ECBOT 30 Year Treasury Bond Future September 2017
| Trading Metrics calculated at close of trading on 18-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2017 |
18-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
156-20 |
156-07 |
-0-13 |
-0.3% |
158-04 |
| High |
156-24 |
156-09 |
-0-15 |
-0.3% |
158-05 |
| Low |
156-02 |
155-15 |
-0-19 |
-0.4% |
155-22 |
| Close |
156-10 |
155-20 |
-0-22 |
-0.4% |
156-10 |
| Range |
0-22 |
0-26 |
0-04 |
18.2% |
2-15 |
| ATR |
1-03 |
1-02 |
-0-01 |
-1.6% |
0-00 |
| Volume |
1,895 |
1,506 |
-389 |
-20.5% |
14,465 |
|
| Daily Pivots for day following 18-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-07 |
157-24 |
156-02 |
|
| R3 |
157-13 |
156-30 |
155-27 |
|
| R2 |
156-19 |
156-19 |
155-25 |
|
| R1 |
156-04 |
156-04 |
155-22 |
155-31 |
| PP |
155-25 |
155-25 |
155-25 |
155-23 |
| S1 |
155-10 |
155-10 |
155-18 |
155-05 |
| S2 |
154-31 |
154-31 |
155-15 |
|
| S3 |
154-05 |
154-16 |
155-13 |
|
| S4 |
153-11 |
153-22 |
155-06 |
|
|
| Weekly Pivots for week ending 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164-04 |
162-22 |
157-21 |
|
| R3 |
161-21 |
160-07 |
157-00 |
|
| R2 |
159-06 |
159-06 |
156-24 |
|
| R1 |
157-24 |
157-24 |
156-17 |
157-08 |
| PP |
156-23 |
156-23 |
156-23 |
156-15 |
| S1 |
155-09 |
155-09 |
156-03 |
154-24 |
| S2 |
154-08 |
154-08 |
155-28 |
|
| S3 |
151-25 |
152-26 |
155-20 |
|
| S4 |
149-10 |
150-11 |
154-31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
157-11 |
155-15 |
1-28 |
1.2% |
0-26 |
0.5% |
8% |
False |
True |
2,266 |
| 10 |
159-18 |
155-15 |
4-03 |
2.6% |
1-04 |
0.7% |
4% |
False |
True |
5,042 |
| 20 |
159-18 |
155-15 |
4-03 |
2.6% |
1-00 |
0.6% |
4% |
False |
True |
131,691 |
| 40 |
159-18 |
152-03 |
7-15 |
4.8% |
1-03 |
0.7% |
47% |
False |
False |
186,850 |
| 60 |
159-18 |
151-18 |
8-00 |
5.1% |
1-03 |
0.7% |
51% |
False |
False |
208,081 |
| 80 |
159-18 |
151-18 |
8-00 |
5.1% |
1-01 |
0.7% |
51% |
False |
False |
221,895 |
| 100 |
159-18 |
149-00 |
10-18 |
6.8% |
1-01 |
0.7% |
63% |
False |
False |
182,189 |
| 120 |
159-18 |
149-00 |
10-18 |
6.8% |
1-01 |
0.7% |
63% |
False |
False |
151,835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
159-24 |
|
2.618 |
158-13 |
|
1.618 |
157-19 |
|
1.000 |
157-03 |
|
0.618 |
156-25 |
|
HIGH |
156-09 |
|
0.618 |
155-31 |
|
0.500 |
155-28 |
|
0.382 |
155-25 |
|
LOW |
155-15 |
|
0.618 |
154-31 |
|
1.000 |
154-21 |
|
1.618 |
154-05 |
|
2.618 |
153-11 |
|
4.250 |
152-01 |
|
|
| Fisher Pivots for day following 18-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
155-28 |
156-04 |
| PP |
155-25 |
155-30 |
| S1 |
155-23 |
155-25 |
|