ECBOT 30 Year Treasury Bond Future September 2017
| Trading Metrics calculated at close of trading on 15-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2017 |
15-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
155-13 |
155-05 |
-0-08 |
-0.2% |
154-04 |
| High |
155-16 |
155-06 |
-0-10 |
-0.2% |
155-29 |
| Low |
154-27 |
153-24 |
-1-03 |
-0.7% |
153-17 |
| Close |
155-05 |
154-13 |
-0-24 |
-0.5% |
155-15 |
| Range |
0-21 |
1-14 |
0-25 |
119.1% |
2-12 |
| ATR |
1-03 |
1-04 |
0-01 |
2.1% |
0-00 |
| Volume |
191,265 |
259,862 |
68,597 |
35.9% |
1,135,748 |
|
| Daily Pivots for day following 15-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-24 |
158-01 |
155-06 |
|
| R3 |
157-10 |
156-19 |
154-26 |
|
| R2 |
155-28 |
155-28 |
154-21 |
|
| R1 |
155-05 |
155-05 |
154-17 |
154-26 |
| PP |
154-14 |
154-14 |
154-14 |
154-09 |
| S1 |
153-23 |
153-23 |
154-09 |
153-12 |
| S2 |
153-00 |
153-00 |
154-05 |
|
| S3 |
151-18 |
152-09 |
154-00 |
|
| S4 |
150-04 |
150-27 |
153-20 |
|
|
| Weekly Pivots for week ending 11-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-03 |
161-05 |
156-25 |
|
| R3 |
159-23 |
158-25 |
156-04 |
|
| R2 |
157-11 |
157-11 |
155-29 |
|
| R1 |
156-13 |
156-13 |
155-22 |
156-28 |
| PP |
154-31 |
154-31 |
154-31 |
155-07 |
| S1 |
154-01 |
154-01 |
155-08 |
154-16 |
| S2 |
152-19 |
152-19 |
155-01 |
|
| S3 |
150-07 |
151-21 |
154-26 |
|
| S4 |
147-27 |
149-09 |
154-05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
155-29 |
153-24 |
2-05 |
1.4% |
1-04 |
0.7% |
30% |
False |
True |
252,647 |
| 10 |
155-29 |
153-17 |
2-12 |
1.5% |
1-03 |
0.7% |
37% |
False |
False |
232,664 |
| 20 |
155-29 |
152-03 |
3-26 |
2.5% |
1-03 |
0.7% |
61% |
False |
False |
232,644 |
| 40 |
157-08 |
151-18 |
5-22 |
3.7% |
1-03 |
0.7% |
50% |
False |
False |
245,268 |
| 60 |
157-08 |
151-18 |
5-22 |
3.7% |
1-01 |
0.7% |
50% |
False |
False |
245,998 |
| 80 |
157-08 |
149-00 |
8-08 |
5.3% |
1-01 |
0.7% |
66% |
False |
False |
185,186 |
| 100 |
157-08 |
149-00 |
8-08 |
5.3% |
1-01 |
0.7% |
66% |
False |
False |
148,158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
161-10 |
|
2.618 |
158-30 |
|
1.618 |
157-16 |
|
1.000 |
156-20 |
|
0.618 |
156-02 |
|
HIGH |
155-06 |
|
0.618 |
154-20 |
|
0.500 |
154-15 |
|
0.382 |
154-10 |
|
LOW |
153-24 |
|
0.618 |
152-28 |
|
1.000 |
152-10 |
|
1.618 |
151-14 |
|
2.618 |
150-00 |
|
4.250 |
147-20 |
|
|
| Fisher Pivots for day following 15-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
154-15 |
154-27 |
| PP |
154-14 |
154-22 |
| S1 |
154-14 |
154-18 |
|