ECBOT 30 Year Treasury Bond Future September 2017
| Trading Metrics calculated at close of trading on 24-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2017 |
24-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
155-21 |
156-18 |
0-29 |
0.6% |
155-13 |
| High |
156-18 |
156-19 |
0-01 |
0.0% |
156-12 |
| Low |
155-16 |
156-00 |
0-16 |
0.3% |
153-24 |
| Close |
156-16 |
156-03 |
-0-13 |
-0.3% |
155-27 |
| Range |
1-02 |
0-19 |
-0-15 |
-44.1% |
2-20 |
| ATR |
1-03 |
1-02 |
-0-01 |
-3.2% |
0-00 |
| Volume |
249,601 |
383,172 |
133,571 |
53.5% |
1,221,702 |
|
| Daily Pivots for day following 24-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-00 |
157-21 |
156-13 |
|
| R3 |
157-13 |
157-02 |
156-08 |
|
| R2 |
156-26 |
156-26 |
156-06 |
|
| R1 |
156-15 |
156-15 |
156-05 |
156-11 |
| PP |
156-07 |
156-07 |
156-07 |
156-06 |
| S1 |
155-28 |
155-28 |
156-01 |
155-24 |
| S2 |
155-20 |
155-20 |
156-00 |
|
| S3 |
155-01 |
155-09 |
155-30 |
|
| S4 |
154-14 |
154-22 |
155-25 |
|
|
| Weekly Pivots for week ending 18-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163-06 |
162-05 |
157-09 |
|
| R3 |
160-18 |
159-17 |
156-18 |
|
| R2 |
157-30 |
157-30 |
156-10 |
|
| R1 |
156-29 |
156-29 |
156-03 |
157-14 |
| PP |
155-10 |
155-10 |
155-10 |
155-19 |
| S1 |
154-09 |
154-09 |
155-19 |
154-26 |
| S2 |
152-22 |
152-22 |
155-12 |
|
| S3 |
150-02 |
151-21 |
155-04 |
|
| S4 |
147-14 |
149-01 |
154-13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
156-19 |
155-16 |
1-03 |
0.7% |
0-26 |
0.5% |
54% |
True |
False |
258,573 |
| 10 |
156-19 |
153-24 |
2-27 |
1.8% |
1-00 |
0.6% |
82% |
True |
False |
252,043 |
| 20 |
156-19 |
152-03 |
4-16 |
2.9% |
1-03 |
0.7% |
89% |
True |
False |
244,859 |
| 40 |
156-19 |
151-18 |
5-01 |
3.2% |
1-02 |
0.7% |
90% |
True |
False |
245,699 |
| 60 |
157-08 |
151-18 |
5-22 |
3.6% |
1-02 |
0.7% |
80% |
False |
False |
252,019 |
| 80 |
157-08 |
149-00 |
8-08 |
5.3% |
1-00 |
0.6% |
86% |
False |
False |
207,591 |
| 100 |
157-08 |
149-00 |
8-08 |
5.3% |
1-01 |
0.7% |
86% |
False |
False |
166,106 |
| 120 |
157-08 |
144-24 |
12-16 |
8.0% |
0-30 |
0.6% |
91% |
False |
False |
138,423 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
159-04 |
|
2.618 |
158-05 |
|
1.618 |
157-18 |
|
1.000 |
157-06 |
|
0.618 |
156-31 |
|
HIGH |
156-19 |
|
0.618 |
156-12 |
|
0.500 |
156-10 |
|
0.382 |
156-07 |
|
LOW |
156-00 |
|
0.618 |
155-20 |
|
1.000 |
155-13 |
|
1.618 |
155-01 |
|
2.618 |
154-14 |
|
4.250 |
153-15 |
|
|
| Fisher Pivots for day following 24-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
156-10 |
156-03 |
| PP |
156-07 |
156-02 |
| S1 |
156-05 |
156-02 |
|