ECBOT 30 Year Treasury Bond Future September 2017
| Trading Metrics calculated at close of trading on 28-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2017 |
28-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
156-02 |
156-20 |
0-18 |
0.4% |
155-24 |
| High |
156-24 |
156-26 |
0-02 |
0.0% |
156-24 |
| Low |
155-29 |
156-05 |
0-08 |
0.2% |
155-16 |
| Close |
156-17 |
156-24 |
0-07 |
0.1% |
156-17 |
| Range |
0-27 |
0-21 |
-0-06 |
-22.2% |
1-08 |
| ATR |
1-01 |
1-00 |
-0-01 |
-2.6% |
0-00 |
| Volume |
477,288 |
370,898 |
-106,390 |
-22.3% |
1,501,550 |
|
| Daily Pivots for day following 28-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-17 |
158-10 |
157-04 |
|
| R3 |
157-28 |
157-21 |
156-30 |
|
| R2 |
157-07 |
157-07 |
156-28 |
|
| R1 |
157-00 |
157-00 |
156-26 |
157-03 |
| PP |
156-18 |
156-18 |
156-18 |
156-20 |
| S1 |
156-11 |
156-11 |
156-22 |
156-15 |
| S2 |
155-29 |
155-29 |
156-20 |
|
| S3 |
155-08 |
155-22 |
156-18 |
|
| S4 |
154-19 |
155-01 |
156-12 |
|
|
| 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 |
156-26 |
155-16 |
1-10 |
0.8% |
0-25 |
0.5% |
95% |
True |
False |
338,356 |
| 10 |
156-26 |
153-24 |
3-02 |
2.0% |
0-31 |
0.6% |
98% |
True |
False |
290,288 |
| 20 |
156-26 |
152-09 |
4-17 |
2.9% |
1-02 |
0.7% |
99% |
True |
False |
264,249 |
| 40 |
156-26 |
151-18 |
5-08 |
3.3% |
1-02 |
0.7% |
99% |
True |
False |
248,846 |
| 60 |
157-08 |
151-18 |
5-22 |
3.6% |
1-01 |
0.7% |
91% |
False |
False |
256,866 |
| 80 |
157-08 |
149-00 |
8-08 |
5.3% |
1-00 |
0.6% |
94% |
False |
False |
218,177 |
| 100 |
157-08 |
149-00 |
8-08 |
5.3% |
1-01 |
0.7% |
94% |
False |
False |
174,587 |
| 120 |
157-08 |
144-24 |
12-16 |
8.0% |
0-30 |
0.6% |
96% |
False |
False |
145,491 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
159-19 |
|
2.618 |
158-17 |
|
1.618 |
157-28 |
|
1.000 |
157-15 |
|
0.618 |
157-07 |
|
HIGH |
156-26 |
|
0.618 |
156-18 |
|
0.500 |
156-16 |
|
0.382 |
156-13 |
|
LOW |
156-05 |
|
0.618 |
155-24 |
|
1.000 |
155-16 |
|
1.618 |
155-03 |
|
2.618 |
154-14 |
|
4.250 |
153-12 |
|
|
| Fisher Pivots for day following 28-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
156-21 |
156-20 |
| PP |
156-18 |
156-16 |
| S1 |
156-16 |
156-12 |
|