ECBOT 30 Year Treasury Bond Future September 2017
| Trading Metrics calculated at close of trading on 06-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2017 |
06-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
156-27 |
158-14 |
1-19 |
1.0% |
156-20 |
| High |
158-16 |
158-21 |
0-05 |
0.1% |
158-04 |
| Low |
156-15 |
157-17 |
1-02 |
0.7% |
156-05 |
| Close |
158-09 |
157-20 |
-0-21 |
-0.4% |
156-15 |
| Range |
2-01 |
1-04 |
-0-29 |
-44.6% |
1-31 |
| ATR |
1-04 |
1-04 |
0-00 |
0.1% |
0-00 |
| Volume |
14,301 |
8,157 |
-6,144 |
-43.0% |
1,081,854 |
|
| Daily Pivots for day following 06-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-10 |
160-19 |
158-08 |
|
| R3 |
160-06 |
159-15 |
157-30 |
|
| R2 |
159-02 |
159-02 |
157-27 |
|
| R1 |
158-11 |
158-11 |
157-23 |
158-05 |
| PP |
157-30 |
157-30 |
157-30 |
157-27 |
| S1 |
157-07 |
157-07 |
157-17 |
157-01 |
| S2 |
156-26 |
156-26 |
157-13 |
|
| S3 |
155-22 |
156-03 |
157-10 |
|
| S4 |
154-18 |
154-31 |
157-00 |
|
|
| 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 |
158-21 |
156-07 |
2-14 |
1.5% |
1-08 |
0.8% |
58% |
True |
False |
63,432 |
| 10 |
158-21 |
155-16 |
3-05 |
2.0% |
1-02 |
0.7% |
67% |
True |
False |
221,437 |
| 20 |
158-21 |
153-24 |
4-29 |
3.1% |
1-02 |
0.7% |
79% |
True |
False |
231,983 |
| 40 |
158-21 |
151-28 |
6-25 |
4.3% |
1-03 |
0.7% |
85% |
True |
False |
230,561 |
| 60 |
158-21 |
151-18 |
7-03 |
4.5% |
1-02 |
0.7% |
85% |
True |
False |
243,345 |
| 80 |
158-21 |
149-22 |
8-31 |
5.7% |
1-01 |
0.7% |
89% |
True |
False |
227,263 |
| 100 |
158-21 |
149-00 |
9-21 |
6.1% |
1-01 |
0.7% |
89% |
True |
False |
181,918 |
| 120 |
158-21 |
147-09 |
11-12 |
7.2% |
1-00 |
0.6% |
91% |
True |
False |
151,603 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
163-14 |
|
2.618 |
161-19 |
|
1.618 |
160-15 |
|
1.000 |
159-25 |
|
0.618 |
159-11 |
|
HIGH |
158-21 |
|
0.618 |
158-07 |
|
0.500 |
158-03 |
|
0.382 |
157-31 |
|
LOW |
157-17 |
|
0.618 |
156-27 |
|
1.000 |
156-13 |
|
1.618 |
155-23 |
|
2.618 |
154-19 |
|
4.250 |
152-24 |
|
|
| Fisher Pivots for day following 06-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
158-03 |
157-18 |
| PP |
157-30 |
157-16 |
| S1 |
157-25 |
157-14 |
|