ECBOT 30 Year Treasury Bond Future September 2017
| Trading Metrics calculated at close of trading on 08-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2017 |
08-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
157-22 |
158-31 |
1-09 |
0.8% |
156-27 |
| High |
159-07 |
159-18 |
0-11 |
0.2% |
159-18 |
| Low |
157-21 |
158-11 |
0-22 |
0.4% |
156-15 |
| Close |
158-21 |
158-18 |
-0-03 |
-0.1% |
158-18 |
| Range |
1-18 |
1-07 |
-0-11 |
-22.0% |
3-03 |
| ATR |
1-05 |
1-05 |
0-00 |
0.5% |
0-00 |
| Volume |
7,435 |
4,564 |
-2,871 |
-38.6% |
34,457 |
|
| Daily Pivots for day following 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-15 |
161-24 |
159-07 |
|
| R3 |
161-08 |
160-17 |
158-29 |
|
| R2 |
160-01 |
160-01 |
158-25 |
|
| R1 |
159-10 |
159-10 |
158-22 |
159-02 |
| PP |
158-26 |
158-26 |
158-26 |
158-23 |
| S1 |
158-03 |
158-03 |
158-14 |
157-27 |
| S2 |
157-19 |
157-19 |
158-11 |
|
| S3 |
156-12 |
156-28 |
158-07 |
|
| S4 |
155-05 |
155-21 |
157-29 |
|
|
| Weekly Pivots for week ending 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167-15 |
166-04 |
160-08 |
|
| R3 |
164-12 |
163-01 |
159-13 |
|
| R2 |
161-09 |
161-09 |
159-04 |
|
| R1 |
159-30 |
159-30 |
158-27 |
160-19 |
| PP |
158-06 |
158-06 |
158-06 |
158-17 |
| S1 |
156-27 |
156-27 |
158-09 |
157-17 |
| S2 |
155-03 |
155-03 |
158-00 |
|
| S3 |
152-00 |
153-24 |
157-23 |
|
| S4 |
148-29 |
150-21 |
156-28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
159-18 |
156-07 |
3-11 |
2.1% |
1-17 |
1.0% |
70% |
True |
False |
11,705 |
| 10 |
159-18 |
155-29 |
3-21 |
2.3% |
1-06 |
0.7% |
73% |
True |
False |
159,359 |
| 20 |
159-18 |
153-24 |
5-26 |
3.7% |
1-03 |
0.7% |
83% |
True |
False |
205,701 |
| 40 |
159-18 |
152-01 |
7-17 |
4.7% |
1-03 |
0.7% |
87% |
True |
False |
217,683 |
| 60 |
159-18 |
151-18 |
8-00 |
5.0% |
1-02 |
0.7% |
88% |
True |
False |
231,594 |
| 80 |
159-18 |
150-24 |
8-26 |
5.6% |
1-02 |
0.7% |
89% |
True |
False |
227,314 |
| 100 |
159-18 |
149-00 |
10-18 |
6.7% |
1-01 |
0.7% |
91% |
True |
False |
182,037 |
| 120 |
159-18 |
148-00 |
11-18 |
7.3% |
1-01 |
0.6% |
91% |
True |
False |
151,703 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
164-24 |
|
2.618 |
162-24 |
|
1.618 |
161-17 |
|
1.000 |
160-25 |
|
0.618 |
160-10 |
|
HIGH |
159-18 |
|
0.618 |
159-03 |
|
0.500 |
158-31 |
|
0.382 |
158-26 |
|
LOW |
158-11 |
|
0.618 |
157-19 |
|
1.000 |
157-04 |
|
1.618 |
156-12 |
|
2.618 |
155-05 |
|
4.250 |
153-05 |
|
|
| Fisher Pivots for day following 08-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
158-31 |
158-18 |
| PP |
158-26 |
158-18 |
| S1 |
158-22 |
158-18 |
|