ECBOT 30 Year Treasury Bond Future September 2017
| Trading Metrics calculated at close of trading on 20-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2017 |
20-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
153-27 |
153-27 |
0-00 |
0.0% |
151-25 |
| High |
154-03 |
154-22 |
0-19 |
0.4% |
153-16 |
| Low |
153-20 |
153-25 |
0-05 |
0.1% |
151-20 |
| Close |
153-30 |
154-02 |
0-04 |
0.1% |
152-20 |
| Range |
0-15 |
0-29 |
0-14 |
93.3% |
1-28 |
| ATR |
1-01 |
1-00 |
0-00 |
-0.8% |
0-00 |
| Volume |
164,142 |
246,908 |
82,766 |
50.4% |
1,222,955 |
|
| Daily Pivots for day following 20-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-29 |
156-12 |
154-18 |
|
| R3 |
156-00 |
155-15 |
154-10 |
|
| R2 |
155-03 |
155-03 |
154-07 |
|
| R1 |
154-18 |
154-18 |
154-05 |
154-26 |
| PP |
154-06 |
154-06 |
154-06 |
154-10 |
| S1 |
153-21 |
153-21 |
153-31 |
153-30 |
| S2 |
153-09 |
153-09 |
153-29 |
|
| S3 |
152-12 |
152-24 |
153-26 |
|
| S4 |
151-15 |
151-27 |
153-18 |
|
|
| 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 |
154-22 |
152-01 |
2-21 |
1.7% |
0-31 |
0.6% |
76% |
True |
False |
215,415 |
| 10 |
154-22 |
151-18 |
3-04 |
2.0% |
0-31 |
0.6% |
80% |
True |
False |
230,462 |
| 20 |
157-08 |
151-18 |
5-22 |
3.7% |
1-01 |
0.7% |
44% |
False |
False |
252,163 |
| 40 |
157-08 |
151-18 |
5-22 |
3.7% |
1-00 |
0.6% |
44% |
False |
False |
257,170 |
| 60 |
157-08 |
149-00 |
8-08 |
5.4% |
0-31 |
0.6% |
61% |
False |
False |
176,212 |
| 80 |
157-08 |
149-00 |
8-08 |
5.4% |
1-00 |
0.7% |
61% |
False |
False |
132,175 |
| 100 |
157-08 |
144-24 |
12-16 |
8.1% |
0-27 |
0.6% |
75% |
False |
False |
105,741 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158-17 |
|
2.618 |
157-02 |
|
1.618 |
156-05 |
|
1.000 |
155-19 |
|
0.618 |
155-08 |
|
HIGH |
154-22 |
|
0.618 |
154-11 |
|
0.500 |
154-08 |
|
0.382 |
154-04 |
|
LOW |
153-25 |
|
0.618 |
153-07 |
|
1.000 |
152-28 |
|
1.618 |
152-10 |
|
2.618 |
151-13 |
|
4.250 |
149-30 |
|
|
| Fisher Pivots for day following 20-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
154-08 |
153-30 |
| PP |
154-06 |
153-25 |
| S1 |
154-04 |
153-21 |
|