ECBOT 30 Year Treasury Bond Future December 2017
| Trading Metrics calculated at close of trading on 20-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2017 |
20-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
152-29 |
153-13 |
0-16 |
0.3% |
154-03 |
| High |
154-02 |
153-18 |
-0-16 |
-0.3% |
154-04 |
| Low |
152-29 |
151-25 |
-1-04 |
-0.7% |
151-25 |
| Close |
153-17 |
152-06 |
-1-11 |
-0.9% |
152-06 |
| Range |
1-05 |
1-25 |
0-20 |
54.1% |
2-11 |
| ATR |
1-00 |
1-01 |
0-02 |
5.7% |
0-00 |
| Volume |
296,406 |
352,537 |
56,131 |
18.9% |
1,321,946 |
|
| Daily Pivots for day following 20-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-27 |
156-26 |
153-05 |
|
| R3 |
156-02 |
155-01 |
152-22 |
|
| R2 |
154-09 |
154-09 |
152-16 |
|
| R1 |
153-08 |
153-08 |
152-11 |
152-28 |
| PP |
152-16 |
152-16 |
152-16 |
152-11 |
| S1 |
151-15 |
151-15 |
152-01 |
151-03 |
| S2 |
150-23 |
150-23 |
151-28 |
|
| S3 |
148-30 |
149-22 |
151-22 |
|
| S4 |
147-05 |
147-29 |
151-07 |
|
|
| Weekly Pivots for week ending 20-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-23 |
158-10 |
153-15 |
|
| R3 |
157-12 |
155-31 |
152-27 |
|
| R2 |
155-01 |
155-01 |
152-20 |
|
| R1 |
153-20 |
153-20 |
152-13 |
153-05 |
| PP |
152-22 |
152-22 |
152-22 |
152-15 |
| S1 |
151-09 |
151-09 |
151-31 |
150-26 |
| S2 |
150-11 |
150-11 |
151-24 |
|
| S3 |
148-00 |
148-30 |
151-17 |
|
| S4 |
145-21 |
146-19 |
150-29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
154-04 |
151-25 |
2-11 |
1.5% |
1-04 |
0.7% |
17% |
False |
True |
264,389 |
| 10 |
154-05 |
151-25 |
2-12 |
1.6% |
1-00 |
0.7% |
17% |
False |
True |
243,067 |
| 20 |
155-04 |
151-07 |
3-29 |
2.6% |
1-01 |
0.7% |
25% |
False |
False |
267,523 |
| 40 |
158-09 |
151-07 |
7-02 |
4.6% |
1-01 |
0.7% |
14% |
False |
False |
260,039 |
| 60 |
158-09 |
150-28 |
7-13 |
4.9% |
1-01 |
0.7% |
18% |
False |
False |
178,996 |
| 80 |
158-09 |
150-11 |
7-30 |
5.2% |
1-01 |
0.7% |
23% |
False |
False |
134,280 |
| 100 |
158-09 |
150-11 |
7-30 |
5.2% |
0-28 |
0.6% |
23% |
False |
False |
107,427 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
161-04 |
|
2.618 |
158-07 |
|
1.618 |
156-14 |
|
1.000 |
155-11 |
|
0.618 |
154-21 |
|
HIGH |
153-18 |
|
0.618 |
152-28 |
|
0.500 |
152-22 |
|
0.382 |
152-15 |
|
LOW |
151-25 |
|
0.618 |
150-22 |
|
1.000 |
150-00 |
|
1.618 |
148-29 |
|
2.618 |
147-04 |
|
4.250 |
144-07 |
|
|
| Fisher Pivots for day following 20-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
152-22 |
152-30 |
| PP |
152-16 |
152-22 |
| S1 |
152-11 |
152-14 |
|