ECBOT 30 Year Treasury Bond Future December 2017
| Trading Metrics calculated at close of trading on 09-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2017 |
09-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
154-17 |
154-05 |
-0-12 |
-0.2% |
151-16 |
| High |
154-26 |
154-14 |
-0-12 |
-0.2% |
154-00 |
| Low |
154-04 |
153-18 |
-0-18 |
-0.4% |
151-11 |
| Close |
154-11 |
153-28 |
-0-15 |
-0.3% |
153-21 |
| Range |
0-22 |
0-28 |
0-06 |
27.3% |
2-21 |
| ATR |
1-00 |
1-00 |
0-00 |
-0.9% |
0-00 |
| Volume |
218,553 |
363,315 |
144,762 |
66.2% |
1,336,121 |
|
| Daily Pivots for day following 09-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-19 |
156-03 |
154-11 |
|
| R3 |
155-23 |
155-07 |
154-04 |
|
| R2 |
154-27 |
154-27 |
154-01 |
|
| R1 |
154-11 |
154-11 |
153-31 |
154-05 |
| PP |
153-31 |
153-31 |
153-31 |
153-28 |
| S1 |
153-15 |
153-15 |
153-25 |
153-09 |
| S2 |
153-03 |
153-03 |
153-23 |
|
| S3 |
152-07 |
152-19 |
153-20 |
|
| S4 |
151-11 |
151-23 |
153-13 |
|
|
| 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 |
154-26 |
153-11 |
1-15 |
1.0% |
0-26 |
0.5% |
36% |
False |
False |
263,633 |
| 10 |
154-26 |
150-10 |
4-16 |
2.9% |
0-30 |
0.6% |
79% |
False |
False |
274,609 |
| 20 |
154-26 |
150-10 |
4-16 |
2.9% |
1-01 |
0.7% |
79% |
False |
False |
273,911 |
| 40 |
155-15 |
150-10 |
5-05 |
3.4% |
0-31 |
0.6% |
69% |
False |
False |
265,143 |
| 60 |
158-09 |
150-10 |
7-31 |
5.2% |
1-00 |
0.6% |
45% |
False |
False |
242,952 |
| 80 |
158-09 |
150-10 |
7-31 |
5.2% |
1-01 |
0.7% |
45% |
False |
False |
182,529 |
| 100 |
158-09 |
150-10 |
7-31 |
5.2% |
1-00 |
0.7% |
45% |
False |
False |
146,039 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158-05 |
|
2.618 |
156-23 |
|
1.618 |
155-27 |
|
1.000 |
155-10 |
|
0.618 |
154-31 |
|
HIGH |
154-14 |
|
0.618 |
154-03 |
|
0.500 |
154-00 |
|
0.382 |
153-29 |
|
LOW |
153-18 |
|
0.618 |
153-01 |
|
1.000 |
152-22 |
|
1.618 |
152-05 |
|
2.618 |
151-09 |
|
4.250 |
149-27 |
|
|
| Fisher Pivots for day following 09-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
154-00 |
154-06 |
| PP |
153-31 |
154-03 |
| S1 |
153-29 |
153-31 |
|