ECBOT 30 Year Treasury Bond Future September 2017
| Trading Metrics calculated at close of trading on 10-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2017 |
10-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
152-09 |
151-25 |
-0-16 |
-0.3% |
153-25 |
| High |
152-12 |
152-07 |
-0-05 |
-0.1% |
153-30 |
| Low |
151-18 |
151-20 |
0-02 |
0.0% |
151-18 |
| Close |
151-21 |
152-00 |
0-11 |
0.2% |
151-21 |
| Range |
0-26 |
0-19 |
-0-07 |
-26.9% |
2-12 |
| ATR |
1-02 |
1-01 |
-0-01 |
-3.1% |
0-00 |
| Volume |
282,727 |
186,518 |
-96,209 |
-34.0% |
1,047,113 |
|
| Daily Pivots for day following 10-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-23 |
153-15 |
152-10 |
|
| R3 |
153-04 |
152-28 |
152-05 |
|
| R2 |
152-17 |
152-17 |
152-03 |
|
| R1 |
152-09 |
152-09 |
152-02 |
152-13 |
| PP |
151-30 |
151-30 |
151-30 |
152-01 |
| S1 |
151-22 |
151-22 |
151-30 |
151-26 |
| S2 |
151-11 |
151-11 |
151-29 |
|
| S3 |
150-24 |
151-03 |
151-27 |
|
| S4 |
150-05 |
150-16 |
151-22 |
|
|
| 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 |
153-30 |
151-18 |
2-12 |
1.6% |
1-00 |
0.7% |
18% |
False |
False |
246,726 |
| 10 |
157-08 |
151-18 |
5-22 |
3.7% |
1-05 |
0.8% |
8% |
False |
False |
282,734 |
| 20 |
157-08 |
151-18 |
5-22 |
3.7% |
1-01 |
0.7% |
8% |
False |
False |
269,422 |
| 40 |
157-08 |
149-19 |
7-21 |
5.0% |
0-31 |
0.6% |
31% |
False |
False |
218,237 |
| 60 |
157-08 |
149-00 |
8-08 |
5.4% |
1-00 |
0.7% |
36% |
False |
False |
145,638 |
| 80 |
157-08 |
146-23 |
10-17 |
6.9% |
0-30 |
0.6% |
50% |
False |
False |
109,234 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154-24 |
|
2.618 |
153-25 |
|
1.618 |
153-06 |
|
1.000 |
152-26 |
|
0.618 |
152-19 |
|
HIGH |
152-07 |
|
0.618 |
152-00 |
|
0.500 |
151-30 |
|
0.382 |
151-27 |
|
LOW |
151-20 |
|
0.618 |
151-08 |
|
1.000 |
151-01 |
|
1.618 |
150-21 |
|
2.618 |
150-02 |
|
4.250 |
149-03 |
|
|
| Fisher Pivots for day following 10-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
151-31 |
152-17 |
| PP |
151-30 |
152-11 |
| S1 |
151-30 |
152-06 |
|