ECBOT 30 Year Treasury Bond Future December 2017
| Trading Metrics calculated at close of trading on 05-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2017 |
05-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
156-05 |
155-19 |
-0-18 |
-0.4% |
155-12 |
| High |
156-12 |
157-07 |
0-27 |
0.5% |
156-28 |
| Low |
154-30 |
155-05 |
0-07 |
0.1% |
154-30 |
| Close |
155-06 |
157-00 |
1-26 |
1.2% |
155-06 |
| Range |
1-14 |
2-02 |
0-20 |
43.5% |
1-30 |
| ATR |
0-31 |
1-02 |
0-02 |
7.9% |
0-00 |
| Volume |
274,396 |
339,785 |
65,389 |
23.8% |
1,311,217 |
|
| Daily Pivots for day following 05-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-21 |
161-28 |
158-04 |
|
| R3 |
160-19 |
159-26 |
157-18 |
|
| R2 |
158-17 |
158-17 |
157-12 |
|
| R1 |
157-24 |
157-24 |
157-06 |
158-05 |
| PP |
156-15 |
156-15 |
156-15 |
156-21 |
| S1 |
155-22 |
155-22 |
156-26 |
156-03 |
| S2 |
154-13 |
154-13 |
156-20 |
|
| S3 |
152-11 |
153-20 |
156-14 |
|
| S4 |
150-09 |
151-18 |
155-28 |
|
|
| Weekly Pivots for week ending 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-15 |
160-09 |
156-08 |
|
| R3 |
159-17 |
158-11 |
155-23 |
|
| R2 |
157-19 |
157-19 |
155-17 |
|
| R1 |
156-13 |
156-13 |
155-12 |
156-01 |
| PP |
155-21 |
155-21 |
155-21 |
155-16 |
| S1 |
154-15 |
154-15 |
155-00 |
154-03 |
| S2 |
153-23 |
153-23 |
154-27 |
|
| S3 |
151-25 |
152-17 |
154-21 |
|
| S4 |
149-27 |
150-19 |
154-04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
157-07 |
154-30 |
2-09 |
1.5% |
1-07 |
0.8% |
90% |
True |
False |
275,950 |
| 10 |
157-07 |
154-09 |
2-30 |
1.9% |
1-00 |
0.6% |
93% |
True |
False |
220,751 |
| 20 |
157-07 |
152-09 |
4-30 |
3.1% |
1-01 |
0.7% |
96% |
True |
False |
112,966 |
| 40 |
157-07 |
150-13 |
6-26 |
4.3% |
1-01 |
0.7% |
97% |
True |
False |
56,652 |
| 60 |
157-07 |
150-11 |
6-28 |
4.4% |
0-28 |
0.6% |
97% |
True |
False |
37,777 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
166-00 |
|
2.618 |
162-20 |
|
1.618 |
160-18 |
|
1.000 |
159-09 |
|
0.618 |
158-16 |
|
HIGH |
157-07 |
|
0.618 |
156-14 |
|
0.500 |
156-06 |
|
0.382 |
155-30 |
|
LOW |
155-05 |
|
0.618 |
153-28 |
|
1.000 |
153-03 |
|
1.618 |
151-26 |
|
2.618 |
149-24 |
|
4.250 |
146-13 |
|
|
| Fisher Pivots for day following 05-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
156-23 |
156-22 |
| PP |
156-15 |
156-12 |
| S1 |
156-06 |
156-03 |
|