ECBOT 30 Year Treasury Bond Future September 2017
| Trading Metrics calculated at close of trading on 07-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2017 |
07-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
158-14 |
157-22 |
-0-24 |
-0.5% |
156-20 |
| High |
158-21 |
159-07 |
0-18 |
0.4% |
158-04 |
| Low |
157-17 |
157-21 |
0-04 |
0.1% |
156-05 |
| Close |
157-20 |
158-21 |
1-01 |
0.7% |
156-15 |
| Range |
1-04 |
1-18 |
0-14 |
38.9% |
1-31 |
| ATR |
1-04 |
1-05 |
0-01 |
3.1% |
0-00 |
| Volume |
8,157 |
7,435 |
-722 |
-8.9% |
1,081,854 |
|
| Daily Pivots for day following 07-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163-06 |
162-16 |
159-17 |
|
| R3 |
161-20 |
160-30 |
159-03 |
|
| R2 |
160-02 |
160-02 |
158-30 |
|
| R1 |
159-12 |
159-12 |
158-26 |
159-23 |
| PP |
158-16 |
158-16 |
158-16 |
158-22 |
| S1 |
157-26 |
157-26 |
158-16 |
158-05 |
| S2 |
156-30 |
156-30 |
158-12 |
|
| S3 |
155-12 |
156-08 |
158-07 |
|
| S4 |
153-26 |
154-22 |
157-26 |
|
|
| 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 |
159-07 |
156-07 |
3-00 |
1.9% |
1-14 |
0.9% |
81% |
True |
False |
23,471 |
| 10 |
159-07 |
155-29 |
3-10 |
2.1% |
1-04 |
0.7% |
83% |
True |
False |
197,220 |
| 20 |
159-07 |
153-24 |
5-15 |
3.4% |
1-03 |
0.7% |
90% |
True |
False |
219,650 |
| 40 |
159-07 |
151-28 |
7-11 |
4.6% |
1-04 |
0.7% |
92% |
True |
False |
223,767 |
| 60 |
159-07 |
151-18 |
7-21 |
4.8% |
1-03 |
0.7% |
93% |
True |
False |
239,761 |
| 80 |
159-07 |
149-22 |
9-17 |
6.0% |
1-02 |
0.7% |
94% |
True |
False |
227,343 |
| 100 |
159-07 |
149-00 |
10-07 |
6.4% |
1-01 |
0.7% |
94% |
True |
False |
181,992 |
| 120 |
159-07 |
147-27 |
11-12 |
7.2% |
1-01 |
0.6% |
95% |
True |
False |
151,665 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165-28 |
|
2.618 |
163-10 |
|
1.618 |
161-24 |
|
1.000 |
160-25 |
|
0.618 |
160-06 |
|
HIGH |
159-07 |
|
0.618 |
158-20 |
|
0.500 |
158-14 |
|
0.382 |
158-08 |
|
LOW |
157-21 |
|
0.618 |
156-22 |
|
1.000 |
156-03 |
|
1.618 |
155-04 |
|
2.618 |
153-18 |
|
4.250 |
151-01 |
|
|
| Fisher Pivots for day following 07-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
158-19 |
158-12 |
| PP |
158-16 |
158-04 |
| S1 |
158-14 |
157-27 |
|