ECBOT 30 Year Treasury Bond Future December 2017
Trading Metrics calculated at close of trading on 26-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2017 |
26-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
154-08 |
154-27 |
0-19 |
0.4% |
154-28 |
High |
155-04 |
155-03 |
-0-01 |
0.0% |
155-01 |
Low |
154-02 |
154-11 |
0-09 |
0.2% |
153-16 |
Close |
154-29 |
154-25 |
-0-04 |
-0.1% |
154-03 |
Range |
1-02 |
0-24 |
-0-10 |
-29.4% |
1-17 |
ATR |
1-00 |
0-31 |
-0-01 |
-1.8% |
0-00 |
Volume |
271,863 |
229,036 |
-42,827 |
-15.8% |
1,149,499 |
|
Daily Pivots for day following 26-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
157-00 |
156-20 |
155-06 |
|
R3 |
156-08 |
155-28 |
155-00 |
|
R2 |
155-16 |
155-16 |
154-29 |
|
R1 |
155-04 |
155-04 |
154-27 |
154-30 |
PP |
154-24 |
154-24 |
154-24 |
154-21 |
S1 |
154-12 |
154-12 |
154-23 |
154-06 |
S2 |
154-00 |
154-00 |
154-21 |
|
S3 |
153-08 |
153-20 |
154-18 |
|
S4 |
152-16 |
152-28 |
154-12 |
|
|
Weekly Pivots for week ending 22-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
158-26 |
157-31 |
154-30 |
|
R3 |
157-09 |
156-14 |
154-16 |
|
R2 |
155-24 |
155-24 |
154-12 |
|
R1 |
154-29 |
154-29 |
154-07 |
154-18 |
PP |
154-07 |
154-07 |
154-07 |
154-01 |
S1 |
153-12 |
153-12 |
153-31 |
153-01 |
S2 |
152-22 |
152-22 |
153-26 |
|
S3 |
151-05 |
151-27 |
153-22 |
|
S4 |
149-20 |
150-10 |
153-08 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
155-04 |
153-16 |
1-20 |
1.0% |
0-28 |
0.6% |
79% |
False |
False |
250,264 |
10 |
155-18 |
153-16 |
2-02 |
1.3% |
0-27 |
0.5% |
62% |
False |
False |
240,672 |
20 |
158-09 |
153-16 |
4-25 |
3.1% |
1-01 |
0.7% |
27% |
False |
False |
250,313 |
40 |
158-09 |
151-00 |
7-09 |
4.7% |
1-01 |
0.7% |
52% |
False |
False |
147,236 |
60 |
158-09 |
150-11 |
7-30 |
5.1% |
1-00 |
0.7% |
56% |
False |
False |
98,213 |
80 |
158-09 |
150-11 |
7-30 |
5.1% |
0-27 |
0.5% |
56% |
False |
False |
73,664 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
158-09 |
2.618 |
157-02 |
1.618 |
156-10 |
1.000 |
155-27 |
0.618 |
155-18 |
HIGH |
155-03 |
0.618 |
154-26 |
0.500 |
154-23 |
0.382 |
154-20 |
LOW |
154-11 |
0.618 |
153-28 |
1.000 |
153-19 |
1.618 |
153-04 |
2.618 |
152-12 |
4.250 |
151-05 |
|
|
Fisher Pivots for day following 26-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
154-24 |
154-22 |
PP |
154-24 |
154-19 |
S1 |
154-23 |
154-17 |
|