ECBOT 30 Year Treasury Bond Future September 2017
| Trading Metrics calculated at close of trading on 19-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2017 |
19-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
156-07 |
155-26 |
-0-13 |
-0.3% |
158-04 |
| High |
156-09 |
156-00 |
-0-09 |
-0.2% |
158-05 |
| Low |
155-15 |
155-11 |
-0-04 |
-0.1% |
155-22 |
| Close |
155-20 |
155-13 |
-0-07 |
-0.1% |
156-10 |
| Range |
0-26 |
0-21 |
-0-05 |
-19.2% |
2-15 |
| ATR |
1-02 |
1-01 |
-0-01 |
-2.7% |
0-00 |
| Volume |
1,506 |
2,812 |
1,306 |
86.7% |
14,465 |
|
| Daily Pivots for day following 19-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-18 |
157-04 |
155-25 |
|
| R3 |
156-29 |
156-15 |
155-19 |
|
| R2 |
156-08 |
156-08 |
155-17 |
|
| R1 |
155-26 |
155-26 |
155-15 |
155-23 |
| PP |
155-19 |
155-19 |
155-19 |
155-17 |
| S1 |
155-05 |
155-05 |
155-11 |
155-02 |
| S2 |
154-30 |
154-30 |
155-09 |
|
| S3 |
154-09 |
154-16 |
155-07 |
|
| S4 |
153-20 |
153-27 |
155-01 |
|
|
| 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 |
156-28 |
155-11 |
1-17 |
1.0% |
0-24 |
0.5% |
4% |
False |
True |
2,531 |
| 10 |
159-18 |
155-11 |
4-07 |
2.7% |
0-31 |
0.6% |
1% |
False |
True |
3,893 |
| 20 |
159-18 |
155-11 |
4-07 |
2.7% |
1-00 |
0.6% |
1% |
False |
True |
122,798 |
| 40 |
159-18 |
152-03 |
7-15 |
4.8% |
1-03 |
0.7% |
44% |
False |
False |
183,448 |
| 60 |
159-18 |
151-18 |
8-00 |
5.1% |
1-03 |
0.7% |
48% |
False |
False |
205,196 |
| 80 |
159-18 |
151-18 |
8-00 |
5.1% |
1-01 |
0.7% |
48% |
False |
False |
218,428 |
| 100 |
159-18 |
149-00 |
10-18 |
6.8% |
1-01 |
0.7% |
61% |
False |
False |
182,215 |
| 120 |
159-18 |
149-00 |
10-18 |
6.8% |
1-01 |
0.7% |
61% |
False |
False |
151,858 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158-25 |
|
2.618 |
157-23 |
|
1.618 |
157-02 |
|
1.000 |
156-21 |
|
0.618 |
156-13 |
|
HIGH |
156-00 |
|
0.618 |
155-24 |
|
0.500 |
155-22 |
|
0.382 |
155-19 |
|
LOW |
155-11 |
|
0.618 |
154-30 |
|
1.000 |
154-22 |
|
1.618 |
154-09 |
|
2.618 |
153-20 |
|
4.250 |
152-18 |
|
|
| Fisher Pivots for day following 19-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
155-22 |
156-02 |
| PP |
155-19 |
155-27 |
| S1 |
155-16 |
155-20 |
|