ECBOT 30 Year Treasury Bond Future December 2017
Trading Metrics calculated at close of trading on 18-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2017 |
18-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
155-10 |
154-28 |
-0-14 |
-0.3% |
156-25 |
High |
155-15 |
155-01 |
-0-14 |
-0.3% |
156-29 |
Low |
154-24 |
154-04 |
-0-20 |
-0.4% |
154-12 |
Close |
155-01 |
154-11 |
-0-22 |
-0.4% |
155-01 |
Range |
0-23 |
0-29 |
0-06 |
26.1% |
2-17 |
ATR |
1-02 |
1-02 |
0-00 |
-1.1% |
0-00 |
Volume |
244,503 |
182,233 |
-62,270 |
-25.5% |
1,175,569 |
|
Daily Pivots for day following 18-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
157-07 |
156-22 |
154-27 |
|
R3 |
156-10 |
155-25 |
154-19 |
|
R2 |
155-13 |
155-13 |
154-16 |
|
R1 |
154-28 |
154-28 |
154-14 |
154-22 |
PP |
154-16 |
154-16 |
154-16 |
154-13 |
S1 |
153-31 |
153-31 |
154-08 |
153-25 |
S2 |
153-19 |
153-19 |
154-06 |
|
S3 |
152-22 |
153-02 |
154-03 |
|
S4 |
151-25 |
152-05 |
153-27 |
|
|
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 |
156-03 |
154-04 |
1-31 |
1.3% |
0-28 |
0.6% |
11% |
False |
True |
230,372 |
10 |
158-09 |
154-04 |
4-05 |
2.7% |
1-05 |
0.8% |
5% |
False |
True |
249,813 |
20 |
158-09 |
154-04 |
4-05 |
2.7% |
1-00 |
0.7% |
5% |
False |
True |
218,491 |
40 |
158-09 |
150-28 |
7-13 |
4.8% |
1-02 |
0.7% |
47% |
False |
False |
110,570 |
60 |
158-09 |
150-11 |
7-30 |
5.1% |
1-01 |
0.7% |
50% |
False |
False |
73,747 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
158-28 |
2.618 |
157-13 |
1.618 |
156-16 |
1.000 |
155-30 |
0.618 |
155-19 |
HIGH |
155-01 |
0.618 |
154-22 |
0.500 |
154-19 |
0.382 |
154-15 |
LOW |
154-04 |
0.618 |
153-18 |
1.000 |
153-07 |
1.618 |
152-21 |
2.618 |
151-24 |
4.250 |
150-09 |
|
|
Fisher Pivots for day following 18-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
154-19 |
154-26 |
PP |
154-16 |
154-21 |
S1 |
154-14 |
154-16 |
|