ECBOT 30 Year Treasury Bond Future September 2017
| Trading Metrics calculated at close of trading on 11-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2017 |
11-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
158-31 |
158-04 |
-0-27 |
-0.5% |
156-27 |
| High |
159-18 |
158-05 |
-1-13 |
-0.9% |
159-18 |
| Low |
158-11 |
157-02 |
-1-09 |
-0.8% |
156-15 |
| Close |
158-18 |
157-09 |
-1-09 |
-0.8% |
158-18 |
| Range |
1-07 |
1-03 |
-0-04 |
-10.2% |
3-03 |
| ATR |
1-05 |
1-06 |
0-01 |
2.2% |
0-00 |
| Volume |
4,564 |
4,638 |
74 |
1.6% |
34,457 |
|
| Daily Pivots for day following 11-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-25 |
160-04 |
157-28 |
|
| R3 |
159-22 |
159-01 |
157-19 |
|
| R2 |
158-19 |
158-19 |
157-15 |
|
| R1 |
157-30 |
157-30 |
157-12 |
157-23 |
| PP |
157-16 |
157-16 |
157-16 |
157-13 |
| S1 |
156-27 |
156-27 |
157-06 |
156-20 |
| S2 |
156-13 |
156-13 |
157-03 |
|
| S3 |
155-10 |
155-24 |
156-31 |
|
| S4 |
154-07 |
154-21 |
156-22 |
|
|
| Weekly Pivots for week ending 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167-15 |
166-04 |
160-08 |
|
| R3 |
164-12 |
163-01 |
159-13 |
|
| R2 |
161-09 |
161-09 |
159-04 |
|
| R1 |
159-30 |
159-30 |
158-27 |
160-19 |
| PP |
158-06 |
158-06 |
158-06 |
158-17 |
| S1 |
156-27 |
156-27 |
158-09 |
157-17 |
| S2 |
155-03 |
155-03 |
158-00 |
|
| S3 |
152-00 |
153-24 |
157-23 |
|
| S4 |
148-29 |
150-21 |
156-28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
159-18 |
156-15 |
3-03 |
2.0% |
1-13 |
0.9% |
26% |
False |
False |
7,819 |
| 10 |
159-18 |
156-05 |
3-13 |
2.2% |
1-07 |
0.8% |
33% |
False |
False |
112,094 |
| 20 |
159-18 |
153-24 |
5-26 |
3.7% |
1-03 |
0.7% |
61% |
False |
False |
192,210 |
| 40 |
159-18 |
152-03 |
7-15 |
4.7% |
1-03 |
0.7% |
69% |
False |
False |
210,846 |
| 60 |
159-18 |
151-18 |
8-00 |
5.1% |
1-02 |
0.7% |
71% |
False |
False |
227,153 |
| 80 |
159-18 |
151-18 |
8-00 |
5.1% |
1-01 |
0.7% |
71% |
False |
False |
227,145 |
| 100 |
159-18 |
149-00 |
10-18 |
6.7% |
1-01 |
0.7% |
78% |
False |
False |
182,082 |
| 120 |
159-18 |
149-00 |
10-18 |
6.7% |
1-01 |
0.7% |
78% |
False |
False |
151,741 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
162-26 |
|
2.618 |
161-01 |
|
1.618 |
159-30 |
|
1.000 |
159-08 |
|
0.618 |
158-27 |
|
HIGH |
158-05 |
|
0.618 |
157-24 |
|
0.500 |
157-20 |
|
0.382 |
157-15 |
|
LOW |
157-02 |
|
0.618 |
156-12 |
|
1.000 |
155-31 |
|
1.618 |
155-09 |
|
2.618 |
154-06 |
|
4.250 |
152-13 |
|
|
| Fisher Pivots for day following 11-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
157-20 |
158-10 |
| PP |
157-16 |
157-31 |
| S1 |
157-13 |
157-20 |
|