ECBOT 30 Year Treasury Bond Future December 2017
| Trading Metrics calculated at close of trading on 19-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2017 |
19-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
154-02 |
152-29 |
-1-05 |
-0.8% |
152-02 |
| High |
154-03 |
154-02 |
-0-01 |
0.0% |
154-05 |
| Low |
152-25 |
152-29 |
0-04 |
0.1% |
151-28 |
| Close |
153-01 |
153-17 |
0-16 |
0.3% |
154-00 |
| Range |
1-10 |
1-05 |
-0-05 |
-11.9% |
2-09 |
| ATR |
0-31 |
1-00 |
0-00 |
1.3% |
0-00 |
| Volume |
254,670 |
296,406 |
41,736 |
16.4% |
1,108,733 |
|
| Daily Pivots for day following 19-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-31 |
156-13 |
154-05 |
|
| R3 |
155-26 |
155-08 |
153-27 |
|
| R2 |
154-21 |
154-21 |
153-24 |
|
| R1 |
154-03 |
154-03 |
153-20 |
154-12 |
| PP |
153-16 |
153-16 |
153-16 |
153-21 |
| S1 |
152-30 |
152-30 |
153-14 |
153-07 |
| S2 |
152-11 |
152-11 |
153-10 |
|
| S3 |
151-06 |
151-25 |
153-07 |
|
| S4 |
150-01 |
150-20 |
152-29 |
|
|
| 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 |
152-25 |
1-12 |
0.9% |
1-00 |
0.7% |
55% |
False |
False |
252,883 |
| 10 |
154-05 |
151-07 |
2-30 |
1.9% |
0-30 |
0.6% |
79% |
False |
False |
241,621 |
| 20 |
155-04 |
151-07 |
3-29 |
2.5% |
0-31 |
0.6% |
59% |
False |
False |
261,430 |
| 40 |
158-09 |
151-07 |
7-02 |
4.6% |
1-00 |
0.6% |
33% |
False |
False |
256,256 |
| 60 |
158-09 |
150-28 |
7-13 |
4.8% |
1-01 |
0.7% |
36% |
False |
False |
173,122 |
| 80 |
158-09 |
150-11 |
7-30 |
5.2% |
1-00 |
0.7% |
40% |
False |
False |
129,874 |
| 100 |
158-09 |
150-11 |
7-30 |
5.2% |
0-27 |
0.6% |
40% |
False |
False |
103,901 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158-31 |
|
2.618 |
157-03 |
|
1.618 |
155-30 |
|
1.000 |
155-07 |
|
0.618 |
154-25 |
|
HIGH |
154-02 |
|
0.618 |
153-20 |
|
0.500 |
153-16 |
|
0.382 |
153-11 |
|
LOW |
152-29 |
|
0.618 |
152-06 |
|
1.000 |
151-24 |
|
1.618 |
151-01 |
|
2.618 |
149-28 |
|
4.250 |
148-00 |
|
|
| Fisher Pivots for day following 19-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
153-17 |
153-16 |
| PP |
153-16 |
153-15 |
| S1 |
153-16 |
153-14 |
|