ECBOT 30 Year Treasury Bond Future September 2017
| Trading Metrics calculated at close of trading on 12-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2017 |
12-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
158-04 |
157-11 |
-0-25 |
-0.5% |
156-27 |
| High |
158-05 |
157-11 |
-0-26 |
-0.5% |
159-18 |
| Low |
157-02 |
156-13 |
-0-21 |
-0.4% |
156-15 |
| Close |
157-09 |
156-17 |
-0-24 |
-0.5% |
158-18 |
| Range |
1-03 |
0-30 |
-0-05 |
-14.3% |
3-03 |
| ATR |
1-06 |
1-05 |
-0-01 |
-1.4% |
0-00 |
| Volume |
4,638 |
1,490 |
-3,148 |
-67.9% |
34,457 |
|
| Daily Pivots for day following 12-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-18 |
159-00 |
157-02 |
|
| R3 |
158-20 |
158-02 |
156-25 |
|
| R2 |
157-22 |
157-22 |
156-23 |
|
| R1 |
157-04 |
157-04 |
156-20 |
156-30 |
| PP |
156-24 |
156-24 |
156-24 |
156-22 |
| S1 |
156-06 |
156-06 |
156-14 |
156-00 |
| S2 |
155-26 |
155-26 |
156-12 |
|
| S3 |
154-28 |
155-08 |
156-09 |
|
| S4 |
153-30 |
154-10 |
156-01 |
|
|
| 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 |
156-13 |
3-05 |
2.0% |
1-06 |
0.8% |
4% |
False |
True |
5,256 |
| 10 |
159-18 |
156-07 |
3-11 |
2.1% |
1-07 |
0.8% |
9% |
False |
False |
75,154 |
| 20 |
159-18 |
153-24 |
5-26 |
3.7% |
1-03 |
0.7% |
48% |
False |
False |
182,721 |
| 40 |
159-18 |
152-03 |
7-15 |
4.8% |
1-03 |
0.7% |
59% |
False |
False |
206,750 |
| 60 |
159-18 |
151-18 |
8-00 |
5.1% |
1-03 |
0.7% |
62% |
False |
False |
223,789 |
| 80 |
159-18 |
151-18 |
8-00 |
5.1% |
1-01 |
0.7% |
62% |
False |
False |
227,091 |
| 100 |
159-18 |
149-00 |
10-18 |
6.7% |
1-01 |
0.7% |
71% |
False |
False |
182,095 |
| 120 |
159-18 |
149-00 |
10-18 |
6.7% |
1-01 |
0.7% |
71% |
False |
False |
151,754 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
161-11 |
|
2.618 |
159-26 |
|
1.618 |
158-28 |
|
1.000 |
158-09 |
|
0.618 |
157-30 |
|
HIGH |
157-11 |
|
0.618 |
157-00 |
|
0.500 |
156-28 |
|
0.382 |
156-24 |
|
LOW |
156-13 |
|
0.618 |
155-26 |
|
1.000 |
155-15 |
|
1.618 |
154-28 |
|
2.618 |
153-30 |
|
4.250 |
152-14 |
|
|
| Fisher Pivots for day following 12-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
156-28 |
158-00 |
| PP |
156-24 |
157-16 |
| S1 |
156-21 |
157-01 |
|