ECBOT 30 Year Treasury Bond Future December 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 |
155-12 |
155-25 |
0-13 |
0.3% |
154-14 |
| High |
155-19 |
156-28 |
1-09 |
0.8% |
155-16 |
| Low |
154-30 |
155-18 |
0-20 |
0.4% |
154-09 |
| Close |
155-17 |
155-22 |
0-05 |
0.1% |
155-09 |
| Range |
0-21 |
1-10 |
0-21 |
100.0% |
1-07 |
| ATR |
0-31 |
1-00 |
0-01 |
2.8% |
0-00 |
| Volume |
271,252 |
285,697 |
14,445 |
5.3% |
560,474 |
|
| Daily Pivots for day following 29-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-31 |
159-05 |
156-13 |
|
| R3 |
158-21 |
157-27 |
156-02 |
|
| R2 |
157-11 |
157-11 |
155-30 |
|
| R1 |
156-17 |
156-17 |
155-26 |
156-09 |
| PP |
156-01 |
156-01 |
156-01 |
155-30 |
| S1 |
155-07 |
155-07 |
155-18 |
154-31 |
| S2 |
154-23 |
154-23 |
155-14 |
|
| S3 |
153-13 |
153-29 |
155-10 |
|
| S4 |
152-03 |
152-19 |
154-31 |
|
|
| Weekly Pivots for week ending 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-22 |
158-06 |
155-30 |
|
| R3 |
157-15 |
156-31 |
155-20 |
|
| R2 |
156-08 |
156-08 |
155-16 |
|
| R1 |
155-24 |
155-24 |
155-13 |
156-00 |
| PP |
155-01 |
155-01 |
155-01 |
155-05 |
| S1 |
154-17 |
154-17 |
155-05 |
154-25 |
| S2 |
153-26 |
153-26 |
155-02 |
|
| S3 |
152-19 |
153-10 |
154-30 |
|
| S4 |
151-12 |
152-03 |
154-20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
156-28 |
154-09 |
2-19 |
1.7% |
0-28 |
0.6% |
54% |
True |
False |
217,701 |
| 10 |
156-28 |
152-10 |
4-18 |
2.9% |
0-31 |
0.6% |
74% |
True |
False |
114,808 |
| 20 |
156-28 |
152-09 |
4-19 |
3.0% |
1-00 |
0.6% |
74% |
True |
False |
58,398 |
| 40 |
156-28 |
150-11 |
6-17 |
4.2% |
1-00 |
0.6% |
82% |
True |
False |
29,305 |
| 60 |
156-28 |
150-11 |
6-17 |
4.2% |
0-26 |
0.5% |
82% |
True |
False |
19,543 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
162-14 |
|
2.618 |
160-10 |
|
1.618 |
159-00 |
|
1.000 |
158-06 |
|
0.618 |
157-22 |
|
HIGH |
156-28 |
|
0.618 |
156-12 |
|
0.500 |
156-07 |
|
0.382 |
156-02 |
|
LOW |
155-18 |
|
0.618 |
154-24 |
|
1.000 |
154-08 |
|
1.618 |
153-14 |
|
2.618 |
152-04 |
|
4.250 |
150-00 |
|
|
| Fisher Pivots for day following 29-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
156-07 |
155-25 |
| PP |
156-01 |
155-24 |
| S1 |
155-28 |
155-23 |
|