ECBOT 30 Year Treasury Bond Future December 2017
| Trading Metrics calculated at close of trading on 13-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2017 |
13-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
153-22 |
152-05 |
-1-17 |
-1.0% |
153-24 |
| High |
153-25 |
152-30 |
-0-27 |
-0.5% |
154-26 |
| Low |
152-02 |
152-01 |
-0-01 |
0.0% |
152-02 |
| Close |
152-10 |
152-13 |
0-03 |
0.1% |
152-10 |
| Range |
1-23 |
0-29 |
-0-26 |
-47.3% |
2-24 |
| ATR |
1-02 |
1-01 |
0-00 |
-1.0% |
0-00 |
| Volume |
334,125 |
267,220 |
-66,905 |
-20.0% |
1,390,031 |
|
| Daily Pivots for day following 13-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-06 |
154-22 |
152-29 |
|
| R3 |
154-09 |
153-25 |
152-21 |
|
| R2 |
153-12 |
153-12 |
152-18 |
|
| R1 |
152-28 |
152-28 |
152-16 |
153-04 |
| PP |
152-15 |
152-15 |
152-15 |
152-19 |
| S1 |
151-31 |
151-31 |
152-10 |
152-07 |
| S2 |
151-18 |
151-18 |
152-08 |
|
| S3 |
150-21 |
151-02 |
152-05 |
|
| S4 |
149-24 |
150-05 |
151-29 |
|
|
| Weekly Pivots for week ending 10-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-10 |
159-18 |
153-26 |
|
| R3 |
158-18 |
156-26 |
153-02 |
|
| R2 |
155-26 |
155-26 |
152-26 |
|
| R1 |
154-02 |
154-02 |
152-18 |
153-18 |
| PP |
153-02 |
153-02 |
153-02 |
152-26 |
| S1 |
151-10 |
151-10 |
152-02 |
150-26 |
| S2 |
150-10 |
150-10 |
151-26 |
|
| S3 |
147-18 |
148-18 |
151-18 |
|
| S4 |
144-26 |
145-26 |
150-26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
154-26 |
152-01 |
2-25 |
1.8% |
1-00 |
0.7% |
13% |
False |
True |
293,231 |
| 10 |
154-26 |
151-31 |
2-27 |
1.9% |
0-30 |
0.6% |
15% |
False |
False |
276,139 |
| 20 |
154-26 |
150-10 |
4-16 |
3.0% |
1-02 |
0.7% |
47% |
False |
False |
279,068 |
| 40 |
155-04 |
150-10 |
4-26 |
3.2% |
1-00 |
0.7% |
44% |
False |
False |
269,508 |
| 60 |
158-09 |
150-10 |
7-31 |
5.2% |
1-00 |
0.7% |
26% |
False |
False |
252,502 |
| 80 |
158-09 |
150-10 |
7-31 |
5.2% |
1-01 |
0.7% |
26% |
False |
False |
190,039 |
| 100 |
158-09 |
150-10 |
7-31 |
5.2% |
1-01 |
0.7% |
26% |
False |
False |
152,051 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
156-25 |
|
2.618 |
155-10 |
|
1.618 |
154-13 |
|
1.000 |
153-27 |
|
0.618 |
153-16 |
|
HIGH |
152-30 |
|
0.618 |
152-19 |
|
0.500 |
152-16 |
|
0.382 |
152-12 |
|
LOW |
152-01 |
|
0.618 |
151-15 |
|
1.000 |
151-04 |
|
1.618 |
150-18 |
|
2.618 |
149-21 |
|
4.250 |
148-06 |
|
|
| Fisher Pivots for day following 13-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
152-16 |
153-08 |
| PP |
152-15 |
152-31 |
| S1 |
152-14 |
152-22 |
|