ECBOT 30 Year Treasury Bond Future September 2017
| Trading Metrics calculated at close of trading on 17-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2017 |
17-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
152-08 |
152-13 |
0-05 |
0.1% |
151-25 |
| High |
153-16 |
153-02 |
-0-14 |
-0.3% |
153-16 |
| Low |
152-01 |
152-12 |
0-11 |
0.2% |
151-20 |
| Close |
152-20 |
152-28 |
0-08 |
0.2% |
152-20 |
| Range |
1-15 |
0-22 |
-0-25 |
-53.2% |
1-28 |
| ATR |
1-02 |
1-01 |
-0-01 |
-2.5% |
0-00 |
| Volume |
278,137 |
165,300 |
-112,837 |
-40.6% |
1,222,955 |
|
| Daily Pivots for day following 17-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-27 |
154-17 |
153-08 |
|
| R3 |
154-05 |
153-27 |
153-02 |
|
| R2 |
153-15 |
153-15 |
153-00 |
|
| R1 |
153-05 |
153-05 |
152-30 |
153-10 |
| PP |
152-25 |
152-25 |
152-25 |
152-27 |
| S1 |
152-15 |
152-15 |
152-26 |
152-20 |
| S2 |
152-03 |
152-03 |
152-24 |
|
| S3 |
151-13 |
151-25 |
152-22 |
|
| S4 |
150-23 |
151-03 |
152-16 |
|
|
| Weekly Pivots for week ending 14-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-07 |
157-09 |
153-21 |
|
| R3 |
156-11 |
155-13 |
153-04 |
|
| R2 |
154-15 |
154-15 |
152-31 |
|
| R1 |
153-17 |
153-17 |
152-26 |
154-00 |
| PP |
152-19 |
152-19 |
152-19 |
152-26 |
| S1 |
151-21 |
151-21 |
152-14 |
152-04 |
| S2 |
150-23 |
150-23 |
152-09 |
|
| S3 |
148-27 |
149-25 |
152-04 |
|
| S4 |
146-31 |
147-29 |
151-19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
153-16 |
151-20 |
1-28 |
1.2% |
1-03 |
0.7% |
67% |
False |
False |
240,347 |
| 10 |
153-30 |
151-18 |
2-12 |
1.6% |
1-01 |
0.7% |
55% |
False |
False |
243,536 |
| 20 |
157-08 |
151-18 |
5-22 |
3.7% |
1-01 |
0.7% |
23% |
False |
False |
257,867 |
| 40 |
157-08 |
151-18 |
5-22 |
3.7% |
0-31 |
0.6% |
23% |
False |
False |
247,431 |
| 60 |
157-08 |
149-00 |
8-08 |
5.4% |
1-00 |
0.6% |
47% |
False |
False |
165,659 |
| 80 |
157-08 |
149-00 |
8-08 |
5.4% |
1-00 |
0.7% |
47% |
False |
False |
124,255 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
156-00 |
|
2.618 |
154-28 |
|
1.618 |
154-06 |
|
1.000 |
153-24 |
|
0.618 |
153-16 |
|
HIGH |
153-02 |
|
0.618 |
152-26 |
|
0.500 |
152-23 |
|
0.382 |
152-20 |
|
LOW |
152-12 |
|
0.618 |
151-30 |
|
1.000 |
151-22 |
|
1.618 |
151-08 |
|
2.618 |
150-18 |
|
4.250 |
149-14 |
|
|
| Fisher Pivots for day following 17-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
152-26 |
152-26 |
| PP |
152-25 |
152-24 |
| S1 |
152-23 |
152-22 |
|