ECBOT 30 Year Treasury Bond Future December 2017
| Trading Metrics calculated at close of trading on 28-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2017 |
28-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
154-21 |
152-29 |
-1-24 |
-1.1% |
154-28 |
| High |
154-25 |
153-04 |
-1-21 |
-1.1% |
155-01 |
| Low |
152-24 |
152-01 |
-0-23 |
-0.5% |
153-16 |
| Close |
152-30 |
152-25 |
-0-05 |
-0.1% |
154-03 |
| Range |
2-01 |
1-03 |
-0-30 |
-46.2% |
1-17 |
| ATR |
1-02 |
1-02 |
0-00 |
0.2% |
0-00 |
| Volume |
405,279 |
351,334 |
-53,945 |
-13.3% |
1,149,499 |
|
| Daily Pivots for day following 28-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-30 |
155-14 |
153-12 |
|
| R3 |
154-27 |
154-11 |
153-03 |
|
| R2 |
153-24 |
153-24 |
152-31 |
|
| R1 |
153-08 |
153-08 |
152-28 |
152-31 |
| PP |
152-21 |
152-21 |
152-21 |
152-16 |
| S1 |
152-05 |
152-05 |
152-22 |
151-28 |
| S2 |
151-18 |
151-18 |
152-19 |
|
| S3 |
150-15 |
151-02 |
152-15 |
|
| S4 |
149-12 |
149-31 |
152-06 |
|
|
| 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 |
152-01 |
3-03 |
2.0% |
1-04 |
0.7% |
24% |
False |
True |
297,639 |
| 10 |
155-15 |
152-01 |
3-14 |
2.2% |
0-31 |
0.6% |
22% |
False |
True |
265,151 |
| 20 |
158-09 |
152-01 |
6-08 |
4.1% |
1-03 |
0.7% |
12% |
False |
True |
263,447 |
| 40 |
158-09 |
152-01 |
6-08 |
4.1% |
1-01 |
0.7% |
12% |
False |
True |
166,114 |
| 60 |
158-09 |
150-11 |
7-30 |
5.2% |
1-01 |
0.7% |
31% |
False |
False |
110,823 |
| 80 |
158-09 |
150-11 |
7-30 |
5.2% |
0-28 |
0.6% |
31% |
False |
False |
83,122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
157-25 |
|
2.618 |
156-00 |
|
1.618 |
154-29 |
|
1.000 |
154-07 |
|
0.618 |
153-26 |
|
HIGH |
153-04 |
|
0.618 |
152-23 |
|
0.500 |
152-19 |
|
0.382 |
152-14 |
|
LOW |
152-01 |
|
0.618 |
151-11 |
|
1.000 |
150-30 |
|
1.618 |
150-08 |
|
2.618 |
149-05 |
|
4.250 |
147-12 |
|
|
| Fisher Pivots for day following 28-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
152-23 |
153-18 |
| PP |
152-21 |
153-10 |
| S1 |
152-19 |
153-01 |
|