ECBOT 30 Year Treasury Bond Future September 2017
| Trading Metrics calculated at close of trading on 28-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2017 |
28-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
153-02 |
152-21 |
-0-13 |
-0.3% |
154-20 |
| High |
153-13 |
153-07 |
-0-06 |
-0.1% |
154-27 |
| Low |
152-03 |
152-03 |
0-00 |
0.0% |
152-03 |
| Close |
152-19 |
153-06 |
0-19 |
0.4% |
153-06 |
| Range |
1-10 |
1-04 |
-0-06 |
-14.3% |
2-24 |
| ATR |
1-02 |
1-02 |
0-00 |
0.4% |
0-00 |
| Volume |
294,515 |
257,770 |
-36,745 |
-12.5% |
1,225,020 |
|
| Daily Pivots for day following 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-07 |
155-26 |
153-26 |
|
| R3 |
155-03 |
154-22 |
153-16 |
|
| R2 |
153-31 |
153-31 |
153-13 |
|
| R1 |
153-18 |
153-18 |
153-09 |
153-25 |
| PP |
152-27 |
152-27 |
152-27 |
152-30 |
| S1 |
152-14 |
152-14 |
153-03 |
152-21 |
| S2 |
151-23 |
151-23 |
152-31 |
|
| S3 |
150-19 |
151-10 |
152-28 |
|
| S4 |
149-15 |
150-06 |
152-18 |
|
|
| Weekly Pivots for week ending 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-20 |
160-05 |
154-22 |
|
| R3 |
158-28 |
157-13 |
153-30 |
|
| R2 |
156-04 |
156-04 |
153-22 |
|
| R1 |
154-21 |
154-21 |
153-14 |
154-01 |
| PP |
153-12 |
153-12 |
153-12 |
153-02 |
| S1 |
151-29 |
151-29 |
152-30 |
151-09 |
| S2 |
150-20 |
150-20 |
152-22 |
|
| S3 |
147-28 |
149-05 |
152-14 |
|
| S4 |
145-04 |
146-13 |
151-22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
154-27 |
152-03 |
2-24 |
1.8% |
1-07 |
0.8% |
40% |
False |
True |
245,004 |
| 10 |
154-31 |
152-03 |
2-28 |
1.9% |
1-01 |
0.7% |
38% |
False |
True |
219,618 |
| 20 |
154-31 |
151-18 |
3-13 |
2.2% |
1-01 |
0.7% |
48% |
False |
False |
241,493 |
| 40 |
157-08 |
151-18 |
5-22 |
3.7% |
1-02 |
0.7% |
29% |
False |
False |
256,173 |
| 60 |
157-08 |
149-00 |
8-08 |
5.4% |
1-00 |
0.6% |
51% |
False |
False |
199,454 |
| 80 |
157-08 |
149-00 |
8-08 |
5.4% |
1-00 |
0.7% |
51% |
False |
False |
149,639 |
| 100 |
157-08 |
144-24 |
12-16 |
8.2% |
0-29 |
0.6% |
68% |
False |
False |
119,713 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158-00 |
|
2.618 |
156-05 |
|
1.618 |
155-01 |
|
1.000 |
154-11 |
|
0.618 |
153-29 |
|
HIGH |
153-07 |
|
0.618 |
152-25 |
|
0.500 |
152-21 |
|
0.382 |
152-17 |
|
LOW |
152-03 |
|
0.618 |
151-13 |
|
1.000 |
150-31 |
|
1.618 |
150-09 |
|
2.618 |
149-05 |
|
4.250 |
147-10 |
|
|
| Fisher Pivots for day following 28-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
153-00 |
153-01 |
| PP |
152-27 |
152-29 |
| S1 |
152-21 |
152-24 |
|