ECBOT 30 Year Treasury Bond Future December 2017
| Trading Metrics calculated at close of trading on 06-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2017 |
06-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
155-19 |
157-06 |
1-19 |
1.0% |
155-12 |
| High |
157-07 |
157-12 |
0-05 |
0.1% |
156-28 |
| Low |
155-05 |
156-07 |
1-02 |
0.7% |
154-30 |
| Close |
157-00 |
156-11 |
-0-21 |
-0.4% |
155-06 |
| Range |
2-02 |
1-05 |
-0-29 |
-43.9% |
1-30 |
| ATR |
1-02 |
1-02 |
0-00 |
0.7% |
0-00 |
| Volume |
339,785 |
259,234 |
-80,551 |
-23.7% |
1,311,217 |
|
| Daily Pivots for day following 06-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-04 |
159-12 |
156-31 |
|
| R3 |
158-31 |
158-07 |
156-21 |
|
| R2 |
157-26 |
157-26 |
156-18 |
|
| R1 |
157-02 |
157-02 |
156-14 |
156-28 |
| PP |
156-21 |
156-21 |
156-21 |
156-17 |
| S1 |
155-29 |
155-29 |
156-08 |
155-23 |
| S2 |
155-16 |
155-16 |
156-04 |
|
| S3 |
154-11 |
154-24 |
156-01 |
|
| S4 |
153-06 |
153-19 |
155-23 |
|
|
| 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 |
157-12 |
154-30 |
2-14 |
1.6% |
1-06 |
0.8% |
58% |
True |
False |
270,657 |
| 10 |
157-12 |
154-09 |
3-03 |
2.0% |
1-01 |
0.7% |
67% |
True |
False |
244,179 |
| 20 |
157-12 |
152-10 |
5-02 |
3.2% |
1-01 |
0.7% |
80% |
True |
False |
125,878 |
| 40 |
157-12 |
150-21 |
6-23 |
4.3% |
1-02 |
0.7% |
85% |
True |
False |
63,132 |
| 60 |
157-12 |
150-11 |
7-01 |
4.5% |
0-29 |
0.6% |
85% |
True |
False |
42,097 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
162-09 |
|
2.618 |
160-13 |
|
1.618 |
159-08 |
|
1.000 |
158-17 |
|
0.618 |
158-03 |
|
HIGH |
157-12 |
|
0.618 |
156-30 |
|
0.500 |
156-26 |
|
0.382 |
156-21 |
|
LOW |
156-07 |
|
0.618 |
155-16 |
|
1.000 |
155-02 |
|
1.618 |
154-11 |
|
2.618 |
153-06 |
|
4.250 |
151-10 |
|
|
| Fisher Pivots for day following 06-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
156-26 |
156-09 |
| PP |
156-21 |
156-07 |
| S1 |
156-16 |
156-05 |
|