ECBOT 30 Year Treasury Bond Future December 2017
| Trading Metrics calculated at close of trading on 17-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2017 |
17-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
154-09 |
153-05 |
-1-04 |
-0.7% |
152-05 |
| High |
154-09 |
154-05 |
-0-04 |
-0.1% |
154-10 |
| Low |
153-03 |
153-03 |
0-00 |
0.0% |
152-01 |
| Close |
153-18 |
153-25 |
0-07 |
0.1% |
153-25 |
| Range |
1-06 |
1-02 |
-0-04 |
-10.5% |
2-09 |
| ATR |
1-02 |
1-02 |
0-00 |
-0.1% |
0-00 |
| Volume |
275,369 |
245,812 |
-29,557 |
-10.7% |
1,384,658 |
|
| Daily Pivots for day following 17-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-28 |
156-12 |
154-12 |
|
| R3 |
155-26 |
155-10 |
154-02 |
|
| R2 |
154-24 |
154-24 |
153-31 |
|
| R1 |
154-08 |
154-08 |
153-28 |
154-16 |
| PP |
153-22 |
153-22 |
153-22 |
153-26 |
| S1 |
153-06 |
153-06 |
153-22 |
153-14 |
| S2 |
152-20 |
152-20 |
153-19 |
|
| S3 |
151-18 |
152-04 |
153-16 |
|
| S4 |
150-16 |
151-02 |
153-06 |
|
|
| Weekly Pivots for week ending 17-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-07 |
159-09 |
155-01 |
|
| R3 |
157-30 |
157-00 |
154-13 |
|
| R2 |
155-21 |
155-21 |
154-06 |
|
| R1 |
154-23 |
154-23 |
154-00 |
155-06 |
| PP |
153-12 |
153-12 |
153-12 |
153-20 |
| S1 |
152-14 |
152-14 |
153-18 |
152-29 |
| S2 |
151-03 |
151-03 |
153-12 |
|
| S3 |
148-26 |
150-05 |
153-05 |
|
| S4 |
146-17 |
147-28 |
152-17 |
|
|
| 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% |
1-03 |
0.7% |
77% |
False |
False |
276,931 |
| 10 |
154-26 |
152-01 |
2-25 |
1.8% |
1-02 |
0.7% |
63% |
False |
False |
277,468 |
| 20 |
154-26 |
150-10 |
4-16 |
2.9% |
1-01 |
0.7% |
77% |
False |
False |
279,002 |
| 40 |
155-04 |
150-10 |
4-26 |
3.1% |
1-01 |
0.7% |
72% |
False |
False |
273,262 |
| 60 |
158-09 |
150-10 |
7-31 |
5.2% |
1-01 |
0.7% |
44% |
False |
False |
266,360 |
| 80 |
158-09 |
150-10 |
7-31 |
5.2% |
1-01 |
0.7% |
44% |
False |
False |
203,998 |
| 100 |
158-09 |
150-10 |
7-31 |
5.2% |
1-01 |
0.7% |
44% |
False |
False |
163,225 |
| 120 |
158-09 |
150-10 |
7-31 |
5.2% |
0-29 |
0.6% |
44% |
False |
False |
136,023 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158-22 |
|
2.618 |
156-30 |
|
1.618 |
155-28 |
|
1.000 |
155-07 |
|
0.618 |
154-26 |
|
HIGH |
154-05 |
|
0.618 |
153-24 |
|
0.500 |
153-20 |
|
0.382 |
153-16 |
|
LOW |
153-03 |
|
0.618 |
152-14 |
|
1.000 |
152-01 |
|
1.618 |
151-12 |
|
2.618 |
150-10 |
|
4.250 |
148-19 |
|
|
| Fisher Pivots for day following 17-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
153-23 |
153-24 |
| PP |
153-22 |
153-23 |
| S1 |
153-20 |
153-22 |
|