ECBOT 30 Year Treasury Bond Future December 2017
Trading Metrics calculated at close of trading on 26-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2017 |
26-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
151-16 |
151-05 |
-0-11 |
-0.2% |
154-03 |
High |
151-20 |
151-22 |
0-02 |
0.0% |
154-04 |
Low |
150-14 |
150-15 |
0-01 |
0.0% |
151-25 |
Close |
150-29 |
150-23 |
-0-06 |
-0.1% |
152-06 |
Range |
1-06 |
1-07 |
0-01 |
2.6% |
2-11 |
ATR |
1-02 |
1-02 |
0-00 |
1.1% |
0-00 |
Volume |
373,665 |
307,228 |
-66,437 |
-17.8% |
1,321,946 |
|
Daily Pivots for day following 26-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
154-20 |
153-28 |
151-12 |
|
R3 |
153-13 |
152-21 |
151-02 |
|
R2 |
152-06 |
152-06 |
150-30 |
|
R1 |
151-14 |
151-14 |
150-27 |
151-07 |
PP |
150-31 |
150-31 |
150-31 |
150-27 |
S1 |
150-07 |
150-07 |
150-19 |
150-00 |
S2 |
149-24 |
149-24 |
150-16 |
|
S3 |
148-17 |
149-00 |
150-12 |
|
S4 |
147-10 |
147-25 |
150-02 |
|
|
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 |
153-18 |
150-14 |
3-04 |
2.1% |
1-08 |
0.8% |
9% |
False |
False |
293,541 |
10 |
154-05 |
150-14 |
3-23 |
2.5% |
1-04 |
0.7% |
8% |
False |
False |
273,212 |
20 |
154-05 |
150-14 |
3-23 |
2.5% |
1-00 |
0.7% |
8% |
False |
False |
260,406 |
40 |
158-09 |
150-14 |
7-27 |
5.2% |
1-02 |
0.7% |
4% |
False |
False |
261,926 |
60 |
158-09 |
150-14 |
7-27 |
5.2% |
1-01 |
0.7% |
4% |
False |
False |
197,544 |
80 |
158-09 |
150-11 |
7-30 |
5.3% |
1-01 |
0.7% |
5% |
False |
False |
148,218 |
100 |
158-09 |
150-11 |
7-30 |
5.3% |
0-29 |
0.6% |
5% |
False |
False |
118,578 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
156-28 |
2.618 |
154-28 |
1.618 |
153-21 |
1.000 |
152-29 |
0.618 |
152-14 |
HIGH |
151-22 |
0.618 |
151-07 |
0.500 |
151-03 |
0.382 |
150-30 |
LOW |
150-15 |
0.618 |
149-23 |
1.000 |
149-08 |
1.618 |
148-16 |
2.618 |
147-09 |
4.250 |
145-09 |
|
|
Fisher Pivots for day following 26-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
151-03 |
151-16 |
PP |
150-31 |
151-07 |
S1 |
150-27 |
150-31 |
|