ECBOT 30 Year Treasury Bond Future December 2017
| Trading Metrics calculated at close of trading on 14-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2017 |
14-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
155-08 |
154-29 |
-0-11 |
-0.2% |
155-19 |
| High |
155-18 |
155-10 |
-0-08 |
-0.2% |
158-09 |
| Low |
154-24 |
154-12 |
-0-12 |
-0.2% |
155-05 |
| Close |
154-26 |
154-31 |
0-05 |
0.1% |
157-09 |
| Range |
0-26 |
0-30 |
0-04 |
15.4% |
3-04 |
| ATR |
1-04 |
1-03 |
0-00 |
-1.1% |
0-00 |
| Volume |
231,641 |
280,183 |
48,542 |
21.0% |
1,140,331 |
|
| Daily Pivots for day following 14-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-22 |
157-09 |
155-16 |
|
| R3 |
156-24 |
156-11 |
155-07 |
|
| R2 |
155-26 |
155-26 |
155-05 |
|
| R1 |
155-13 |
155-13 |
155-02 |
155-20 |
| PP |
154-28 |
154-28 |
154-28 |
155-00 |
| S1 |
154-15 |
154-15 |
154-28 |
154-22 |
| S2 |
153-30 |
153-30 |
154-26 |
|
| S3 |
153-00 |
153-17 |
154-23 |
|
| S4 |
152-02 |
152-19 |
154-15 |
|
|
| 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 |
154-12 |
3-29 |
2.5% |
1-01 |
0.7% |
15% |
False |
True |
237,412 |
| 10 |
158-09 |
154-12 |
3-29 |
2.5% |
1-07 |
0.8% |
15% |
False |
True |
261,744 |
| 20 |
158-09 |
153-11 |
4-30 |
3.2% |
1-01 |
0.7% |
33% |
False |
False |
198,569 |
| 40 |
158-09 |
150-28 |
7-13 |
4.8% |
1-02 |
0.7% |
55% |
False |
False |
99,916 |
| 60 |
158-09 |
150-11 |
7-30 |
5.1% |
1-01 |
0.7% |
58% |
False |
False |
66,637 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
159-10 |
|
2.618 |
157-25 |
|
1.618 |
156-27 |
|
1.000 |
156-08 |
|
0.618 |
155-29 |
|
HIGH |
155-10 |
|
0.618 |
154-31 |
|
0.500 |
154-27 |
|
0.382 |
154-23 |
|
LOW |
154-12 |
|
0.618 |
153-25 |
|
1.000 |
153-14 |
|
1.618 |
152-27 |
|
2.618 |
151-29 |
|
4.250 |
150-12 |
|
|
| Fisher Pivots for day following 14-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
154-30 |
155-08 |
| PP |
154-28 |
155-05 |
| S1 |
154-27 |
155-02 |
|