ECBOT 30 Year Treasury Bond Future September 2017
| Trading Metrics calculated at close of trading on 14-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2017 |
14-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
156-15 |
156-09 |
-0-06 |
-0.1% |
156-27 |
| High |
156-28 |
156-18 |
-0-10 |
-0.2% |
159-18 |
| Low |
156-03 |
155-22 |
-0-13 |
-0.3% |
156-15 |
| Close |
156-03 |
156-08 |
0-05 |
0.1% |
158-18 |
| Range |
0-25 |
0-28 |
0-03 |
12.0% |
3-03 |
| ATR |
1-04 |
1-04 |
-0-01 |
-1.6% |
0-00 |
| Volume |
3,448 |
2,994 |
-454 |
-13.2% |
34,457 |
|
| Daily Pivots for day following 14-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-25 |
158-13 |
156-23 |
|
| R3 |
157-29 |
157-17 |
156-16 |
|
| R2 |
157-01 |
157-01 |
156-13 |
|
| R1 |
156-21 |
156-21 |
156-11 |
156-13 |
| PP |
156-05 |
156-05 |
156-05 |
156-02 |
| S1 |
155-25 |
155-25 |
156-05 |
155-17 |
| S2 |
155-09 |
155-09 |
156-03 |
|
| S3 |
154-13 |
154-29 |
156-00 |
|
| S4 |
153-17 |
154-01 |
155-25 |
|
|
| 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 |
155-22 |
3-28 |
2.5% |
0-31 |
0.6% |
15% |
False |
True |
3,426 |
| 10 |
159-18 |
155-22 |
3-28 |
2.5% |
1-07 |
0.8% |
15% |
False |
True |
13,449 |
| 20 |
159-18 |
154-18 |
5-00 |
3.2% |
1-01 |
0.7% |
34% |
False |
False |
158,819 |
| 40 |
159-18 |
152-03 |
7-15 |
4.8% |
1-03 |
0.7% |
56% |
False |
False |
197,243 |
| 60 |
159-18 |
151-18 |
8-00 |
5.1% |
1-02 |
0.7% |
59% |
False |
False |
215,901 |
| 80 |
159-18 |
151-18 |
8-00 |
5.1% |
1-02 |
0.7% |
59% |
False |
False |
226,409 |
| 100 |
159-18 |
149-00 |
10-18 |
6.8% |
1-01 |
0.7% |
69% |
False |
False |
182,158 |
| 120 |
159-18 |
149-00 |
10-18 |
6.8% |
1-01 |
0.7% |
69% |
False |
False |
151,807 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
160-09 |
|
2.618 |
158-27 |
|
1.618 |
157-31 |
|
1.000 |
157-14 |
|
0.618 |
157-03 |
|
HIGH |
156-18 |
|
0.618 |
156-07 |
|
0.500 |
156-04 |
|
0.382 |
156-01 |
|
LOW |
155-22 |
|
0.618 |
155-05 |
|
1.000 |
154-26 |
|
1.618 |
154-09 |
|
2.618 |
153-13 |
|
4.250 |
151-31 |
|
|
| Fisher Pivots for day following 14-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
156-07 |
156-17 |
| PP |
156-05 |
156-14 |
| S1 |
156-04 |
156-11 |
|