ECBOT 30 Year Treasury Bond Future December 2017
| Trading Metrics calculated at close of trading on 01-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2017 |
01-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
155-27 |
156-05 |
0-10 |
0.2% |
155-12 |
| High |
156-07 |
156-12 |
0-05 |
0.1% |
156-28 |
| Low |
155-15 |
154-30 |
-0-17 |
-0.3% |
154-30 |
| Close |
156-03 |
155-06 |
-0-29 |
-0.6% |
155-06 |
| Range |
0-24 |
1-14 |
0-22 |
91.7% |
1-30 |
| ATR |
0-30 |
0-31 |
0-01 |
3.7% |
0-00 |
| Volume |
271,648 |
274,396 |
2,748 |
1.0% |
1,311,217 |
|
| Daily Pivots for day following 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-26 |
158-30 |
155-31 |
|
| R3 |
158-12 |
157-16 |
155-19 |
|
| R2 |
156-30 |
156-30 |
155-14 |
|
| R1 |
156-02 |
156-02 |
155-10 |
155-25 |
| PP |
155-16 |
155-16 |
155-16 |
155-12 |
| S1 |
154-20 |
154-20 |
155-02 |
154-11 |
| S2 |
154-02 |
154-02 |
154-30 |
|
| S3 |
152-20 |
153-06 |
154-25 |
|
| S4 |
151-06 |
151-24 |
154-13 |
|
|
| Weekly Pivots for week ending 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-15 |
160-09 |
156-08 |
|
| R3 |
159-17 |
158-11 |
155-23 |
|
| R2 |
157-19 |
157-19 |
155-17 |
|
| R1 |
156-13 |
156-13 |
155-12 |
156-01 |
| PP |
155-21 |
155-21 |
155-21 |
155-16 |
| S1 |
154-15 |
154-15 |
155-00 |
154-03 |
| S2 |
153-23 |
153-23 |
154-27 |
|
| S3 |
151-25 |
152-17 |
154-21 |
|
| S4 |
149-27 |
150-19 |
154-04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
156-28 |
154-30 |
1-30 |
1.2% |
0-30 |
0.6% |
13% |
False |
True |
262,243 |
| 10 |
156-28 |
154-09 |
2-19 |
1.7% |
0-27 |
0.5% |
35% |
False |
False |
187,169 |
| 20 |
156-28 |
152-09 |
4-19 |
3.0% |
0-30 |
0.6% |
63% |
False |
False |
95,992 |
| 40 |
156-28 |
150-13 |
6-15 |
4.2% |
1-00 |
0.6% |
74% |
False |
False |
48,158 |
| 60 |
156-28 |
150-11 |
6-17 |
4.2% |
0-27 |
0.6% |
74% |
False |
False |
32,114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
162-16 |
|
2.618 |
160-04 |
|
1.618 |
158-22 |
|
1.000 |
157-26 |
|
0.618 |
157-08 |
|
HIGH |
156-12 |
|
0.618 |
155-26 |
|
0.500 |
155-21 |
|
0.382 |
155-16 |
|
LOW |
154-30 |
|
0.618 |
154-02 |
|
1.000 |
153-16 |
|
1.618 |
152-20 |
|
2.618 |
151-06 |
|
4.250 |
148-26 |
|
|
| Fisher Pivots for day following 01-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
155-21 |
155-21 |
| PP |
155-16 |
155-16 |
| S1 |
155-11 |
155-11 |
|