282,727 |
-40,209 |
-12.5% |
1,047,113 |
|
| Daily Pivots for day following 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-10 |
153-25 |
152-03 |
|
| R3 |
153-16 |
152-31 |
151-28 |
|
| R2 |
152-22 |
152-22 |
151-26 |
|
| R1 |
152-05 |
152-05 |
151-23 |
152-01 |
| PP |
151-28 |
151-28 |
151-28 |
151-25 |
| S1 |
151-11 |
151-11 |
151-19 |
151-07 |
| S2 |
151-02 |
151-02 |
151-16 |
|
| S3 |
150-08 |
150-17 |
151-14 |
|
| S4 |
149-14 |
149-23 |
151-07 |
|
|
| Weekly Pivots for week ending 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-16 |
157-31 |
152-31 |
|
| R3 |
157-04 |
155-19 |
152-10 |
|
| R2 |
154-24 |
154-24 |
152-03 |
|
| R1 |
153-07 |
153-07 |
151-28 |
152-26 |
| PP |
152-12 |
152-12 |
152-12 |
152-06 |
| S1 |
150-27 |
150-27 |
151-14 |
150-14 |
| S2 |
150-00 |
150-00 |
151-07 |
|
| S3 |
147-20 |
148-15 |
151-00 |
|
| S4 |
145-08 |
146-03 |
150-11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
154-10 |
151-18 |
2-24 |
1.8% |
1-01 |
0.7% |
3% |
False |
True |
282,145 |
| 10 |
157-08 |
151-18 |
5-22 |
3.8% |
1-05 |
0.8% |
2% |
False |
True |
281,675 |
| 20 |
157-08 |
151-18 |
5-22 |
3.8% |
1-02 |
0.7% |
2% |
False |
True |
272,010 |
| 40 |
157-08 |
149-00 |
8-08 |
5.4% |
0-31 |
0.6% |
32% |
False |
False |
213,594 |
| 60 |
157-08 |
149-00 |
8-08 |
5.4% |
1-00 |
0.7% |
32% |
False |
False |
142,531 |
| 80 |
157-08 |
146-23 |
10-17 |
6.9% |
0-30 |
0.6% |
47% |
False |
False |
106,902 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155-26 |
|
2.618 |
154-16 |
|
1.618 |
153-22 |
|
1.000 |
153-06 |
|
0.618 |
152-28 |
|
HIGH |
152-12 |
|
0.618 |
152-02 |
|
0.500 |
151-31 |
|
0.382 |
151-28 |
|
LOW |
151-18 |
|
0.618 |
151-02 |
|
1.000 |
150-24 |
|
1.618 |
150-08 |
|
2.618 |
149-14 |
|
4.250 |
148-04 |
|
|
| Fisher Pivots for day following 07-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
151-31 |
152-22 |
| PP |
151-28 |
152-11 |
| S1 |
151-24 |
152-00 |
|