ECBOT 30 Year Treasury Bond Future September 2017
| Trading Metrics calculated at close of trading on 10-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2017 |
10-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
154-06 |
154-20 |
0-14 |
0.3% |
153-05 |
| High |
155-08 |
155-19 |
0-11 |
0.2% |
155-10 |
| Low |
154-05 |
154-13 |
0-08 |
0.2% |
152-09 |
| Close |
154-23 |
155-11 |
0-20 |
0.4% |
154-03 |
| Range |
1-03 |
1-06 |
0-03 |
8.6% |
3-01 |
| ATR |
1-04 |
1-04 |
0-00 |
0.3% |
0-00 |
| Volume |
254,109 |
283,528 |
29,419 |
11.6% |
1,257,708 |
|
| Daily Pivots for day following 10-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-22 |
158-06 |
156-00 |
|
| R3 |
157-16 |
157-00 |
155-21 |
|
| R2 |
156-10 |
156-10 |
155-18 |
|
| R1 |
155-26 |
155-26 |
155-14 |
156-02 |
| PP |
155-04 |
155-04 |
155-04 |
155-08 |
| S1 |
154-20 |
154-20 |
155-08 |
154-28 |
| S2 |
153-30 |
153-30 |
155-04 |
|
| S3 |
152-24 |
153-14 |
155-01 |
|
| S4 |
151-18 |
152-08 |
154-22 |
|
|
| Weekly Pivots for week ending 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163-00 |
161-18 |
155-24 |
|
| R3 |
159-31 |
158-17 |
154-30 |
|
| R2 |
156-30 |
156-30 |
154-21 |
|
| R1 |
155-16 |
155-16 |
154-12 |
156-07 |
| PP |
153-29 |
153-29 |
153-29 |
154-08 |
| S1 |
152-15 |
152-15 |
153-26 |
153-06 |
| S2 |
150-28 |
150-28 |
153-17 |
|
| S3 |
147-27 |
149-14 |
153-08 |
|
| S4 |
144-26 |
146-13 |
152-14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
155-19 |
153-17 |
2-02 |
1.3% |
1-03 |
0.7% |
88% |
True |
False |
221,530 |
| 10 |
155-19 |
152-03 |
3-16 |
2.3% |
1-05 |
0.7% |
93% |
True |
False |
237,675 |
| 20 |
155-19 |
152-01 |
3-18 |
2.3% |
1-04 |
0.7% |
93% |
True |
False |
229,665 |
| 40 |
157-08 |
151-18 |
5-22 |
3.7% |
1-02 |
0.7% |
66% |
False |
False |
244,540 |
| 60 |
157-08 |
150-24 |
6-16 |
4.2% |
1-01 |
0.7% |
71% |
False |
False |
234,519 |
| 80 |
157-08 |
149-00 |
8-08 |
5.3% |
1-01 |
0.7% |
77% |
False |
False |
176,121 |
| 100 |
157-08 |
148-00 |
9-08 |
6.0% |
1-00 |
0.7% |
79% |
False |
False |
140,903 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
160-21 |
|
2.618 |
158-22 |
|
1.618 |
157-16 |
|
1.000 |
156-25 |
|
0.618 |
156-10 |
|
HIGH |
155-19 |
|
0.618 |
155-04 |
|
0.500 |
155-00 |
|
0.382 |
154-28 |
|
LOW |
154-13 |
|
0.618 |
153-22 |
|
1.000 |
153-07 |
|
1.618 |
152-16 |
|
2.618 |
151-10 |
|
4.250 |
149-12 |
|
|
| Fisher Pivots for day following 10-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
155-07 |
155-03 |
| PP |
155-04 |
154-26 |
| S1 |
155-00 |
154-18 |
|