ECBOT 30 Year Treasury Bond Future December 2017
| Trading Metrics calculated at close of trading on 19-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2017 |
19-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
154-28 |
154-15 |
-0-13 |
-0.3% |
156-25 |
| High |
155-01 |
154-23 |
-0-10 |
-0.2% |
156-29 |
| Low |
154-04 |
154-00 |
-0-04 |
-0.1% |
154-12 |
| Close |
154-11 |
154-04 |
-0-07 |
-0.1% |
155-01 |
| Range |
0-29 |
0-23 |
-0-06 |
-20.7% |
2-17 |
| ATR |
1-02 |
1-01 |
-0-01 |
-2.3% |
0-00 |
| Volume |
182,233 |
216,842 |
34,609 |
19.0% |
1,175,569 |
|
| Daily Pivots for day following 19-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-14 |
156-00 |
154-17 |
|
| R3 |
155-23 |
155-09 |
154-10 |
|
| R2 |
155-00 |
155-00 |
154-08 |
|
| R1 |
154-18 |
154-18 |
154-06 |
154-14 |
| PP |
154-09 |
154-09 |
154-09 |
154-07 |
| S1 |
153-27 |
153-27 |
154-02 |
153-22 |
| S2 |
153-18 |
153-18 |
154-00 |
|
| S3 |
152-27 |
153-04 |
153-30 |
|
| S4 |
152-04 |
152-13 |
153-23 |
|
|
| 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 |
155-18 |
154-00 |
1-18 |
1.0% |
0-26 |
0.5% |
8% |
False |
True |
231,080 |
| 10 |
158-09 |
154-00 |
4-09 |
2.8% |
1-01 |
0.7% |
3% |
False |
True |
237,519 |
| 20 |
158-09 |
154-00 |
4-09 |
2.8% |
1-00 |
0.7% |
3% |
False |
True |
229,135 |
| 40 |
158-09 |
150-28 |
7-13 |
4.8% |
1-02 |
0.7% |
44% |
False |
False |
115,986 |
| 60 |
158-09 |
150-11 |
7-30 |
5.2% |
1-01 |
0.7% |
48% |
False |
False |
77,361 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
157-25 |
|
2.618 |
156-19 |
|
1.618 |
155-28 |
|
1.000 |
155-14 |
|
0.618 |
155-05 |
|
HIGH |
154-23 |
|
0.618 |
154-14 |
|
0.500 |
154-12 |
|
0.382 |
154-09 |
|
LOW |
154-00 |
|
0.618 |
153-18 |
|
1.000 |
153-09 |
|
1.618 |
152-27 |
|
2.618 |
152-04 |
|
4.250 |
150-30 |
|
|
| Fisher Pivots for day following 19-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
154-12 |
154-24 |
| PP |
154-09 |
154-17 |
| S1 |
154-07 |
154-11 |
|