ECBOT 30 Year Treasury Bond Future September 2017
| Trading Metrics calculated at close of trading on 25-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2017 |
25-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
156-18 |
156-02 |
-0-16 |
-0.3% |
155-24 |
| High |
156-19 |
156-24 |
0-05 |
0.1% |
156-24 |
| Low |
156-00 |
155-29 |
-0-03 |
-0.1% |
155-16 |
| Close |
156-03 |
156-17 |
0-14 |
0.3% |
156-17 |
| Range |
0-19 |
0-27 |
0-08 |
42.1% |
1-08 |
| ATR |
1-02 |
1-01 |
0-00 |
-1.4% |
0-00 |
| Volume |
383,172 |
477,288 |
94,116 |
24.6% |
1,501,550 |
|
| Daily Pivots for day following 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-30 |
158-18 |
157-00 |
|
| R3 |
158-03 |
157-23 |
156-24 |
|
| R2 |
157-08 |
157-08 |
156-22 |
|
| R1 |
156-28 |
156-28 |
156-19 |
157-02 |
| PP |
156-13 |
156-13 |
156-13 |
156-16 |
| S1 |
156-01 |
156-01 |
156-15 |
156-07 |
| S2 |
155-18 |
155-18 |
156-12 |
|
| S3 |
154-23 |
155-06 |
156-10 |
|
| S4 |
153-28 |
154-11 |
156-02 |
|
|
| Weekly Pivots for week ending 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-00 |
159-17 |
157-07 |
|
| R3 |
158-24 |
158-09 |
156-28 |
|
| R2 |
157-16 |
157-16 |
156-24 |
|
| R1 |
157-01 |
157-01 |
156-21 |
157-09 |
| PP |
156-08 |
156-08 |
156-08 |
156-12 |
| S1 |
155-25 |
155-25 |
156-13 |
156-01 |
| S2 |
155-00 |
155-00 |
156-10 |
|
| S3 |
153-24 |
154-17 |
156-06 |
|
| S4 |
152-16 |
153-09 |
155-27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
156-24 |
155-16 |
1-08 |
0.8% |
0-25 |
0.5% |
83% |
True |
False |
300,310 |
| 10 |
156-24 |
153-24 |
3-00 |
1.9% |
0-31 |
0.6% |
93% |
True |
False |
272,325 |
| 20 |
156-24 |
152-09 |
4-15 |
2.9% |
1-02 |
0.7% |
95% |
True |
False |
255,835 |
| 40 |
156-24 |
151-18 |
5-06 |
3.3% |
1-02 |
0.7% |
96% |
True |
False |
248,664 |
| 60 |
157-08 |
151-18 |
5-22 |
3.6% |
1-02 |
0.7% |
87% |
False |
False |
256,060 |
| 80 |
157-08 |
149-00 |
8-08 |
5.3% |
1-00 |
0.6% |
91% |
False |
False |
213,549 |
| 100 |
157-08 |
149-00 |
8-08 |
5.3% |
1-01 |
0.7% |
91% |
False |
False |
170,878 |
| 120 |
157-08 |
144-24 |
12-16 |
8.0% |
0-30 |
0.6% |
94% |
False |
False |
142,400 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
160-11 |
|
2.618 |
158-31 |
|
1.618 |
158-04 |
|
1.000 |
157-19 |
|
0.618 |
157-09 |
|
HIGH |
156-24 |
|
0.618 |
156-14 |
|
0.500 |
156-11 |
|
0.382 |
156-07 |
|
LOW |
155-29 |
|
0.618 |
155-12 |
|
1.000 |
155-02 |
|
1.618 |
154-17 |
|
2.618 |
153-22 |
|
4.250 |
152-10 |
|
|
| Fisher Pivots for day following 25-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
156-15 |
156-13 |
| PP |
156-13 |
156-08 |
| S1 |
156-11 |
156-04 |
|