ECBOT 30 Year Treasury Bond Future December 2017
| Trading Metrics calculated at close of trading on 06-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2017 |
06-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
152-24 |
152-09 |
-0-15 |
-0.3% |
152-22 |
| High |
152-30 |
152-12 |
-0-18 |
-0.4% |
153-08 |
| Low |
152-01 |
151-07 |
-0-26 |
-0.5% |
151-07 |
| Close |
152-08 |
151-29 |
-0-11 |
-0.2% |
151-29 |
| Range |
0-29 |
1-05 |
0-08 |
27.6% |
2-01 |
| ATR |
1-01 |
1-01 |
0-00 |
1.0% |
0-00 |
| Volume |
221,317 |
338,074 |
116,757 |
52.8% |
1,297,476 |
|
| Daily Pivots for day following 06-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-10 |
154-24 |
152-17 |
|
| R3 |
154-05 |
153-19 |
152-07 |
|
| R2 |
153-00 |
153-00 |
152-04 |
|
| R1 |
152-14 |
152-14 |
152-00 |
152-05 |
| PP |
151-27 |
151-27 |
151-27 |
151-22 |
| S1 |
151-09 |
151-09 |
151-26 |
151-00 |
| S2 |
150-22 |
150-22 |
151-22 |
|
| S3 |
149-17 |
150-04 |
151-19 |
|
| S4 |
148-12 |
148-31 |
151-09 |
|
|
| Weekly Pivots for week ending 06-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-07 |
157-03 |
153-01 |
|
| R3 |
156-06 |
155-02 |
152-15 |
|
| R2 |
154-05 |
154-05 |
152-09 |
|
| R1 |
153-01 |
153-01 |
152-03 |
152-19 |
| PP |
152-04 |
152-04 |
152-04 |
151-29 |
| S1 |
151-00 |
151-00 |
151-23 |
150-18 |
| S2 |
150-03 |
150-03 |
151-17 |
|
| S3 |
148-02 |
148-31 |
151-11 |
|
| S4 |
146-01 |
146-30 |
150-25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
153-08 |
151-07 |
2-01 |
1.3% |
1-00 |
0.7% |
34% |
False |
True |
259,495 |
| 10 |
155-04 |
151-07 |
3-29 |
2.6% |
1-02 |
0.7% |
18% |
False |
True |
291,978 |
| 20 |
156-29 |
151-07 |
5-22 |
3.7% |
0-31 |
0.6% |
12% |
False |
True |
262,242 |
| 40 |
158-09 |
151-07 |
7-02 |
4.6% |
1-01 |
0.7% |
10% |
False |
True |
207,424 |
| 60 |
158-09 |
150-27 |
7-14 |
4.9% |
1-01 |
0.7% |
14% |
False |
False |
138,520 |
| 80 |
158-09 |
150-11 |
7-30 |
5.2% |
0-31 |
0.6% |
20% |
False |
False |
103,900 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
157-09 |
|
2.618 |
155-13 |
|
1.618 |
154-08 |
|
1.000 |
153-17 |
|
0.618 |
153-03 |
|
HIGH |
152-12 |
|
0.618 |
151-30 |
|
0.500 |
151-26 |
|
0.382 |
151-21 |
|
LOW |
151-07 |
|
0.618 |
150-16 |
|
1.000 |
150-02 |
|
1.618 |
149-11 |
|
2.618 |
148-06 |
|
4.250 |
146-10 |
|
|
| Fisher Pivots for day following 06-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
151-28 |
152-08 |
| PP |
151-27 |
152-04 |
| S1 |
151-26 |
152-01 |
|