ECBOT 30 Year Treasury Bond Future December 2017
| Trading Metrics calculated at close of trading on 22-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2017 |
22-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
154-14 |
155-01 |
0-19 |
0.4% |
154-04 |
| High |
155-00 |
155-01 |
0-01 |
0.0% |
155-03 |
| Low |
154-11 |
154-09 |
-0-02 |
0.0% |
152-10 |
| Close |
154-30 |
154-12 |
-0-18 |
-0.4% |
154-20 |
| Range |
0-21 |
0-24 |
0-03 |
14.3% |
2-25 |
| ATR |
1-02 |
1-01 |
-0-01 |
-2.1% |
0-00 |
| Volume |
3,957 |
24,961 |
21,004 |
530.8% |
36,922 |
|
| Daily Pivots for day following 22-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-26 |
156-11 |
154-25 |
|
| R3 |
156-02 |
155-19 |
154-19 |
|
| R2 |
155-10 |
155-10 |
154-16 |
|
| R1 |
154-27 |
154-27 |
154-14 |
154-23 |
| PP |
154-18 |
154-18 |
154-18 |
154-16 |
| S1 |
154-03 |
154-03 |
154-10 |
153-31 |
| S2 |
153-26 |
153-26 |
154-08 |
|
| S3 |
153-02 |
153-11 |
154-05 |
|
| S4 |
152-10 |
152-19 |
153-31 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
155-03 |
152-10 |
2-25 |
1.8% |
1-02 |
0.7% |
74% |
False |
False |
11,915 |
| 10 |
155-03 |
152-10 |
2-25 |
1.8% |
1-01 |
0.7% |
74% |
False |
False |
7,577 |
| 20 |
155-03 |
150-28 |
4-07 |
2.7% |
1-03 |
0.7% |
83% |
False |
False |
4,072 |
| 40 |
155-31 |
150-11 |
5-20 |
3.6% |
1-01 |
0.7% |
72% |
False |
False |
2,096 |
| 60 |
156-01 |
150-11 |
5-22 |
3.7% |
0-24 |
0.5% |
71% |
False |
False |
1,401 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158-07 |
|
2.618 |
157-00 |
|
1.618 |
156-08 |
|
1.000 |
155-25 |
|
0.618 |
155-16 |
|
HIGH |
155-01 |
|
0.618 |
154-24 |
|
0.500 |
154-21 |
|
0.382 |
154-18 |
|
LOW |
154-09 |
|
0.618 |
153-26 |
|
1.000 |
153-17 |
|
1.618 |
153-02 |
|
2.618 |
152-10 |
|
4.250 |
151-03 |
|
|
| Fisher Pivots for day following 22-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
154-21 |
154-22 |
| PP |
154-18 |
154-18 |
| S1 |
154-15 |
154-15 |
|