ECBOT 30 Year Treasury Bond Future December 2017
| Trading Metrics calculated at close of trading on 29-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2017 |
29-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
152-29 |
152-24 |
-0-05 |
-0.1% |
154-08 |
| High |
153-04 |
153-00 |
-0-04 |
-0.1% |
155-04 |
| Low |
152-01 |
152-12 |
0-11 |
0.2% |
152-01 |
| Close |
152-25 |
152-26 |
0-01 |
0.0% |
152-26 |
| Range |
1-03 |
0-20 |
-0-15 |
-42.9% |
3-03 |
| ATR |
1-02 |
1-01 |
-0-01 |
-2.9% |
0-00 |
| Volume |
351,334 |
364,793 |
13,459 |
3.8% |
1,622,305 |
|
| Daily Pivots for day following 29-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-19 |
154-11 |
153-05 |
|
| R3 |
153-31 |
153-23 |
153-00 |
|
| R2 |
153-11 |
153-11 |
152-30 |
|
| R1 |
153-03 |
153-03 |
152-28 |
153-07 |
| PP |
152-23 |
152-23 |
152-23 |
152-26 |
| S1 |
152-15 |
152-15 |
152-24 |
152-19 |
| S2 |
152-03 |
152-03 |
152-22 |
|
| S3 |
151-15 |
151-27 |
152-20 |
|
| S4 |
150-27 |
151-07 |
152-15 |
|
|
| Weekly Pivots for week ending 29-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-19 |
160-26 |
154-16 |
|
| R3 |
159-16 |
157-23 |
153-21 |
|
| R2 |
156-13 |
156-13 |
153-12 |
|
| R1 |
154-20 |
154-20 |
153-03 |
153-31 |
| PP |
153-10 |
153-10 |
153-10 |
153-00 |
| S1 |
151-17 |
151-17 |
152-17 |
150-28 |
| S2 |
150-07 |
150-07 |
152-08 |
|
| S3 |
147-04 |
148-14 |
151-31 |
|
| S4 |
144-01 |
145-11 |
151-04 |
|
|
| 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% |
25% |
False |
False |
324,461 |
| 10 |
155-04 |
152-01 |
3-03 |
2.0% |
0-31 |
0.6% |
25% |
False |
False |
277,180 |
| 20 |
158-09 |
152-01 |
6-08 |
4.1% |
1-03 |
0.7% |
12% |
False |
False |
268,105 |
| 40 |
158-09 |
152-01 |
6-08 |
4.1% |
1-01 |
0.7% |
12% |
False |
False |
175,209 |
| 60 |
158-09 |
150-11 |
7-30 |
5.2% |
1-01 |
0.7% |
31% |
False |
False |
116,901 |
| 80 |
158-09 |
150-11 |
7-30 |
5.2% |
0-29 |
0.6% |
31% |
False |
False |
87,681 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155-21 |
|
2.618 |
154-20 |
|
1.618 |
154-00 |
|
1.000 |
153-20 |
|
0.618 |
153-12 |
|
HIGH |
153-00 |
|
0.618 |
152-24 |
|
0.500 |
152-22 |
|
0.382 |
152-20 |
|
LOW |
152-12 |
|
0.618 |
152-00 |
|
1.000 |
151-24 |
|
1.618 |
151-12 |
|
2.618 |
150-24 |
|
4.250 |
149-23 |
|
|
| Fisher Pivots for day following 29-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
152-25 |
153-13 |
| PP |
152-23 |
153-07 |
| S1 |
152-22 |
153-00 |
|