ECBOT 30 Year Treasury Bond Future December 2017
| Trading Metrics calculated at close of trading on 16-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2017 |
16-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
153-02 |
154-09 |
1-07 |
0.8% |
153-24 |
| High |
154-10 |
154-09 |
-0-01 |
0.0% |
154-26 |
| Low |
153-01 |
153-03 |
0-02 |
0.0% |
152-02 |
| Close |
154-00 |
153-18 |
-0-14 |
-0.3% |
152-10 |
| Range |
1-09 |
1-06 |
-0-03 |
-7.3% |
2-24 |
| ATR |
1-02 |
1-02 |
0-00 |
0.9% |
0-00 |
| Volume |
336,764 |
275,369 |
-61,395 |
-18.2% |
1,390,031 |
|
| Daily Pivots for day following 16-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-07 |
156-18 |
154-07 |
|
| R3 |
156-01 |
155-12 |
153-28 |
|
| R2 |
154-27 |
154-27 |
153-25 |
|
| R1 |
154-06 |
154-06 |
153-21 |
153-30 |
| PP |
153-21 |
153-21 |
153-21 |
153-16 |
| S1 |
153-00 |
153-00 |
153-15 |
152-24 |
| S2 |
152-15 |
152-15 |
153-11 |
|
| S3 |
151-09 |
151-26 |
153-08 |
|
| S4 |
150-03 |
150-20 |
152-29 |
|
|
| 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 |
154-10 |
152-01 |
2-09 |
1.5% |
1-07 |
0.8% |
67% |
False |
False |
294,594 |
| 10 |
154-26 |
152-01 |
2-25 |
1.8% |
1-00 |
0.7% |
55% |
False |
False |
279,113 |
| 20 |
154-26 |
150-10 |
4-16 |
2.9% |
1-02 |
0.7% |
72% |
False |
False |
284,338 |
| 40 |
155-04 |
150-10 |
4-26 |
3.1% |
1-01 |
0.7% |
68% |
False |
False |
272,884 |
| 60 |
158-09 |
150-10 |
7-31 |
5.2% |
1-01 |
0.7% |
41% |
False |
False |
265,617 |
| 80 |
158-09 |
150-10 |
7-31 |
5.2% |
1-01 |
0.7% |
41% |
False |
False |
200,926 |
| 100 |
158-09 |
150-10 |
7-31 |
5.2% |
1-01 |
0.7% |
41% |
False |
False |
160,767 |
| 120 |
158-09 |
150-10 |
7-31 |
5.2% |
0-28 |
0.6% |
41% |
False |
False |
133,974 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
159-11 |
|
2.618 |
157-12 |
|
1.618 |
156-06 |
|
1.000 |
155-15 |
|
0.618 |
155-00 |
|
HIGH |
154-09 |
|
0.618 |
153-26 |
|
0.500 |
153-22 |
|
0.382 |
153-18 |
|
LOW |
153-03 |
|
0.618 |
152-12 |
|
1.000 |
151-29 |
|
1.618 |
151-06 |
|
2.618 |
150-00 |
|
4.250 |
148-02 |
|
|
| Fisher Pivots for day following 16-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
153-22 |
153-15 |
| PP |
153-21 |
153-11 |
| S1 |
153-19 |
153-08 |
|