ECBOT 30 Year Treasury Bond Future December 2017
| Trading Metrics calculated at close of trading on 31-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2017 |
31-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
155-26 |
155-27 |
0-01 |
0.0% |
154-14 |
| High |
155-31 |
156-07 |
0-08 |
0.2% |
155-16 |
| Low |
155-15 |
155-15 |
0-00 |
0.0% |
154-09 |
| Close |
155-21 |
156-03 |
0-14 |
0.3% |
155-09 |
| Range |
0-16 |
0-24 |
0-08 |
50.0% |
1-07 |
| ATR |
0-31 |
0-30 |
0-00 |
-1.6% |
0-00 |
| Volume |
208,224 |
271,648 |
63,424 |
30.5% |
560,474 |
|
| Daily Pivots for day following 31-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-06 |
157-28 |
156-16 |
|
| R3 |
157-14 |
157-04 |
156-10 |
|
| R2 |
156-22 |
156-22 |
156-07 |
|
| R1 |
156-12 |
156-12 |
156-05 |
156-17 |
| PP |
155-30 |
155-30 |
155-30 |
156-00 |
| S1 |
155-20 |
155-20 |
156-01 |
155-25 |
| S2 |
155-06 |
155-06 |
155-31 |
|
| S3 |
154-14 |
154-28 |
155-28 |
|
| S4 |
153-22 |
154-04 |
155-22 |
|
|
| 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 |
154-22 |
2-06 |
1.4% |
0-26 |
0.5% |
64% |
False |
False |
262,265 |
| 10 |
156-28 |
154-08 |
2-20 |
1.7% |
0-25 |
0.5% |
70% |
False |
False |
160,531 |
| 20 |
156-28 |
152-09 |
4-19 |
2.9% |
0-31 |
0.6% |
83% |
False |
False |
82,313 |
| 40 |
156-28 |
150-11 |
6-17 |
4.2% |
0-31 |
0.6% |
88% |
False |
False |
41,299 |
| 60 |
156-28 |
150-11 |
6-17 |
4.2% |
0-27 |
0.5% |
88% |
False |
False |
27,540 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
159-13 |
|
2.618 |
158-06 |
|
1.618 |
157-14 |
|
1.000 |
156-31 |
|
0.618 |
156-22 |
|
HIGH |
156-07 |
|
0.618 |
155-30 |
|
0.500 |
155-27 |
|
0.382 |
155-24 |
|
LOW |
155-15 |
|
0.618 |
155-00 |
|
1.000 |
154-23 |
|
1.618 |
154-08 |
|
2.618 |
153-16 |
|
4.250 |
152-09 |
|
|
| Fisher Pivots for day following 31-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
156-00 |
156-06 |
| PP |
155-30 |
156-05 |
| S1 |
155-27 |
156-04 |
|