ECBOT 30 Year Treasury Bond Future December 2017
| Trading Metrics calculated at close of trading on 27-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2017 |
27-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
151-05 |
150-17 |
-0-20 |
-0.4% |
152-03 |
| High |
151-22 |
151-18 |
-0-04 |
-0.1% |
152-20 |
| Low |
150-15 |
150-10 |
-0-05 |
-0.1% |
150-10 |
| Close |
150-23 |
151-06 |
0-15 |
0.3% |
151-06 |
| Range |
1-07 |
1-08 |
0-01 |
2.6% |
2-10 |
| ATR |
1-02 |
1-03 |
0-00 |
1.2% |
0-00 |
| Volume |
307,228 |
354,070 |
46,842 |
15.2% |
1,469,242 |
|
| Daily Pivots for day following 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-25 |
154-07 |
151-28 |
|
| R3 |
153-17 |
152-31 |
151-17 |
|
| R2 |
152-09 |
152-09 |
151-13 |
|
| R1 |
151-23 |
151-23 |
151-10 |
152-00 |
| PP |
151-01 |
151-01 |
151-01 |
151-05 |
| S1 |
150-15 |
150-15 |
151-02 |
150-24 |
| S2 |
149-25 |
149-25 |
150-31 |
|
| S3 |
148-17 |
149-07 |
150-27 |
|
| S4 |
147-09 |
147-31 |
150-16 |
|
|
| Weekly Pivots for week ending 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-10 |
157-02 |
152-15 |
|
| R3 |
156-00 |
154-24 |
151-26 |
|
| R2 |
153-22 |
153-22 |
151-20 |
|
| R1 |
152-14 |
152-14 |
151-13 |
151-29 |
| PP |
151-12 |
151-12 |
151-12 |
151-04 |
| S1 |
150-04 |
150-04 |
150-31 |
149-19 |
| S2 |
149-02 |
149-02 |
150-24 |
|
| S3 |
146-24 |
147-26 |
150-18 |
|
| S4 |
144-14 |
145-16 |
149-29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
152-20 |
150-10 |
2-10 |
1.5% |
1-04 |
0.7% |
38% |
False |
True |
293,848 |
| 10 |
154-04 |
150-10 |
3-26 |
2.5% |
1-04 |
0.7% |
23% |
False |
True |
279,118 |
| 20 |
154-05 |
150-10 |
3-27 |
2.5% |
1-01 |
0.7% |
23% |
False |
True |
259,869 |
| 40 |
158-09 |
150-10 |
7-31 |
5.3% |
1-02 |
0.7% |
11% |
False |
True |
263,987 |
| 60 |
158-09 |
150-10 |
7-31 |
5.3% |
1-01 |
0.7% |
11% |
False |
True |
203,429 |
| 80 |
158-09 |
150-10 |
7-31 |
5.3% |
1-01 |
0.7% |
11% |
False |
True |
152,643 |
| 100 |
158-09 |
150-10 |
7-31 |
5.3% |
0-30 |
0.6% |
11% |
False |
True |
122,119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
156-28 |
|
2.618 |
154-27 |
|
1.618 |
153-19 |
|
1.000 |
152-26 |
|
0.618 |
152-11 |
|
HIGH |
151-18 |
|
0.618 |
151-03 |
|
0.500 |
150-30 |
|
0.382 |
150-25 |
|
LOW |
150-10 |
|
0.618 |
149-17 |
|
1.000 |
149-02 |
|
1.618 |
148-09 |
|
2.618 |
147-01 |
|
4.250 |
145-00 |
|
|
| Fisher Pivots for day following 27-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
151-03 |
151-04 |
| PP |
151-01 |
151-02 |
| S1 |
150-30 |
151-00 |
|