ECBOT 30 Year Treasury Bond Future December 2017
| Trading Metrics calculated at close of trading on 30-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2017 |
30-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
150-17 |
151-16 |
0-31 |
0.6% |
152-03 |
| High |
151-18 |
152-14 |
0-28 |
0.6% |
152-20 |
| Low |
150-10 |
151-11 |
1-01 |
0.7% |
150-10 |
| Close |
151-06 |
152-12 |
1-06 |
0.8% |
151-06 |
| Range |
1-08 |
1-03 |
-0-05 |
-12.5% |
2-10 |
| ATR |
1-03 |
1-03 |
0-00 |
1.1% |
0-00 |
| Volume |
354,070 |
231,979 |
-122,091 |
-34.5% |
1,469,242 |
|
| Daily Pivots for day following 30-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-11 |
154-30 |
152-31 |
|
| R3 |
154-08 |
153-27 |
152-22 |
|
| R2 |
153-05 |
153-05 |
152-18 |
|
| R1 |
152-24 |
152-24 |
152-15 |
152-30 |
| PP |
152-02 |
152-02 |
152-02 |
152-05 |
| S1 |
151-21 |
151-21 |
152-09 |
151-28 |
| S2 |
150-31 |
150-31 |
152-06 |
|
| S3 |
149-28 |
150-18 |
152-02 |
|
| S4 |
148-25 |
149-15 |
151-25 |
|
|
| 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 |
152-17 |
150-10 |
2-07 |
1.5% |
1-06 |
0.8% |
93% |
False |
False |
301,260 |
| 10 |
154-03 |
150-10 |
3-25 |
2.5% |
1-06 |
0.8% |
55% |
False |
False |
281,997 |
| 20 |
154-05 |
150-10 |
3-27 |
2.5% |
1-01 |
0.7% |
54% |
False |
False |
258,280 |
| 40 |
158-09 |
150-10 |
7-31 |
5.2% |
1-02 |
0.7% |
26% |
False |
False |
262,927 |
| 60 |
158-09 |
150-10 |
7-31 |
5.2% |
1-01 |
0.7% |
26% |
False |
False |
207,282 |
| 80 |
158-09 |
150-10 |
7-31 |
5.2% |
1-01 |
0.7% |
26% |
False |
False |
155,542 |
| 100 |
158-09 |
150-10 |
7-31 |
5.2% |
0-30 |
0.6% |
26% |
False |
False |
124,439 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
157-03 |
|
2.618 |
155-10 |
|
1.618 |
154-07 |
|
1.000 |
153-17 |
|
0.618 |
153-04 |
|
HIGH |
152-14 |
|
0.618 |
152-01 |
|
0.500 |
151-29 |
|
0.382 |
151-24 |
|
LOW |
151-11 |
|
0.618 |
150-21 |
|
1.000 |
150-08 |
|
1.618 |
149-18 |
|
2.618 |
148-15 |
|
4.250 |
146-22 |
|
|
| Fisher Pivots for day following 30-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
152-07 |
152-01 |
| PP |
152-02 |
151-23 |
| S1 |
151-29 |
151-12 |
|