ECBOT 30 Year Treasury Bond Future December 2017
| Trading Metrics calculated at close of trading on 07-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2017 |
07-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
157-06 |
156-12 |
-0-26 |
-0.5% |
155-12 |
| High |
157-12 |
157-30 |
0-18 |
0.4% |
156-28 |
| Low |
156-07 |
156-11 |
0-04 |
0.1% |
154-30 |
| Close |
156-11 |
157-12 |
1-01 |
0.7% |
155-06 |
| Range |
1-05 |
1-19 |
0-14 |
37.8% |
1-30 |
| ATR |
1-02 |
1-03 |
0-01 |
3.6% |
0-00 |
| Volume |
259,234 |
285,318 |
26,084 |
10.1% |
1,311,217 |
|
| Daily Pivots for day following 07-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-00 |
161-09 |
158-08 |
|
| R3 |
160-13 |
159-22 |
157-26 |
|
| R2 |
158-26 |
158-26 |
157-21 |
|
| R1 |
158-03 |
158-03 |
157-17 |
158-14 |
| PP |
157-07 |
157-07 |
157-07 |
157-13 |
| S1 |
156-16 |
156-16 |
157-07 |
156-28 |
| S2 |
155-20 |
155-20 |
157-03 |
|
| S3 |
154-01 |
154-29 |
156-30 |
|
| S4 |
152-14 |
153-10 |
156-16 |
|
|
| 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 |
157-30 |
154-30 |
3-00 |
1.9% |
1-13 |
0.9% |
81% |
True |
False |
286,076 |
| 10 |
157-30 |
154-22 |
3-08 |
2.1% |
1-03 |
0.7% |
83% |
True |
False |
267,127 |
| 20 |
157-30 |
152-10 |
5-20 |
3.6% |
1-02 |
0.7% |
90% |
True |
False |
140,071 |
| 40 |
157-30 |
150-21 |
7-09 |
4.6% |
1-02 |
0.7% |
92% |
True |
False |
70,263 |
| 60 |
157-30 |
150-11 |
7-19 |
4.8% |
0-30 |
0.6% |
93% |
True |
False |
46,853 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
164-23 |
|
2.618 |
162-04 |
|
1.618 |
160-17 |
|
1.000 |
159-17 |
|
0.618 |
158-30 |
|
HIGH |
157-30 |
|
0.618 |
157-11 |
|
0.500 |
157-05 |
|
0.382 |
156-30 |
|
LOW |
156-11 |
|
0.618 |
155-11 |
|
1.000 |
154-24 |
|
1.618 |
153-24 |
|
2.618 |
152-05 |
|
4.250 |
149-18 |
|
|
| Fisher Pivots for day following 07-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
157-10 |
157-03 |
| PP |
157-07 |
156-26 |
| S1 |
157-05 |
156-18 |
|