ECBOT 30 Year Treasury Bond Future December 2017
| Trading Metrics calculated at close of trading on 23-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2017 |
23-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
153-13 |
152-03 |
-1-10 |
-0.9% |
154-03 |
| High |
153-18 |
152-20 |
-0-30 |
-0.6% |
154-04 |
| Low |
151-25 |
151-28 |
0-03 |
0.1% |
151-25 |
| Close |
152-06 |
152-11 |
0-05 |
0.1% |
152-06 |
| Range |
1-25 |
0-24 |
-1-01 |
-57.9% |
2-11 |
| ATR |
1-01 |
1-01 |
-0-01 |
-2.0% |
0-00 |
| Volume |
352,537 |
194,917 |
-157,620 |
-44.7% |
1,321,946 |
|
| Daily Pivots for day following 23-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-17 |
154-06 |
152-24 |
|
| R3 |
153-25 |
153-14 |
152-18 |
|
| R2 |
153-01 |
153-01 |
152-15 |
|
| R1 |
152-22 |
152-22 |
152-13 |
152-28 |
| PP |
152-09 |
152-09 |
152-09 |
152-12 |
| S1 |
151-30 |
151-30 |
152-09 |
152-04 |
| S2 |
151-17 |
151-17 |
152-07 |
|
| S3 |
150-25 |
151-06 |
152-04 |
|
| S4 |
150-01 |
150-14 |
151-30 |
|
|
| 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 |
154-03 |
151-25 |
2-10 |
1.5% |
1-05 |
0.8% |
24% |
False |
False |
262,734 |
| 10 |
154-05 |
151-25 |
2-12 |
1.6% |
1-01 |
0.7% |
24% |
False |
False |
257,737 |
| 20 |
155-03 |
151-07 |
3-28 |
2.5% |
1-01 |
0.7% |
29% |
False |
False |
263,675 |
| 40 |
158-09 |
151-07 |
7-02 |
4.6% |
1-01 |
0.7% |
16% |
False |
False |
258,049 |
| 60 |
158-09 |
151-00 |
7-09 |
4.8% |
1-01 |
0.7% |
18% |
False |
False |
182,242 |
| 80 |
158-09 |
150-11 |
7-30 |
5.2% |
1-00 |
0.7% |
25% |
False |
False |
136,716 |
| 100 |
158-09 |
150-11 |
7-30 |
5.2% |
0-28 |
0.6% |
25% |
False |
False |
109,376 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155-26 |
|
2.618 |
154-19 |
|
1.618 |
153-27 |
|
1.000 |
153-12 |
|
0.618 |
153-03 |
|
HIGH |
152-20 |
|
0.618 |
152-11 |
|
0.500 |
152-08 |
|
0.382 |
152-05 |
|
LOW |
151-28 |
|
0.618 |
151-13 |
|
1.000 |
151-04 |
|
1.618 |
150-21 |
|
2.618 |
149-29 |
|
4.250 |
148-22 |
|
|
| Fisher Pivots for day following 23-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
152-10 |
152-30 |
| PP |
152-09 |
152-23 |
| S1 |
152-08 |
152-17 |
|