ECBOT 30 Year Treasury Bond Future December 2017
| Trading Metrics calculated at close of trading on 24-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2017 |
24-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
152-03 |
152-14 |
0-11 |
0.2% |
154-03 |
| High |
152-20 |
152-17 |
-0-03 |
-0.1% |
154-04 |
| Low |
151-28 |
151-09 |
-0-19 |
-0.4% |
151-25 |
| Close |
152-11 |
151-22 |
-0-21 |
-0.4% |
152-06 |
| Range |
0-24 |
1-08 |
0-16 |
66.7% |
2-11 |
| ATR |
1-01 |
1-01 |
0-01 |
1.6% |
0-00 |
| Volume |
194,917 |
239,362 |
44,445 |
22.8% |
1,321,946 |
|
| Daily Pivots for day following 24-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-19 |
154-28 |
152-12 |
|
| R3 |
154-11 |
153-20 |
152-01 |
|
| R2 |
153-03 |
153-03 |
151-29 |
|
| R1 |
152-12 |
152-12 |
151-26 |
152-04 |
| PP |
151-27 |
151-27 |
151-27 |
151-22 |
| S1 |
151-04 |
151-04 |
151-18 |
150-28 |
| S2 |
150-19 |
150-19 |
151-15 |
|
| S3 |
149-11 |
149-28 |
151-11 |
|
| S4 |
148-03 |
148-20 |
151-00 |
|
|
| 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 |
151-09 |
2-26 |
1.9% |
1-08 |
0.8% |
14% |
False |
True |
267,578 |
| 10 |
154-05 |
151-09 |
2-28 |
1.9% |
1-02 |
0.7% |
14% |
False |
True |
252,111 |
| 20 |
154-25 |
151-07 |
3-18 |
2.3% |
1-01 |
0.7% |
13% |
False |
False |
264,192 |
| 40 |
158-09 |
151-07 |
7-02 |
4.7% |
1-01 |
0.7% |
7% |
False |
False |
257,252 |
| 60 |
158-09 |
151-00 |
7-09 |
4.8% |
1-01 |
0.7% |
9% |
False |
False |
186,221 |
| 80 |
158-09 |
150-11 |
7-30 |
5.2% |
1-01 |
0.7% |
17% |
False |
False |
139,708 |
| 100 |
158-09 |
150-11 |
7-30 |
5.2% |
0-28 |
0.6% |
17% |
False |
False |
111,769 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
157-27 |
|
2.618 |
155-26 |
|
1.618 |
154-18 |
|
1.000 |
153-25 |
|
0.618 |
153-10 |
|
HIGH |
152-17 |
|
0.618 |
152-02 |
|
0.500 |
151-29 |
|
0.382 |
151-24 |
|
LOW |
151-09 |
|
0.618 |
150-16 |
|
1.000 |
150-01 |
|
1.618 |
149-08 |
|
2.618 |
148-00 |
|
4.250 |
145-31 |
|
|
| Fisher Pivots for day following 24-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
151-29 |
152-14 |
| PP |
151-27 |
152-06 |
| S1 |
151-24 |
151-30 |
|