ECBOT 30 Year Treasury Bond Future September 2017
| Trading Metrics calculated at close of trading on 29-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2017 |
29-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
156-20 |
157-00 |
0-12 |
0.2% |
155-24 |
| High |
156-26 |
158-04 |
1-10 |
0.8% |
156-24 |
| Low |
156-05 |
156-26 |
0-21 |
0.4% |
155-16 |
| Close |
156-24 |
156-30 |
0-06 |
0.1% |
156-17 |
| Range |
0-21 |
1-10 |
0-21 |
100.0% |
1-08 |
| ATR |
1-00 |
1-01 |
0-01 |
2.6% |
0-00 |
| Volume |
370,898 |
416,253 |
45,355 |
12.2% |
1,501,550 |
|
| Daily Pivots for day following 29-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-07 |
160-13 |
157-21 |
|
| R3 |
159-29 |
159-03 |
157-10 |
|
| R2 |
158-19 |
158-19 |
157-06 |
|
| R1 |
157-25 |
157-25 |
157-02 |
157-17 |
| PP |
157-09 |
157-09 |
157-09 |
157-06 |
| S1 |
156-15 |
156-15 |
156-26 |
156-07 |
| S2 |
155-31 |
155-31 |
156-22 |
|
| S3 |
154-21 |
155-05 |
156-18 |
|
| S4 |
153-11 |
153-27 |
156-07 |
|
|
| 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 |
158-04 |
155-16 |
2-20 |
1.7% |
0-29 |
0.6% |
55% |
True |
False |
379,442 |
| 10 |
158-04 |
153-26 |
4-10 |
2.7% |
0-31 |
0.6% |
72% |
True |
False |
305,927 |
| 20 |
158-04 |
153-17 |
4-19 |
2.9% |
1-01 |
0.7% |
74% |
True |
False |
269,296 |
| 40 |
158-04 |
151-18 |
6-18 |
4.2% |
1-02 |
0.7% |
82% |
True |
False |
254,801 |
| 60 |
158-04 |
151-18 |
6-18 |
4.2% |
1-01 |
0.7% |
82% |
True |
False |
259,697 |
| 80 |
158-04 |
149-00 |
9-04 |
5.8% |
1-01 |
0.6% |
87% |
True |
False |
223,371 |
| 100 |
158-04 |
149-00 |
9-04 |
5.8% |
1-01 |
0.7% |
87% |
True |
False |
178,749 |
| 120 |
158-04 |
144-24 |
13-12 |
8.5% |
0-31 |
0.6% |
91% |
True |
False |
148,960 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
163-22 |
|
2.618 |
161-18 |
|
1.618 |
160-08 |
|
1.000 |
159-14 |
|
0.618 |
158-30 |
|
HIGH |
158-04 |
|
0.618 |
157-20 |
|
0.500 |
157-15 |
|
0.382 |
157-10 |
|
LOW |
156-26 |
|
0.618 |
156-00 |
|
1.000 |
155-16 |
|
1.618 |
154-22 |
|
2.618 |
153-12 |
|
4.250 |
151-08 |
|
|
| Fisher Pivots for day following 29-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
157-15 |
157-01 |
| PP |
157-09 |
157-00 |
| S1 |
157-04 |
156-31 |
|