ECBOT 30 Year Treasury Bond Future December 2017
| Trading Metrics calculated at close of trading on 27-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2017 |
27-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
154-27 |
154-21 |
-0-06 |
-0.1% |
154-28 |
| High |
155-03 |
154-25 |
-0-10 |
-0.2% |
155-01 |
| Low |
154-11 |
152-24 |
-1-19 |
-1.0% |
153-16 |
| Close |
154-25 |
152-30 |
-1-27 |
-1.2% |
154-03 |
| Range |
0-24 |
2-01 |
1-09 |
170.8% |
1-17 |
| ATR |
0-31 |
1-02 |
0-02 |
7.6% |
0-00 |
| Volume |
229,036 |
405,279 |
176,243 |
76.9% |
1,149,499 |
|
| Daily Pivots for day following 27-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-19 |
158-09 |
154-02 |
|
| R3 |
157-18 |
156-08 |
153-16 |
|
| R2 |
155-17 |
155-17 |
153-10 |
|
| R1 |
154-07 |
154-07 |
153-04 |
153-28 |
| PP |
153-16 |
153-16 |
153-16 |
153-10 |
| S1 |
152-06 |
152-06 |
152-24 |
151-26 |
| S2 |
151-15 |
151-15 |
152-18 |
|
| S3 |
149-14 |
150-05 |
152-12 |
|
| S4 |
147-13 |
148-04 |
151-26 |
|
|
| 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 |
152-24 |
2-12 |
1.6% |
1-03 |
0.7% |
8% |
False |
True |
277,153 |
| 10 |
155-15 |
152-24 |
2-23 |
1.8% |
0-31 |
0.6% |
7% |
False |
True |
258,036 |
| 20 |
158-09 |
152-24 |
5-17 |
3.6% |
1-02 |
0.7% |
3% |
False |
True |
256,292 |
| 40 |
158-09 |
152-09 |
6-00 |
3.9% |
1-01 |
0.7% |
11% |
False |
False |
157,345 |
| 60 |
158-09 |
150-11 |
7-30 |
5.2% |
1-01 |
0.7% |
33% |
False |
False |
104,967 |
| 80 |
158-09 |
150-11 |
7-30 |
5.2% |
0-28 |
0.6% |
33% |
False |
False |
78,730 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
163-13 |
|
2.618 |
160-03 |
|
1.618 |
158-02 |
|
1.000 |
156-26 |
|
0.618 |
156-01 |
|
HIGH |
154-25 |
|
0.618 |
154-00 |
|
0.500 |
153-25 |
|
0.382 |
153-17 |
|
LOW |
152-24 |
|
0.618 |
151-16 |
|
1.000 |
150-23 |
|
1.618 |
149-15 |
|
2.618 |
147-14 |
|
4.250 |
144-04 |
|
|
| Fisher Pivots for day following 27-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
153-25 |
153-30 |
| PP |
153-16 |
153-19 |
| S1 |
153-07 |
153-09 |
|