ECBOT 30 Year Treasury Bond Future September 2017
| Trading Metrics calculated at close of trading on 19-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2017 |
19-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
152-21 |
153-27 |
1-06 |
0.8% |
151-25 |
| High |
153-31 |
154-03 |
0-04 |
0.1% |
153-16 |
| Low |
152-20 |
153-20 |
1-00 |
0.7% |
151-20 |
| Close |
153-27 |
153-30 |
0-03 |
0.1% |
152-20 |
| Range |
1-11 |
0-15 |
-0-28 |
-65.1% |
1-28 |
| ATR |
1-02 |
1-01 |
-0-01 |
-4.0% |
0-00 |
| Volume |
222,590 |
164,142 |
-58,448 |
-26.3% |
1,222,955 |
|
| Daily Pivots for day following 19-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-09 |
155-03 |
154-06 |
|
| R3 |
154-26 |
154-20 |
154-02 |
|
| R2 |
154-11 |
154-11 |
154-01 |
|
| R1 |
154-05 |
154-05 |
153-31 |
154-08 |
| PP |
153-28 |
153-28 |
153-28 |
153-30 |
| S1 |
153-22 |
153-22 |
153-29 |
153-25 |
| S2 |
153-13 |
153-13 |
153-27 |
|
| S3 |
152-30 |
153-07 |
153-26 |
|
| S4 |
152-15 |
152-24 |
153-22 |
|
|
| 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 |
154-03 |
151-28 |
2-07 |
1.4% |
1-03 |
0.7% |
93% |
True |
False |
215,618 |
| 10 |
154-03 |
151-18 |
2-17 |
1.6% |
1-01 |
0.7% |
94% |
True |
False |
238,065 |
| 20 |
157-08 |
151-18 |
5-22 |
3.7% |
1-01 |
0.7% |
42% |
False |
False |
253,218 |
| 40 |
157-08 |
151-18 |
5-22 |
3.7% |
1-00 |
0.6% |
42% |
False |
False |
255,575 |
| 60 |
157-08 |
149-00 |
8-08 |
5.4% |
1-00 |
0.6% |
60% |
False |
False |
172,101 |
| 80 |
157-08 |
149-00 |
8-08 |
5.4% |
1-00 |
0.7% |
60% |
False |
False |
129,089 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
156-03 |
|
2.618 |
155-10 |
|
1.618 |
154-27 |
|
1.000 |
154-18 |
|
0.618 |
154-12 |
|
HIGH |
154-03 |
|
0.618 |
153-29 |
|
0.500 |
153-28 |
|
0.382 |
153-26 |
|
LOW |
153-20 |
|
0.618 |
153-11 |
|
1.000 |
153-05 |
|
1.618 |
152-28 |
|
2.618 |
152-13 |
|
4.250 |
151-20 |
|
|
| Fisher Pivots for day following 19-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
153-29 |
153-23 |
| PP |
153-28 |
153-15 |
| S1 |
153-28 |
153-08 |
|