ECBOT 30 Year Treasury Bond Future December 2017
Trading Metrics calculated at close of trading on 02-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2017 |
02-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
152-12 |
152-29 |
0-17 |
0.3% |
152-03 |
High |
153-10 |
153-22 |
0-12 |
0.2% |
152-20 |
Low |
151-31 |
152-22 |
0-23 |
0.5% |
150-10 |
Close |
152-24 |
153-15 |
0-23 |
0.5% |
151-06 |
Range |
1-11 |
1-00 |
-0-11 |
-25.6% |
2-10 |
ATR |
1-02 |
1-02 |
0-00 |
-0.5% |
0-00 |
Volume |
329,884 |
283,673 |
-46,211 |
-14.0% |
1,469,242 |
|
Daily Pivots for day following 02-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
156-09 |
155-28 |
154-01 |
|
R3 |
155-09 |
154-28 |
153-24 |
|
R2 |
154-09 |
154-09 |
153-21 |
|
R1 |
153-28 |
153-28 |
153-18 |
154-03 |
PP |
153-09 |
153-09 |
153-09 |
153-12 |
S1 |
152-28 |
152-28 |
153-12 |
153-03 |
S2 |
152-09 |
152-09 |
153-09 |
|
S3 |
151-09 |
151-28 |
153-06 |
|
S4 |
150-09 |
150-28 |
152-29 |
|
|
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 |
153-22 |
150-10 |
3-12 |
2.2% |
1-01 |
0.7% |
94% |
True |
False |
285,585 |
10 |
153-22 |
150-10 |
3-12 |
2.2% |
1-04 |
0.7% |
94% |
True |
False |
289,563 |
20 |
154-05 |
150-10 |
3-27 |
2.5% |
1-01 |
0.7% |
82% |
False |
False |
265,592 |
40 |
158-09 |
150-10 |
7-31 |
5.2% |
1-00 |
0.7% |
40% |
False |
False |
261,865 |
60 |
158-09 |
150-10 |
7-31 |
5.2% |
1-01 |
0.7% |
40% |
False |
False |
221,267 |
80 |
158-09 |
150-10 |
7-31 |
5.2% |
1-01 |
0.7% |
40% |
False |
False |
166,064 |
100 |
158-09 |
150-10 |
7-31 |
5.2% |
0-31 |
0.6% |
40% |
False |
False |
132,858 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
157-30 |
2.618 |
156-10 |
1.618 |
155-10 |
1.000 |
154-22 |
0.618 |
154-10 |
HIGH |
153-22 |
0.618 |
153-10 |
0.500 |
153-06 |
0.382 |
153-02 |
LOW |
152-22 |
0.618 |
152-02 |
1.000 |
151-22 |
1.618 |
151-02 |
2.618 |
150-02 |
4.250 |
148-14 |
|
|
Fisher Pivots for day following 02-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
153-12 |
153-08 |
PP |
153-09 |
153-01 |
S1 |
153-06 |
152-27 |
|