ECBOT 30 Year Treasury Bond Future September 2017
| Trading Metrics calculated at close of trading on 18-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2017 |
18-May-2017 |
Change |
Change % |
Previous Week |
| Open |
150-24 |
152-08 |
1-16 |
1.0% |
150-20 |
| High |
152-19 |
153-05 |
0-18 |
0.4% |
151-06 |
| Low |
150-24 |
152-00 |
1-08 |
0.8% |
149-00 |
| Close |
152-17 |
152-18 |
0-01 |
0.0% |
150-06 |
| Range |
1-27 |
1-05 |
-0-22 |
-37.3% |
2-06 |
| ATR |
1-04 |
1-04 |
0-00 |
0.3% |
0-00 |
| Volume |
18,203 |
5,828 |
-12,375 |
-68.0% |
5,755 |
|
| Daily Pivots for day following 18-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-01 |
155-15 |
153-06 |
|
| R3 |
154-28 |
154-10 |
152-28 |
|
| R2 |
153-23 |
153-23 |
152-25 |
|
| R1 |
153-05 |
153-05 |
152-21 |
153-14 |
| PP |
152-18 |
152-18 |
152-18 |
152-23 |
| S1 |
152-00 |
152-00 |
152-15 |
152-09 |
| S2 |
151-13 |
151-13 |
152-11 |
|
| S3 |
150-08 |
150-27 |
152-08 |
|
| S4 |
149-03 |
149-22 |
151-30 |
|
|
| 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 |
158-02 |
|
2.618 |
156-06 |
|
1.618 |
155-01 |
|
1.000 |
154-10 |
|
0.618 |
153-28 |
|
HIGH |
153-05 |
|
0.618 |
152-23 |
|
0.500 |
152-19 |
|
0.382 |
152-14 |
|
LOW |
152-00 |
|
0.618 |
151-09 |
|
1.000 |
150-27 |
|
1.618 |
150-04 |
|
2.618 |
148-31 |
|
4.250 |
147-03 |
|
|
| Fisher Pivots for day following 18-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
152-19 |
152-06 |
| PP |
152-18 |
151-26 |
| S1 |
152-18 |
151-14 |
|