ECBOT 30 Year Treasury Bond Future September 2017
| Trading Metrics calculated at close of trading on 20-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2017 |
20-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
155-26 |
155-15 |
-0-11 |
-0.2% |
158-04 |
| High |
156-00 |
155-22 |
-0-10 |
-0.2% |
158-05 |
| Low |
155-11 |
155-07 |
-0-04 |
-0.1% |
155-22 |
| Close |
155-13 |
155-11 |
-0-02 |
0.0% |
156-10 |
| Range |
0-21 |
0-15 |
-0-06 |
-28.6% |
2-15 |
| ATR |
1-01 |
1-00 |
-0-01 |
-3.9% |
0-00 |
| Volume |
2,812 |
2,707 |
-105 |
-3.7% |
14,465 |
|
| Daily Pivots for day following 20-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-26 |
156-18 |
155-19 |
|
| R3 |
156-11 |
156-03 |
155-15 |
|
| R2 |
155-28 |
155-28 |
155-14 |
|
| R1 |
155-20 |
155-20 |
155-12 |
155-17 |
| PP |
155-13 |
155-13 |
155-13 |
155-12 |
| S1 |
155-05 |
155-05 |
155-10 |
155-02 |
| S2 |
154-30 |
154-30 |
155-08 |
|
| S3 |
154-15 |
154-22 |
155-07 |
|
| S4 |
154-00 |
154-07 |
155-03 |
|
|
| 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 |
156-24 |
155-07 |
1-17 |
1.0% |
0-22 |
0.5% |
8% |
False |
True |
2,382 |
| 10 |
159-18 |
155-07 |
4-11 |
2.8% |
0-29 |
0.6% |
3% |
False |
True |
3,348 |
| 20 |
159-18 |
155-07 |
4-11 |
2.8% |
1-00 |
0.6% |
3% |
False |
True |
112,393 |
| 40 |
159-18 |
152-03 |
7-15 |
4.8% |
1-02 |
0.7% |
44% |
False |
False |
176,908 |
| 60 |
159-18 |
151-18 |
8-00 |
5.1% |
1-02 |
0.7% |
47% |
False |
False |
201,769 |
| 80 |
159-18 |
151-18 |
8-00 |
5.1% |
1-01 |
0.7% |
47% |
False |
False |
215,854 |
| 100 |
159-18 |
149-00 |
10-18 |
6.8% |
1-01 |
0.7% |
60% |
False |
False |
182,232 |
| 120 |
159-18 |
149-00 |
10-18 |
6.8% |
1-01 |
0.7% |
60% |
False |
False |
151,881 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
157-22 |
|
2.618 |
156-29 |
|
1.618 |
156-14 |
|
1.000 |
156-05 |
|
0.618 |
155-31 |
|
HIGH |
155-22 |
|
0.618 |
155-16 |
|
0.500 |
155-15 |
|
0.382 |
155-13 |
|
LOW |
155-07 |
|
0.618 |
154-30 |
|
1.000 |
154-24 |
|
1.618 |
154-15 |
|
2.618 |
154-00 |
|
4.250 |
153-07 |
|
|
| Fisher Pivots for day following 20-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
155-15 |
155-24 |
| PP |
155-13 |
155-20 |
| S1 |
155-12 |
155-15 |
|