ECBOT 30 Year Treasury Bond Future September 2017
| Trading Metrics calculated at close of trading on 11-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2017 |
11-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
151-25 |
151-30 |
0-05 |
0.1% |
153-25 |
| High |
152-07 |
152-10 |
0-03 |
0.1% |
153-30 |
| Low |
151-20 |
151-20 |
0-00 |
0.0% |
151-18 |
| Close |
152-00 |
152-02 |
0-02 |
0.0% |
151-21 |
| Range |
0-19 |
0-22 |
0-03 |
15.8% |
2-12 |
| ATR |
1-01 |
1-00 |
-0-01 |
-2.3% |
0-00 |
| Volume |
186,518 |
231,201 |
44,683 |
24.0% |
1,047,113 |
|
| Daily Pivots for day following 11-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-02 |
153-24 |
152-14 |
|
| R3 |
153-12 |
153-02 |
152-08 |
|
| R2 |
152-22 |
152-22 |
152-06 |
|
| R1 |
152-12 |
152-12 |
152-04 |
152-17 |
| PP |
152-00 |
152-00 |
152-00 |
152-02 |
| S1 |
151-22 |
151-22 |
152-00 |
151-27 |
| S2 |
151-10 |
151-10 |
151-30 |
|
| S3 |
150-20 |
151-00 |
151-28 |
|
| S4 |
149-30 |
150-10 |
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 |
153-25 |
151-18 |
2-07 |
1.5% |
0-29 |
0.6% |
23% |
False |
False |
257,351 |
| 10 |
157-06 |
151-18 |
5-20 |
3.7% |
1-04 |
0.7% |
9% |
False |
False |
285,024 |
| 20 |
157-08 |
151-18 |
5-22 |
3.7% |
1-00 |
0.7% |
9% |
False |
False |
268,914 |
| 40 |
157-08 |
149-22 |
7-18 |
5.0% |
0-31 |
0.6% |
31% |
False |
False |
223,966 |
| 60 |
157-08 |
149-00 |
8-08 |
5.4% |
1-00 |
0.6% |
37% |
False |
False |
149,490 |
| 80 |
157-08 |
147-09 |
9-31 |
6.6% |
0-31 |
0.6% |
48% |
False |
False |
112,124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155-08 |
|
2.618 |
154-04 |
|
1.618 |
153-14 |
|
1.000 |
153-00 |
|
0.618 |
152-24 |
|
HIGH |
152-10 |
|
0.618 |
152-02 |
|
0.500 |
151-31 |
|
0.382 |
151-28 |
|
LOW |
151-20 |
|
0.618 |
151-06 |
|
1.000 |
150-30 |
|
1.618 |
150-16 |
|
2.618 |
149-26 |
|
4.250 |
148-22 |
|
|
| Fisher Pivots for day following 11-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
152-01 |
152-01 |
| PP |
152-00 |
152-00 |
| S1 |
151-31 |
151-31 |
|