ECBOT 30 Year Treasury Bond Future December 2017
| Trading Metrics calculated at close of trading on 15-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2017 |
15-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
152-11 |
153-02 |
0-23 |
0.5% |
153-24 |
| High |
153-04 |
154-10 |
1-06 |
0.8% |
154-26 |
| Low |
152-05 |
153-01 |
0-28 |
0.6% |
152-02 |
| Close |
152-28 |
154-00 |
1-04 |
0.7% |
152-10 |
| Range |
0-31 |
1-09 |
0-10 |
32.3% |
2-24 |
| ATR |
1-01 |
1-02 |
0-01 |
2.8% |
0-00 |
| Volume |
259,493 |
336,764 |
77,271 |
29.8% |
1,390,031 |
|
| Daily Pivots for day following 15-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-20 |
157-03 |
154-23 |
|
| R3 |
156-11 |
155-26 |
154-11 |
|
| R2 |
155-02 |
155-02 |
154-08 |
|
| R1 |
154-17 |
154-17 |
154-04 |
154-25 |
| PP |
153-25 |
153-25 |
153-25 |
153-29 |
| S1 |
153-08 |
153-08 |
153-28 |
153-17 |
| S2 |
152-16 |
152-16 |
153-24 |
|
| S3 |
151-07 |
151-31 |
153-21 |
|
| S4 |
149-30 |
150-22 |
153-09 |
|
|
| 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 |
154-14 |
152-01 |
2-13 |
1.6% |
1-05 |
0.7% |
82% |
False |
False |
312,183 |
| 10 |
154-26 |
152-01 |
2-25 |
1.8% |
1-00 |
0.6% |
71% |
False |
False |
279,944 |
| 20 |
154-26 |
150-10 |
4-16 |
2.9% |
1-02 |
0.7% |
82% |
False |
False |
285,390 |
| 40 |
155-04 |
150-10 |
4-26 |
3.1% |
1-01 |
0.7% |
77% |
False |
False |
272,223 |
| 60 |
158-09 |
150-10 |
7-31 |
5.2% |
1-01 |
0.7% |
46% |
False |
False |
261,958 |
| 80 |
158-09 |
150-10 |
7-31 |
5.2% |
1-01 |
0.7% |
46% |
False |
False |
197,486 |
| 100 |
158-09 |
150-10 |
7-31 |
5.2% |
1-01 |
0.7% |
46% |
False |
False |
158,013 |
| 120 |
158-09 |
150-10 |
7-31 |
5.2% |
0-28 |
0.6% |
46% |
False |
False |
131,679 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
159-24 |
|
2.618 |
157-21 |
|
1.618 |
156-12 |
|
1.000 |
155-19 |
|
0.618 |
155-03 |
|
HIGH |
154-10 |
|
0.618 |
153-26 |
|
0.500 |
153-22 |
|
0.382 |
153-17 |
|
LOW |
153-01 |
|
0.618 |
152-08 |
|
1.000 |
151-24 |
|
1.618 |
150-31 |
|
2.618 |
149-22 |
|
4.250 |
147-19 |
|
|
| Fisher Pivots for day following 15-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
153-29 |
153-23 |
| PP |
153-25 |
153-14 |
| S1 |
153-22 |
153-06 |
|