ECBOT 30 Year Treasury Bond Future December 2017
| Trading Metrics calculated at close of trading on 21-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2017 |
21-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
154-02 |
153-29 |
-0-05 |
-0.1% |
156-25 |
| High |
154-14 |
154-17 |
0-03 |
0.1% |
156-29 |
| Low |
153-16 |
153-21 |
0-05 |
0.1% |
154-12 |
| Close |
153-24 |
153-28 |
0-04 |
0.1% |
155-01 |
| Range |
0-30 |
0-28 |
-0-02 |
-6.7% |
2-17 |
| ATR |
1-01 |
1-01 |
0-00 |
-1.1% |
0-00 |
| Volume |
270,833 |
248,904 |
-21,929 |
-8.1% |
1,175,569 |
|
| Daily Pivots for day following 21-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-21 |
156-04 |
154-11 |
|
| R3 |
155-25 |
155-08 |
154-04 |
|
| R2 |
154-29 |
154-29 |
154-01 |
|
| R1 |
154-12 |
154-12 |
153-31 |
154-07 |
| PP |
154-01 |
154-01 |
154-01 |
153-30 |
| S1 |
153-16 |
153-16 |
153-25 |
153-11 |
| S2 |
153-05 |
153-05 |
153-23 |
|
| S3 |
152-09 |
152-20 |
153-20 |
|
| S4 |
151-13 |
151-24 |
153-13 |
|
|
| 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 |
155-15 |
153-16 |
1-31 |
1.3% |
0-27 |
0.5% |
19% |
False |
False |
232,663 |
| 10 |
158-09 |
153-16 |
4-25 |
3.1% |
0-30 |
0.6% |
8% |
False |
False |
235,037 |
| 20 |
158-09 |
153-16 |
4-25 |
3.1% |
1-00 |
0.7% |
8% |
False |
False |
251,082 |
| 40 |
158-09 |
150-28 |
7-13 |
4.8% |
1-02 |
0.7% |
41% |
False |
False |
128,968 |
| 60 |
158-09 |
150-11 |
7-30 |
5.2% |
1-01 |
0.7% |
44% |
False |
False |
86,022 |
| 80 |
158-09 |
150-11 |
7-30 |
5.2% |
0-26 |
0.5% |
44% |
False |
False |
64,519 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158-08 |
|
2.618 |
156-26 |
|
1.618 |
155-30 |
|
1.000 |
155-13 |
|
0.618 |
155-02 |
|
HIGH |
154-17 |
|
0.618 |
154-06 |
|
0.500 |
154-03 |
|
0.382 |
154-00 |
|
LOW |
153-21 |
|
0.618 |
153-04 |
|
1.000 |
152-25 |
|
1.618 |
152-08 |
|
2.618 |
151-12 |
|
4.250 |
149-30 |
|
|
| Fisher Pivots for day following 21-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
154-03 |
154-04 |
| PP |
154-01 |
154-01 |
| S1 |
153-30 |
153-31 |
|