ECBOT 30 Year Treasury Bond Future September 2017
| Trading Metrics calculated at close of trading on 01-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2017 |
01-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
157-04 |
157-14 |
0-10 |
0.2% |
156-20 |
| High |
157-16 |
158-00 |
0-16 |
0.3% |
158-04 |
| Low |
156-24 |
156-07 |
-0-17 |
-0.3% |
156-05 |
| Close |
157-12 |
156-15 |
-0-29 |
-0.6% |
156-15 |
| Range |
0-24 |
1-25 |
1-01 |
137.5% |
1-31 |
| ATR |
0-31 |
1-01 |
0-02 |
5.8% |
0-00 |
| Volume |
63,392 |
24,072 |
-39,320 |
-62.0% |
1,081,854 |
|
| Daily Pivots for day following 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-08 |
161-04 |
157-14 |
|
| R3 |
160-15 |
159-11 |
156-31 |
|
| R2 |
158-22 |
158-22 |
156-25 |
|
| R1 |
157-18 |
157-18 |
156-20 |
157-08 |
| PP |
156-29 |
156-29 |
156-29 |
156-23 |
| S1 |
155-25 |
155-25 |
156-10 |
155-15 |
| S2 |
155-04 |
155-04 |
156-05 |
|
| S3 |
153-11 |
154-00 |
155-31 |
|
| S4 |
151-18 |
152-07 |
155-16 |
|
|
| Weekly Pivots for week ending 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-26 |
161-20 |
157-18 |
|
| R3 |
160-27 |
159-21 |
157-00 |
|
| R2 |
158-28 |
158-28 |
156-27 |
|
| R1 |
157-22 |
157-22 |
156-21 |
157-10 |
| PP |
156-29 |
156-29 |
156-29 |
156-23 |
| S1 |
155-23 |
155-23 |
156-09 |
155-11 |
| S2 |
154-30 |
154-30 |
156-03 |
|
| S3 |
152-31 |
153-24 |
155-30 |
|
| S4 |
151-00 |
151-25 |
155-12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
158-04 |
156-05 |
1-31 |
1.3% |
1-00 |
0.6% |
16% |
False |
False |
216,370 |
| 10 |
158-04 |
155-16 |
2-20 |
1.7% |
0-29 |
0.6% |
37% |
False |
False |
258,340 |
| 20 |
158-04 |
153-17 |
4-19 |
2.9% |
1-00 |
0.6% |
64% |
False |
False |
247,042 |
| 40 |
158-04 |
151-20 |
6-16 |
4.2% |
1-02 |
0.7% |
75% |
False |
False |
240,442 |
| 60 |
158-04 |
151-18 |
6-18 |
4.2% |
1-02 |
0.7% |
75% |
False |
False |
250,965 |
| 80 |
158-04 |
149-00 |
9-04 |
5.8% |
1-01 |
0.7% |
82% |
False |
False |
227,018 |
| 100 |
158-04 |
149-00 |
9-04 |
5.8% |
1-01 |
0.7% |
82% |
False |
False |
181,696 |
| 120 |
158-04 |
146-23 |
11-13 |
7.3% |
0-31 |
0.6% |
85% |
False |
False |
151,416 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165-18 |
|
2.618 |
162-21 |
|
1.618 |
160-28 |
|
1.000 |
159-25 |
|
0.618 |
159-03 |
|
HIGH |
158-00 |
|
0.618 |
157-10 |
|
0.500 |
157-04 |
|
0.382 |
156-29 |
|
LOW |
156-07 |
|
0.618 |
155-04 |
|
1.000 |
154-14 |
|
1.618 |
153-11 |
|
2.618 |
151-18 |
|
4.250 |
148-21 |
|
|
| Fisher Pivots for day following 01-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
157-04 |
157-04 |
| PP |
156-29 |
156-29 |
| S1 |
156-22 |
156-22 |
|