ECBOT 30 Year Treasury Bond Future September 2017
| Trading Metrics calculated at close of trading on 05-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2017 |
05-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
157-14 |
156-27 |
-0-19 |
-0.4% |
156-20 |
| High |
158-00 |
158-16 |
0-16 |
0.3% |
158-04 |
| Low |
156-07 |
156-15 |
0-08 |
0.2% |
156-05 |
| Close |
156-15 |
158-09 |
1-26 |
1.2% |
156-15 |
| Range |
1-25 |
2-01 |
0-08 |
14.0% |
1-31 |
| ATR |
1-01 |
1-04 |
0-02 |
6.8% |
0-00 |
| Volume |
24,072 |
14,301 |
-9,771 |
-40.6% |
1,081,854 |
|
| Daily Pivots for day following 05-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163-27 |
163-03 |
159-13 |
|
| R3 |
161-26 |
161-02 |
158-27 |
|
| R2 |
159-25 |
159-25 |
158-21 |
|
| R1 |
159-01 |
159-01 |
158-15 |
159-13 |
| PP |
157-24 |
157-24 |
157-24 |
157-30 |
| S1 |
157-00 |
157-00 |
158-03 |
157-12 |
| S2 |
155-23 |
155-23 |
157-29 |
|
| S3 |
153-22 |
154-31 |
157-23 |
|
| S4 |
151-21 |
152-30 |
157-05 |
|
|
| 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 |
158-16 |
156-07 |
2-09 |
1.4% |
1-09 |
0.8% |
90% |
True |
False |
145,051 |
| 10 |
158-16 |
155-16 |
3-00 |
1.9% |
1-01 |
0.6% |
93% |
True |
False |
241,703 |
| 20 |
158-16 |
153-17 |
4-31 |
3.1% |
1-02 |
0.7% |
96% |
True |
False |
241,143 |
| 40 |
158-16 |
151-20 |
6-28 |
4.3% |
1-03 |
0.7% |
97% |
True |
False |
236,137 |
| 60 |
158-16 |
151-18 |
6-30 |
4.4% |
1-02 |
0.7% |
97% |
True |
False |
247,232 |
| 80 |
158-16 |
149-19 |
8-29 |
5.6% |
1-01 |
0.7% |
98% |
True |
False |
227,187 |
| 100 |
158-16 |
149-00 |
9-16 |
6.0% |
1-01 |
0.7% |
98% |
True |
False |
181,837 |
| 120 |
158-16 |
146-23 |
11-25 |
7.4% |
1-00 |
0.6% |
98% |
True |
False |
151,535 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
167-04 |
|
2.618 |
163-26 |
|
1.618 |
161-25 |
|
1.000 |
160-17 |
|
0.618 |
159-24 |
|
HIGH |
158-16 |
|
0.618 |
157-23 |
|
0.500 |
157-16 |
|
0.382 |
157-08 |
|
LOW |
156-15 |
|
0.618 |
155-07 |
|
1.000 |
154-14 |
|
1.618 |
153-06 |
|
2.618 |
151-05 |
|
4.250 |
147-27 |
|
|
| Fisher Pivots for day following 05-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
158-01 |
157-31 |
| PP |
157-24 |
157-21 |
| S1 |
157-16 |
157-12 |
|