ECBOT 30 Year Treasury Bond Future September 2017
| Trading Metrics calculated at close of trading on 13-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2017 |
13-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
152-01 |
152-28 |
0-27 |
0.6% |
153-25 |
| High |
153-03 |
153-11 |
0-08 |
0.2% |
153-30 |
| Low |
151-31 |
151-28 |
-0-03 |
-0.1% |
151-18 |
| Close |
152-25 |
152-06 |
-0-19 |
-0.4% |
151-21 |
| Range |
1-04 |
1-15 |
0-11 |
30.6% |
2-12 |
| ATR |
1-00 |
1-01 |
0-01 |
3.3% |
0-00 |
| Volume |
279,177 |
247,922 |
-31,255 |
-11.2% |
1,047,113 |
|
| Daily Pivots for day following 13-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-28 |
156-00 |
153-00 |
|
| R3 |
155-13 |
154-17 |
152-19 |
|
| R2 |
153-30 |
153-30 |
152-15 |
|
| R1 |
153-02 |
153-02 |
152-10 |
152-25 |
| PP |
152-15 |
152-15 |
152-15 |
152-10 |
| S1 |
151-19 |
151-19 |
152-02 |
151-09 |
| S2 |
151-00 |
151-00 |
151-29 |
|
| S3 |
149-17 |
150-04 |
151-25 |
|
| S4 |
148-02 |
148-21 |
151-12 |
|
|
| 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 |
153-11 |
151-18 |
1-25 |
1.2% |
0-30 |
0.6% |
35% |
True |
False |
245,509 |
| 10 |
155-02 |
151-18 |
3-16 |
2.3% |
1-02 |
0.7% |
18% |
False |
False |
271,424 |
| 20 |
157-08 |
151-18 |
5-22 |
3.7% |
1-00 |
0.7% |
11% |
False |
False |
259,415 |
| 40 |
157-08 |
150-24 |
6-16 |
4.3% |
1-00 |
0.7% |
22% |
False |
False |
236,946 |
| 60 |
157-08 |
149-00 |
8-08 |
5.4% |
1-00 |
0.6% |
39% |
False |
False |
158,273 |
| 80 |
157-08 |
148-00 |
9-08 |
6.1% |
1-00 |
0.7% |
45% |
False |
False |
118,712 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
159-19 |
|
2.618 |
157-06 |
|
1.618 |
155-23 |
|
1.000 |
154-26 |
|
0.618 |
154-08 |
|
HIGH |
153-11 |
|
0.618 |
152-25 |
|
0.500 |
152-20 |
|
0.382 |
152-14 |
|
LOW |
151-28 |
|
0.618 |
150-31 |
|
1.000 |
150-13 |
|
1.618 |
149-16 |
|
2.618 |
148-01 |
|
4.250 |
145-20 |
|
|
| Fisher Pivots for day following 13-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
152-20 |
152-16 |
| PP |
152-15 |
152-12 |
| S1 |
152-11 |
152-09 |
|