ECBOT 30 Year Treasury Bond Future December 2017
| Trading Metrics calculated at close of trading on 13-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2017 |
13-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
155-31 |
155-08 |
-0-23 |
-0.5% |
155-19 |
| High |
156-03 |
155-18 |
-0-17 |
-0.3% |
158-09 |
| Low |
155-02 |
154-24 |
-0-10 |
-0.2% |
155-05 |
| Close |
155-08 |
154-26 |
-0-14 |
-0.3% |
157-09 |
| Range |
1-01 |
0-26 |
-0-07 |
-21.2% |
3-04 |
| ATR |
1-04 |
1-04 |
-0-01 |
-2.0% |
0-00 |
| Volume |
213,302 |
231,641 |
18,339 |
8.6% |
1,140,331 |
|
| Daily Pivots for day following 13-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-15 |
156-31 |
155-08 |
|
| R3 |
156-21 |
156-05 |
155-01 |
|
| R2 |
155-27 |
155-27 |
154-31 |
|
| R1 |
155-11 |
155-11 |
154-28 |
155-06 |
| PP |
155-01 |
155-01 |
155-01 |
154-31 |
| S1 |
154-17 |
154-17 |
154-24 |
154-12 |
| S2 |
154-07 |
154-07 |
154-21 |
|
| S3 |
153-13 |
153-23 |
154-19 |
|
| S4 |
152-19 |
152-29 |
154-12 |
|
|
| 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 |
154-24 |
3-17 |
2.3% |
1-06 |
0.8% |
2% |
False |
True |
238,439 |
| 10 |
158-09 |
154-24 |
3-17 |
2.3% |
1-06 |
0.8% |
2% |
False |
True |
254,548 |
| 20 |
158-09 |
152-10 |
5-31 |
3.9% |
1-02 |
0.7% |
42% |
False |
False |
184,678 |
| 40 |
158-09 |
150-28 |
7-13 |
4.8% |
1-02 |
0.7% |
53% |
False |
False |
92,914 |
| 60 |
158-09 |
150-11 |
7-30 |
5.1% |
1-00 |
0.6% |
56% |
False |
False |
61,967 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
159-00 |
|
2.618 |
157-22 |
|
1.618 |
156-28 |
|
1.000 |
156-12 |
|
0.618 |
156-02 |
|
HIGH |
155-18 |
|
0.618 |
155-08 |
|
0.500 |
155-05 |
|
0.382 |
155-02 |
|
LOW |
154-24 |
|
0.618 |
154-08 |
|
1.000 |
153-30 |
|
1.618 |
153-14 |
|
2.618 |
152-20 |
|
4.250 |
151-10 |
|
|
| Fisher Pivots for day following 13-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
155-05 |
155-27 |
| PP |
155-01 |
155-16 |
| S1 |
154-30 |
155-05 |
|