ECBOT 30 Year Treasury Bond Future December 2017
| Trading Metrics calculated at close of trading on 11-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2017 |
11-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
157-23 |
156-25 |
-0-30 |
-0.6% |
155-19 |
| High |
158-09 |
156-29 |
-1-12 |
-0.9% |
158-09 |
| Low |
157-01 |
155-23 |
-1-10 |
-0.8% |
155-05 |
| Close |
157-09 |
156-00 |
-1-09 |
-0.8% |
157-09 |
| Range |
1-08 |
1-06 |
-0-02 |
-5.0% |
3-04 |
| ATR |
1-04 |
1-05 |
0-01 |
2.9% |
0-00 |
| Volume |
255,994 |
205,940 |
-50,054 |
-19.6% |
1,140,331 |
|
| Daily Pivots for day following 11-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-25 |
159-02 |
156-21 |
|
| R3 |
158-19 |
157-28 |
156-10 |
|
| R2 |
157-13 |
157-13 |
156-07 |
|
| R1 |
156-22 |
156-22 |
156-03 |
156-15 |
| PP |
156-07 |
156-07 |
156-07 |
156-03 |
| S1 |
155-16 |
155-16 |
155-29 |
155-09 |
| S2 |
155-01 |
155-01 |
155-25 |
|
| S3 |
153-27 |
154-10 |
155-22 |
|
| S4 |
152-21 |
153-04 |
155-11 |
|
|
| Weekly Pivots for week ending 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166-09 |
164-29 |
159-00 |
|
| R3 |
163-05 |
161-25 |
158-05 |
|
| R2 |
160-01 |
160-01 |
157-27 |
|
| R1 |
158-21 |
158-21 |
157-18 |
159-11 |
| PP |
156-29 |
156-29 |
156-29 |
157-08 |
| S1 |
155-17 |
155-17 |
157-00 |
156-07 |
| S2 |
153-25 |
153-25 |
156-23 |
|
| S3 |
150-21 |
152-13 |
156-14 |
|
| S4 |
147-17 |
149-09 |
155-18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
158-09 |
155-05 |
3-04 |
2.0% |
1-14 |
0.9% |
27% |
False |
False |
269,254 |
| 10 |
158-09 |
154-30 |
3-11 |
2.1% |
1-06 |
0.8% |
32% |
False |
False |
265,748 |
| 20 |
158-09 |
152-10 |
5-31 |
3.8% |
1-02 |
0.7% |
62% |
False |
False |
162,744 |
| 40 |
158-09 |
150-28 |
7-13 |
4.7% |
1-02 |
0.7% |
69% |
False |
False |
81,796 |
| 60 |
158-09 |
150-11 |
7-30 |
5.1% |
0-31 |
0.6% |
71% |
False |
False |
54,552 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
161-31 |
|
2.618 |
160-00 |
|
1.618 |
158-26 |
|
1.000 |
158-03 |
|
0.618 |
157-20 |
|
HIGH |
156-29 |
|
0.618 |
156-14 |
|
0.500 |
156-10 |
|
0.382 |
156-06 |
|
LOW |
155-23 |
|
0.618 |
155-00 |
|
1.000 |
154-17 |
|
1.618 |
153-26 |
|
2.618 |
152-20 |
|
4.250 |
150-22 |
|
|
| Fisher Pivots for day following 11-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
156-10 |
157-00 |
| PP |
156-07 |
156-21 |
| S1 |
156-03 |
156-11 |
|