ECBOT 30 Year Treasury Bond Future March 2018
Trading Metrics calculated at close of trading on 04-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2017 |
04-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
150-28 |
151-18 |
0-22 |
0.5% |
153-21 |
High |
151-20 |
151-31 |
0-11 |
0.2% |
153-25 |
Low |
150-28 |
151-01 |
0-05 |
0.1% |
150-29 |
Close |
151-14 |
151-12 |
-0-02 |
0.0% |
151-21 |
Range |
0-24 |
0-30 |
0-06 |
25.0% |
2-28 |
ATR |
0-23 |
0-23 |
0-01 |
2.3% |
0-00 |
Volume |
12 |
8 |
-4 |
-33.3% |
37 |
|
Daily Pivots for day following 04-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
154-09 |
153-24 |
151-28 |
|
R3 |
153-11 |
152-26 |
151-20 |
|
R2 |
152-13 |
152-13 |
151-18 |
|
R1 |
151-28 |
151-28 |
151-15 |
151-22 |
PP |
151-15 |
151-15 |
151-15 |
151-11 |
S1 |
150-30 |
150-30 |
151-09 |
150-24 |
S2 |
150-17 |
150-17 |
151-06 |
|
S3 |
149-19 |
150-00 |
151-04 |
|
S4 |
148-21 |
149-02 |
150-28 |
|
|
Weekly Pivots for week ending 29-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160-24 |
159-02 |
153-08 |
|
R3 |
157-28 |
156-06 |
152-14 |
|
R2 |
155-00 |
155-00 |
152-06 |
|
R1 |
153-10 |
153-10 |
151-29 |
152-23 |
PP |
152-04 |
152-04 |
152-04 |
151-26 |
S1 |
150-14 |
150-14 |
151-13 |
149-27 |
S2 |
149-08 |
149-08 |
151-04 |
|
S3 |
146-12 |
147-18 |
150-28 |
|
S4 |
143-16 |
144-22 |
150-02 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
155-31 |
2.618 |
154-14 |
1.618 |
153-16 |
1.000 |
152-29 |
0.618 |
152-18 |
HIGH |
151-31 |
0.618 |
151-20 |
0.500 |
151-16 |
0.382 |
151-12 |
LOW |
151-01 |
0.618 |
150-14 |
1.000 |
150-03 |
1.618 |
149-16 |
2.618 |
148-18 |
4.250 |
147-02 |
|
|
Fisher Pivots for day following 04-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
151-16 |
151-14 |
PP |
151-15 |
151-13 |
S1 |
151-13 |
151-13 |
|