ECBOT 30 Year Treasury Bond Future December 2017
| Trading Metrics calculated at close of trading on 15-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2017 |
15-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
154-29 |
155-10 |
0-13 |
0.3% |
156-25 |
| High |
155-10 |
155-15 |
0-05 |
0.1% |
156-29 |
| Low |
154-12 |
154-24 |
0-12 |
0.2% |
154-12 |
| Close |
154-31 |
155-01 |
0-02 |
0.0% |
155-01 |
| Range |
0-30 |
0-23 |
-0-07 |
-23.3% |
2-17 |
| ATR |
1-03 |
1-02 |
-0-01 |
-2.5% |
0-00 |
| Volume |
280,183 |
244,503 |
-35,680 |
-12.7% |
1,175,569 |
|
| Daily Pivots for day following 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-08 |
156-27 |
155-14 |
|
| R3 |
156-17 |
156-04 |
155-07 |
|
| R2 |
155-26 |
155-26 |
155-05 |
|
| R1 |
155-13 |
155-13 |
155-03 |
155-08 |
| PP |
155-03 |
155-03 |
155-03 |
155-00 |
| S1 |
154-22 |
154-22 |
154-31 |
154-17 |
| S2 |
154-12 |
154-12 |
154-29 |
|
| S3 |
153-21 |
153-31 |
154-27 |
|
| S4 |
152-30 |
153-08 |
154-20 |
|
|
| Weekly Pivots for week ending 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163-01 |
161-18 |
156-14 |
|
| R3 |
160-16 |
159-01 |
155-23 |
|
| R2 |
157-31 |
157-31 |
155-16 |
|
| R1 |
156-16 |
156-16 |
155-08 |
155-31 |
| PP |
155-14 |
155-14 |
155-14 |
155-06 |
| S1 |
153-31 |
153-31 |
154-26 |
153-14 |
| S2 |
152-29 |
152-29 |
154-18 |
|
| S3 |
150-12 |
151-14 |
154-11 |
|
| S4 |
147-27 |
148-29 |
153-20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
156-29 |
154-12 |
2-17 |
1.6% |
0-30 |
0.6% |
26% |
False |
False |
235,113 |
| 10 |
158-09 |
154-12 |
3-29 |
2.5% |
1-07 |
0.8% |
17% |
False |
False |
259,029 |
| 20 |
158-09 |
154-08 |
4-01 |
2.6% |
1-00 |
0.6% |
19% |
False |
False |
209,780 |
| 40 |
158-09 |
150-28 |
7-13 |
4.8% |
1-02 |
0.7% |
56% |
False |
False |
106,027 |
| 60 |
158-09 |
150-11 |
7-30 |
5.1% |
1-01 |
0.7% |
59% |
False |
False |
70,712 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158-17 |
|
2.618 |
157-11 |
|
1.618 |
156-20 |
|
1.000 |
156-06 |
|
0.618 |
155-29 |
|
HIGH |
155-15 |
|
0.618 |
155-06 |
|
0.500 |
155-04 |
|
0.382 |
155-01 |
|
LOW |
154-24 |
|
0.618 |
154-10 |
|
1.000 |
154-01 |
|
1.618 |
153-19 |
|
2.618 |
152-28 |
|
4.250 |
151-22 |
|
|
| Fisher Pivots for day following 15-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
155-04 |
155-00 |
| PP |
155-03 |
155-00 |
| S1 |
155-02 |
154-31 |
|