ECBOT 30 Year Treasury Bond Future March 2018
| Trading Metrics calculated at close of trading on 27-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2017 |
27-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
153-06 |
151-25 |
-1-13 |
-0.9% |
153-03 |
| High |
153-25 |
151-25 |
-2-00 |
-1.3% |
153-10 |
| Low |
153-06 |
151-20 |
-1-18 |
-1.0% |
152-10 |
| Close |
153-19 |
151-25 |
-1-26 |
-1.2% |
152-26 |
| Range |
0-19 |
0-05 |
-0-14 |
-73.7% |
1-00 |
| ATR |
0-19 |
0-22 |
0-03 |
16.6% |
0-00 |
| Volume |
9 |
1 |
-8 |
-88.9% |
110 |
|
| Daily Pivots for day following 27-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-06 |
152-05 |
151-28 |
|
| R3 |
152-01 |
152-00 |
151-26 |
|
| R2 |
151-28 |
151-28 |
151-26 |
|
| R1 |
151-27 |
151-27 |
151-25 |
151-28 |
| PP |
151-23 |
151-23 |
151-23 |
151-24 |
| S1 |
151-22 |
151-22 |
151-25 |
151-23 |
| S2 |
151-18 |
151-18 |
151-24 |
|
| S3 |
151-13 |
151-17 |
151-24 |
|
| S4 |
151-08 |
151-12 |
151-22 |
|
|
| Weekly Pivots for week ending 22-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-26 |
155-10 |
153-12 |
|
| R3 |
154-26 |
154-10 |
153-03 |
|
| R2 |
153-26 |
153-26 |
153-00 |
|
| R1 |
153-10 |
153-10 |
152-29 |
153-02 |
| PP |
152-26 |
152-26 |
152-26 |
152-22 |
| S1 |
152-10 |
152-10 |
152-23 |
152-02 |
| S2 |
151-26 |
151-26 |
152-20 |
|
| S3 |
150-26 |
151-10 |
152-17 |
|
| S4 |
149-26 |
150-10 |
152-08 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
152-14 |
|
2.618 |
152-06 |
|
1.618 |
152-01 |
|
1.000 |
151-30 |
|
0.618 |
151-28 |
|
HIGH |
151-25 |
|
0.618 |
151-23 |
|
0.500 |
151-23 |
|
0.382 |
151-22 |
|
LOW |
151-20 |
|
0.618 |
151-17 |
|
1.000 |
151-15 |
|
1.618 |
151-12 |
|
2.618 |
151-07 |
|
4.250 |
150-31 |
|
|
| Fisher Pivots for day following 27-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
151-24 |
152-23 |
| PP |
151-23 |
152-13 |
| S1 |
151-23 |
152-03 |
|