ECBOT 30 Year Treasury Bond Future September 2017
| Trading Metrics calculated at close of trading on 11-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2017 |
11-May-2017 |
Change |
Change % |
Previous Week |
| Open |
149-26 |
149-19 |
-0-07 |
-0.1% |
151-31 |
| High |
150-05 |
149-20 |
-0-17 |
-0.4% |
152-00 |
| Low |
149-05 |
149-00 |
-0-05 |
-0.1% |
150-06 |
| Close |
149-09 |
149-12 |
0-03 |
0.1% |
150-19 |
| Range |
1-00 |
0-20 |
-0-12 |
-37.5% |
1-26 |
| ATR |
1-02 |
1-01 |
-0-01 |
-3.0% |
0-00 |
| Volume |
1,915 |
787 |
-1,128 |
-58.9% |
2,894 |
|
| Daily Pivots for day following 11-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-07 |
150-29 |
149-23 |
|
| R3 |
150-19 |
150-09 |
149-18 |
|
| R2 |
149-31 |
149-31 |
149-16 |
|
| R1 |
149-21 |
149-21 |
149-14 |
149-16 |
| PP |
149-11 |
149-11 |
149-11 |
149-08 |
| S1 |
149-01 |
149-01 |
149-10 |
148-28 |
| S2 |
148-23 |
148-23 |
149-08 |
|
| S3 |
148-03 |
148-13 |
149-06 |
|
| S4 |
147-15 |
147-25 |
149-01 |
|
|
| Weekly Pivots for week ending 05-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-12 |
155-09 |
151-19 |
|
| R3 |
154-18 |
153-15 |
151-03 |
|
| R2 |
152-24 |
152-24 |
150-30 |
|
| R1 |
151-21 |
151-21 |
150-24 |
151-10 |
| PP |
150-30 |
150-30 |
150-30 |
150-24 |
| S1 |
149-27 |
149-27 |
150-14 |
149-16 |
| S2 |
149-04 |
149-04 |
150-08 |
|
| S3 |
147-10 |
148-01 |
150-03 |
|
| S4 |
145-16 |
146-07 |
149-19 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
152-09 |
|
2.618 |
151-08 |
|
1.618 |
150-20 |
|
1.000 |
150-08 |
|
0.618 |
150-00 |
|
HIGH |
149-20 |
|
0.618 |
149-12 |
|
0.500 |
149-10 |
|
0.382 |
149-08 |
|
LOW |
149-00 |
|
0.618 |
148-20 |
|
1.000 |
148-12 |
|
1.618 |
148-00 |
|
2.618 |
147-12 |
|
4.250 |
146-11 |
|
|
| Fisher Pivots for day following 11-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
149-11 |
149-19 |
| PP |
149-11 |
149-16 |
| S1 |
149-10 |
149-14 |
|