ECBOT 30 Year Treasury Bond Future December 2017
| Trading Metrics calculated at close of trading on 13-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2017 |
13-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
152-14 |
153-04 |
0-22 |
0.5% |
152-02 |
| High |
153-06 |
154-05 |
0-31 |
0.6% |
154-05 |
| Low |
152-10 |
152-30 |
0-20 |
0.4% |
151-28 |
| Close |
153-03 |
154-00 |
0-29 |
0.6% |
154-00 |
| Range |
0-28 |
1-07 |
0-11 |
39.3% |
2-09 |
| ATR |
0-31 |
1-00 |
0-01 |
1.8% |
0-00 |
| Volume |
262,534 |
295,008 |
32,474 |
12.4% |
1,108,733 |
|
| Daily Pivots for day following 13-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-11 |
156-29 |
154-21 |
|
| R3 |
156-04 |
155-22 |
154-11 |
|
| R2 |
154-29 |
154-29 |
154-07 |
|
| R1 |
154-15 |
154-15 |
154-04 |
154-22 |
| PP |
153-22 |
153-22 |
153-22 |
153-26 |
| S1 |
153-08 |
153-08 |
153-28 |
153-15 |
| S2 |
152-15 |
152-15 |
153-25 |
|
| S3 |
151-08 |
152-01 |
153-21 |
|
| S4 |
150-01 |
150-26 |
153-11 |
|
|
| Weekly Pivots for week ending 13-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-06 |
159-12 |
155-08 |
|
| R3 |
157-29 |
157-03 |
154-20 |
|
| R2 |
155-20 |
155-20 |
154-13 |
|
| R1 |
154-26 |
154-26 |
154-07 |
155-07 |
| PP |
153-11 |
153-11 |
153-11 |
153-18 |
| S1 |
152-17 |
152-17 |
153-25 |
152-30 |
| S2 |
151-02 |
151-02 |
153-19 |
|
| S3 |
148-25 |
150-08 |
153-12 |
|
| S4 |
146-16 |
147-31 |
152-24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
154-05 |
151-28 |
2-09 |
1.5% |
0-29 |
0.6% |
93% |
True |
False |
221,746 |
| 10 |
154-05 |
151-07 |
2-30 |
1.9% |
0-31 |
0.6% |
95% |
True |
False |
240,620 |
| 20 |
155-04 |
151-07 |
3-29 |
2.5% |
0-31 |
0.6% |
71% |
False |
False |
258,900 |
| 40 |
158-09 |
151-07 |
7-02 |
4.6% |
1-00 |
0.6% |
39% |
False |
False |
234,340 |
| 60 |
158-09 |
150-28 |
7-13 |
4.8% |
1-01 |
0.7% |
42% |
False |
False |
156,985 |
| 80 |
158-09 |
150-11 |
7-30 |
5.2% |
1-00 |
0.7% |
46% |
False |
False |
117,759 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
159-11 |
|
2.618 |
157-11 |
|
1.618 |
156-04 |
|
1.000 |
155-12 |
|
0.618 |
154-29 |
|
HIGH |
154-05 |
|
0.618 |
153-22 |
|
0.500 |
153-18 |
|
0.382 |
153-13 |
|
LOW |
152-30 |
|
0.618 |
152-06 |
|
1.000 |
151-23 |
|
1.618 |
150-31 |
|
2.618 |
149-24 |
|
4.250 |
147-24 |
|
|
| Fisher Pivots for day following 13-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
153-27 |
153-23 |
| PP |
153-22 |
153-13 |
| S1 |
153-18 |
153-04 |
|