ECBOT 30 Year Treasury Bond Future December 2017
| Trading Metrics calculated at close of trading on 02-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2017 |
02-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
152-24 |
152-22 |
-0-02 |
0.0% |
154-08 |
| High |
153-00 |
153-04 |
0-04 |
0.1% |
155-04 |
| Low |
152-12 |
152-02 |
-0-10 |
-0.2% |
152-01 |
| Close |
152-26 |
152-22 |
-0-04 |
-0.1% |
152-26 |
| Range |
0-20 |
1-02 |
0-14 |
70.0% |
3-03 |
| ATR |
1-01 |
1-01 |
0-00 |
0.2% |
0-00 |
| Volume |
364,793 |
263,763 |
-101,030 |
-27.7% |
1,622,305 |
|
| Daily Pivots for day following 02-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-26 |
155-10 |
153-09 |
|
| R3 |
154-24 |
154-08 |
152-31 |
|
| R2 |
153-22 |
153-22 |
152-28 |
|
| R1 |
153-06 |
153-06 |
152-25 |
153-07 |
| PP |
152-20 |
152-20 |
152-20 |
152-20 |
| S1 |
152-04 |
152-04 |
152-19 |
152-05 |
| S2 |
151-18 |
151-18 |
152-16 |
|
| S3 |
150-16 |
151-02 |
152-13 |
|
| S4 |
149-14 |
150-00 |
152-03 |
|
|
| Weekly Pivots for week ending 29-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-19 |
160-26 |
154-16 |
|
| R3 |
159-16 |
157-23 |
153-21 |
|
| R2 |
156-13 |
156-13 |
153-12 |
|
| R1 |
154-20 |
154-20 |
153-03 |
153-31 |
| PP |
153-10 |
153-10 |
153-10 |
153-00 |
| S1 |
151-17 |
151-17 |
152-17 |
150-28 |
| S2 |
150-07 |
150-07 |
152-08 |
|
| S3 |
147-04 |
148-14 |
151-31 |
|
| S4 |
144-01 |
145-11 |
151-04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
155-03 |
152-01 |
3-02 |
2.0% |
1-04 |
0.7% |
21% |
False |
False |
322,841 |
| 10 |
155-04 |
152-01 |
3-03 |
2.0% |
1-00 |
0.6% |
21% |
False |
False |
285,333 |
| 20 |
158-09 |
152-01 |
6-08 |
4.1% |
1-02 |
0.7% |
10% |
False |
False |
267,573 |
| 40 |
158-09 |
152-01 |
6-08 |
4.1% |
1-00 |
0.7% |
10% |
False |
False |
181,782 |
| 60 |
158-09 |
150-13 |
7-28 |
5.2% |
1-01 |
0.7% |
29% |
False |
False |
121,296 |
| 80 |
158-09 |
150-11 |
7-30 |
5.2% |
0-29 |
0.6% |
30% |
False |
False |
90,978 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
157-20 |
|
2.618 |
155-29 |
|
1.618 |
154-27 |
|
1.000 |
154-06 |
|
0.618 |
153-25 |
|
HIGH |
153-04 |
|
0.618 |
152-23 |
|
0.500 |
152-19 |
|
0.382 |
152-15 |
|
LOW |
152-02 |
|
0.618 |
151-13 |
|
1.000 |
151-00 |
|
1.618 |
150-11 |
|
2.618 |
149-09 |
|
4.250 |
147-18 |
|
|
| Fisher Pivots for day following 02-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
152-21 |
152-21 |
| PP |
152-20 |
152-20 |
| S1 |
152-19 |
152-19 |
|