ECBOT 30 Year Treasury Bond Future December 2017
| Trading Metrics calculated at close of trading on 21-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2017 |
21-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
154-17 |
154-14 |
-0-03 |
-0.1% |
154-04 |
| High |
155-03 |
155-00 |
-0-03 |
-0.1% |
155-03 |
| Low |
154-08 |
154-11 |
0-03 |
0.1% |
152-10 |
| Close |
154-20 |
154-30 |
0-10 |
0.2% |
154-20 |
| Range |
0-27 |
0-21 |
-0-06 |
-22.2% |
2-25 |
| ATR |
1-03 |
1-02 |
-0-01 |
-2.9% |
0-00 |
| Volume |
8,019 |
3,957 |
-4,062 |
-50.7% |
36,922 |
|
| Daily Pivots for day following 21-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-23 |
156-16 |
155-10 |
|
| R3 |
156-02 |
155-27 |
155-04 |
|
| R2 |
155-13 |
155-13 |
155-02 |
|
| R1 |
155-06 |
155-06 |
155-00 |
155-09 |
| PP |
154-24 |
154-24 |
154-24 |
154-26 |
| S1 |
154-17 |
154-17 |
154-28 |
154-21 |
| S2 |
154-03 |
154-03 |
154-26 |
|
| S3 |
153-14 |
153-28 |
154-24 |
|
| S4 |
152-25 |
153-07 |
154-18 |
|
|
| Weekly Pivots for week ending 18-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-11 |
161-09 |
156-05 |
|
| R3 |
159-18 |
158-16 |
155-12 |
|
| R2 |
156-25 |
156-25 |
155-04 |
|
| R1 |
155-23 |
155-23 |
154-28 |
156-08 |
| PP |
154-00 |
154-00 |
154-00 |
154-09 |
| S1 |
152-30 |
152-30 |
154-12 |
153-15 |
| S2 |
151-07 |
151-07 |
154-04 |
|
| S3 |
148-14 |
150-05 |
153-28 |
|
| S4 |
145-21 |
147-12 |
153-03 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
157-25 |
|
2.618 |
156-23 |
|
1.618 |
156-02 |
|
1.000 |
155-21 |
|
0.618 |
155-13 |
|
HIGH |
155-00 |
|
0.618 |
154-24 |
|
0.500 |
154-22 |
|
0.382 |
154-19 |
|
LOW |
154-11 |
|
0.618 |
153-30 |
|
1.000 |
153-22 |
|
1.618 |
153-09 |
|
2.618 |
152-20 |
|
4.250 |
151-18 |
|
|
| Fisher Pivots for day following 21-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
154-27 |
154-22 |
| PP |
154-24 |
154-15 |
| S1 |
154-22 |
154-07 |
|