ECBOT 30 Year Treasury Bond Future December 2017
| Trading Metrics calculated at close of trading on 12-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2017 |
12-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
156-25 |
155-31 |
-0-26 |
-0.5% |
155-19 |
| High |
156-29 |
156-03 |
-0-26 |
-0.5% |
158-09 |
| Low |
155-23 |
155-02 |
-0-21 |
-0.4% |
155-05 |
| Close |
156-00 |
155-08 |
-0-24 |
-0.5% |
157-09 |
| Range |
1-06 |
1-01 |
-0-05 |
-13.2% |
3-04 |
| ATR |
1-05 |
1-04 |
0-00 |
-0.7% |
0-00 |
| Volume |
205,940 |
213,302 |
7,362 |
3.6% |
1,140,331 |
|
| Daily Pivots for day following 12-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-18 |
157-30 |
155-26 |
|
| R3 |
157-17 |
156-29 |
155-17 |
|
| R2 |
156-16 |
156-16 |
155-14 |
|
| R1 |
155-28 |
155-28 |
155-11 |
155-22 |
| PP |
155-15 |
155-15 |
155-15 |
155-12 |
| S1 |
154-27 |
154-27 |
155-05 |
154-20 |
| S2 |
154-14 |
154-14 |
155-02 |
|
| S3 |
153-13 |
153-26 |
154-31 |
|
| S4 |
152-12 |
152-25 |
154-22 |
|
|
| Weekly Pivots for week ending 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166-09 |
164-29 |
159-00 |
|
| R3 |
163-05 |
161-25 |
158-05 |
|
| R2 |
160-01 |
160-01 |
157-27 |
|
| R1 |
158-21 |
158-21 |
157-18 |
159-11 |
| PP |
156-29 |
156-29 |
156-29 |
157-08 |
| S1 |
155-17 |
155-17 |
157-00 |
156-07 |
| S2 |
153-25 |
153-25 |
156-23 |
|
| S3 |
150-21 |
152-13 |
156-14 |
|
| S4 |
147-17 |
149-09 |
155-18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
158-09 |
155-02 |
3-07 |
2.1% |
1-08 |
0.8% |
6% |
False |
True |
243,957 |
| 10 |
158-09 |
154-30 |
3-11 |
2.2% |
1-07 |
0.8% |
9% |
False |
False |
259,953 |
| 20 |
158-09 |
152-10 |
5-31 |
3.8% |
1-03 |
0.7% |
49% |
False |
False |
173,225 |
| 40 |
158-09 |
150-28 |
7-13 |
4.8% |
1-02 |
0.7% |
59% |
False |
False |
87,127 |
| 60 |
158-09 |
150-11 |
7-30 |
5.1% |
1-00 |
0.6% |
62% |
False |
False |
58,107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
160-15 |
|
2.618 |
158-25 |
|
1.618 |
157-24 |
|
1.000 |
157-04 |
|
0.618 |
156-23 |
|
HIGH |
156-03 |
|
0.618 |
155-22 |
|
0.500 |
155-19 |
|
0.382 |
155-15 |
|
LOW |
155-02 |
|
0.618 |
154-14 |
|
1.000 |
154-01 |
|
1.618 |
153-13 |
|
2.618 |
152-12 |
|
4.250 |
150-22 |
|
|
| Fisher Pivots for day following 12-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
155-19 |
156-22 |
| PP |
155-15 |
156-06 |
| S1 |
155-12 |
155-23 |
|