ECBOT 30 Year Treasury Bond Future September 2017
| Trading Metrics calculated at close of trading on 15-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2017 |
15-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
156-09 |
156-20 |
0-11 |
0.2% |
158-04 |
| High |
156-18 |
156-24 |
0-06 |
0.1% |
158-05 |
| Low |
155-22 |
156-02 |
0-12 |
0.2% |
155-22 |
| Close |
156-08 |
156-10 |
0-02 |
0.0% |
156-10 |
| Range |
0-28 |
0-22 |
-0-06 |
-21.4% |
2-15 |
| ATR |
1-04 |
1-03 |
-0-01 |
-2.7% |
0-00 |
| Volume |
2,994 |
1,895 |
-1,099 |
-36.7% |
14,465 |
|
| Daily Pivots for day following 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-14 |
158-02 |
156-22 |
|
| R3 |
157-24 |
157-12 |
156-16 |
|
| R2 |
157-02 |
157-02 |
156-14 |
|
| R1 |
156-22 |
156-22 |
156-12 |
156-17 |
| PP |
156-12 |
156-12 |
156-12 |
156-10 |
| S1 |
156-00 |
156-00 |
156-08 |
155-27 |
| S2 |
155-22 |
155-22 |
156-06 |
|
| S3 |
155-00 |
155-10 |
156-04 |
|
| S4 |
154-10 |
154-20 |
155-30 |
|
|
| Weekly Pivots for week ending 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164-04 |
162-22 |
157-21 |
|
| R3 |
161-21 |
160-07 |
157-00 |
|
| R2 |
159-06 |
159-06 |
156-24 |
|
| R1 |
157-24 |
157-24 |
156-17 |
157-08 |
| PP |
156-23 |
156-23 |
156-23 |
156-15 |
| S1 |
155-09 |
155-09 |
156-03 |
154-24 |
| S2 |
154-08 |
154-08 |
155-28 |
|
| S3 |
151-25 |
152-26 |
155-20 |
|
| S4 |
149-10 |
150-11 |
154-31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
158-05 |
155-22 |
2-15 |
1.6% |
0-28 |
0.6% |
25% |
False |
False |
2,893 |
| 10 |
159-18 |
155-22 |
3-28 |
2.5% |
1-07 |
0.8% |
16% |
False |
False |
7,299 |
| 20 |
159-18 |
155-16 |
4-02 |
2.6% |
1-00 |
0.6% |
20% |
False |
False |
145,046 |
| 40 |
159-18 |
152-03 |
7-15 |
4.8% |
1-03 |
0.7% |
56% |
False |
False |
191,118 |
| 60 |
159-18 |
151-18 |
8-00 |
5.1% |
1-02 |
0.7% |
59% |
False |
False |
211,466 |
| 80 |
159-18 |
151-18 |
8-00 |
5.1% |
1-01 |
0.7% |
59% |
False |
False |
224,144 |
| 100 |
159-18 |
149-00 |
10-18 |
6.8% |
1-01 |
0.7% |
69% |
False |
False |
182,174 |
| 120 |
159-18 |
149-00 |
10-18 |
6.8% |
1-01 |
0.7% |
69% |
False |
False |
151,823 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
159-22 |
|
2.618 |
158-18 |
|
1.618 |
157-28 |
|
1.000 |
157-14 |
|
0.618 |
157-06 |
|
HIGH |
156-24 |
|
0.618 |
156-16 |
|
0.500 |
156-13 |
|
0.382 |
156-10 |
|
LOW |
156-02 |
|
0.618 |
155-20 |
|
1.000 |
155-12 |
|
1.618 |
154-30 |
|
2.618 |
154-08 |
|
4.250 |
153-04 |
|
|
| Fisher Pivots for day following 15-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
156-13 |
156-10 |
| PP |
156-12 |
156-09 |
| S1 |
156-11 |
156-09 |
|