ECBOT 30 Year Treasury Bond Future September 2017
| Trading Metrics calculated at close of trading on 17-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2017 |
17-May-2017 |
Change |
Change % |
Previous Week |
| Open |
150-05 |
150-24 |
0-19 |
0.4% |
150-20 |
| High |
150-26 |
152-19 |
1-25 |
1.2% |
151-06 |
| Low |
149-22 |
150-24 |
1-02 |
0.7% |
149-00 |
| Close |
150-12 |
152-17 |
2-05 |
1.4% |
150-06 |
| Range |
1-04 |
1-27 |
0-23 |
63.9% |
2-06 |
| ATR |
1-01 |
1-04 |
0-03 |
8.3% |
0-00 |
| Volume |
6,835 |
18,203 |
11,368 |
166.3% |
5,755 |
|
| Daily Pivots for day following 17-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-16 |
156-27 |
153-17 |
|
| R3 |
155-21 |
155-00 |
153-01 |
|
| R2 |
153-26 |
153-26 |
152-28 |
|
| R1 |
153-05 |
153-05 |
152-22 |
153-16 |
| PP |
151-31 |
151-31 |
151-31 |
152-04 |
| S1 |
151-10 |
151-10 |
152-12 |
151-21 |
| S2 |
150-04 |
150-04 |
152-06 |
|
| S3 |
148-09 |
149-15 |
152-01 |
|
| S4 |
146-14 |
147-20 |
151-17 |
|
|
| Weekly Pivots for week ending 12-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-22 |
155-20 |
151-12 |
|
| R3 |
154-16 |
153-14 |
150-25 |
|
| R2 |
152-10 |
152-10 |
150-19 |
|
| R1 |
151-08 |
151-08 |
150-12 |
150-22 |
| PP |
150-04 |
150-04 |
150-04 |
149-27 |
| S1 |
149-02 |
149-02 |
150-00 |
148-16 |
| S2 |
147-30 |
147-30 |
149-25 |
|
| S3 |
145-24 |
146-28 |
149-19 |
|
| S4 |
143-18 |
144-22 |
149-00 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
160-14 |
|
2.618 |
157-13 |
|
1.618 |
155-18 |
|
1.000 |
154-14 |
|
0.618 |
153-23 |
|
HIGH |
152-19 |
|
0.618 |
151-28 |
|
0.500 |
151-22 |
|
0.382 |
151-15 |
|
LOW |
150-24 |
|
0.618 |
149-20 |
|
1.000 |
148-29 |
|
1.618 |
147-25 |
|
2.618 |
145-30 |
|
4.250 |
142-29 |
|
|
| Fisher Pivots for day following 17-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
152-08 |
152-02 |
| PP |
151-31 |
151-19 |
| S1 |
151-22 |
151-05 |
|