ECBOT 30 Year Treasury Bond Future December 2017
| Trading Metrics calculated at close of trading on 07-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2017 |
07-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
153-24 |
154-09 |
0-17 |
0.3% |
151-16 |
| High |
154-12 |
154-24 |
0-12 |
0.2% |
154-00 |
| Low |
153-12 |
153-29 |
0-17 |
0.3% |
151-11 |
| Close |
154-07 |
154-22 |
0-15 |
0.3% |
153-21 |
| Range |
1-00 |
0-27 |
-0-05 |
-15.6% |
2-21 |
| ATR |
1-01 |
1-01 |
0-00 |
-1.3% |
0-00 |
| Volume |
191,093 |
282,945 |
91,852 |
48.1% |
1,336,121 |
|
| Daily Pivots for day following 07-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-31 |
156-22 |
155-05 |
|
| R3 |
156-04 |
155-27 |
154-29 |
|
| R2 |
155-09 |
155-09 |
154-27 |
|
| R1 |
155-00 |
155-00 |
154-24 |
155-04 |
| PP |
154-14 |
154-14 |
154-14 |
154-17 |
| S1 |
154-05 |
154-05 |
154-20 |
154-10 |
| S2 |
153-19 |
153-19 |
154-17 |
|
| S3 |
152-24 |
153-10 |
154-15 |
|
| S4 |
151-29 |
152-15 |
154-07 |
|
|
| Weekly Pivots for week ending 03-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-31 |
159-31 |
155-04 |
|
| R3 |
158-10 |
157-10 |
154-12 |
|
| R2 |
155-21 |
155-21 |
154-05 |
|
| R1 |
154-21 |
154-21 |
153-29 |
155-05 |
| PP |
153-00 |
153-00 |
153-00 |
153-08 |
| S1 |
152-00 |
152-00 |
153-13 |
152-16 |
| S2 |
150-11 |
150-11 |
153-05 |
|
| S3 |
147-22 |
149-11 |
152-30 |
|
| S4 |
145-01 |
146-22 |
152-06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
154-24 |
151-31 |
2-25 |
1.8% |
0-31 |
0.6% |
98% |
True |
False |
269,971 |
| 10 |
154-24 |
150-10 |
4-14 |
2.9% |
1-00 |
0.7% |
99% |
True |
False |
284,512 |
| 20 |
154-24 |
150-10 |
4-14 |
2.9% |
1-01 |
0.7% |
99% |
True |
False |
268,312 |
| 40 |
155-18 |
150-10 |
5-08 |
3.4% |
1-00 |
0.6% |
83% |
False |
False |
263,392 |
| 60 |
158-09 |
150-10 |
7-31 |
5.2% |
1-01 |
0.7% |
55% |
False |
False |
233,336 |
| 80 |
158-09 |
150-10 |
7-31 |
5.2% |
1-01 |
0.7% |
55% |
False |
False |
175,259 |
| 100 |
158-09 |
150-10 |
7-31 |
5.2% |
1-00 |
0.6% |
55% |
False |
False |
140,221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158-11 |
|
2.618 |
156-31 |
|
1.618 |
156-04 |
|
1.000 |
155-19 |
|
0.618 |
155-09 |
|
HIGH |
154-24 |
|
0.618 |
154-14 |
|
0.500 |
154-11 |
|
0.382 |
154-07 |
|
LOW |
153-29 |
|
0.618 |
153-12 |
|
1.000 |
153-02 |
|
1.618 |
152-17 |
|
2.618 |
151-22 |
|
4.250 |
150-10 |
|
|
| Fisher Pivots for day following 07-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
154-18 |
154-15 |
| PP |
154-14 |
154-08 |
| S1 |
154-11 |
154-02 |
|