ECBOT 30 Year Treasury Bond Future September 2017
| Trading Metrics calculated at close of trading on 13-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2017 |
13-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
157-11 |
156-15 |
-0-28 |
-0.6% |
156-27 |
| High |
157-11 |
156-28 |
-0-15 |
-0.3% |
159-18 |
| Low |
156-13 |
156-03 |
-0-10 |
-0.2% |
156-15 |
| Close |
156-17 |
156-03 |
-0-14 |
-0.3% |
158-18 |
| Range |
0-30 |
0-25 |
-0-05 |
-16.7% |
3-03 |
| ATR |
1-05 |
1-04 |
-0-01 |
-2.3% |
0-00 |
| Volume |
1,490 |
3,448 |
1,958 |
131.4% |
34,457 |
|
| Daily Pivots for day following 13-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-22 |
158-06 |
156-17 |
|
| R3 |
157-29 |
157-13 |
156-10 |
|
| R2 |
157-04 |
157-04 |
156-08 |
|
| R1 |
156-20 |
156-20 |
156-05 |
156-16 |
| PP |
156-11 |
156-11 |
156-11 |
156-09 |
| S1 |
155-27 |
155-27 |
156-01 |
155-23 |
| S2 |
155-18 |
155-18 |
155-30 |
|
| S3 |
154-25 |
155-02 |
155-28 |
|
| S4 |
154-00 |
154-09 |
155-21 |
|
|
| 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 |
156-03 |
3-15 |
2.2% |
1-04 |
0.7% |
0% |
False |
True |
4,315 |
| 10 |
159-18 |
156-03 |
3-15 |
2.2% |
1-06 |
0.8% |
0% |
False |
True |
33,873 |
| 20 |
159-18 |
153-26 |
5-24 |
3.7% |
1-02 |
0.7% |
40% |
False |
False |
169,900 |
| 40 |
159-18 |
152-03 |
7-15 |
4.8% |
1-03 |
0.7% |
54% |
False |
False |
201,272 |
| 60 |
159-18 |
151-18 |
8-00 |
5.1% |
1-03 |
0.7% |
57% |
False |
False |
220,145 |
| 80 |
159-18 |
151-18 |
8-00 |
5.1% |
1-01 |
0.7% |
57% |
False |
False |
226,973 |
| 100 |
159-18 |
149-00 |
10-18 |
6.8% |
1-01 |
0.7% |
67% |
False |
False |
182,129 |
| 120 |
159-18 |
149-00 |
10-18 |
6.8% |
1-01 |
0.7% |
67% |
False |
False |
151,782 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
160-06 |
|
2.618 |
158-29 |
|
1.618 |
158-04 |
|
1.000 |
157-21 |
|
0.618 |
157-11 |
|
HIGH |
156-28 |
|
0.618 |
156-18 |
|
0.500 |
156-16 |
|
0.382 |
156-13 |
|
LOW |
156-03 |
|
0.618 |
155-20 |
|
1.000 |
155-10 |
|
1.618 |
154-27 |
|
2.618 |
154-02 |
|
4.250 |
152-25 |
|
|
| Fisher Pivots for day following 13-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
156-16 |
157-04 |
| PP |
156-11 |
156-25 |
| S1 |
156-07 |
156-14 |
|