ECBOT 30 Year Treasury Bond Future December 2017
| Trading Metrics calculated at close of trading on 21-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2017 |
21-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
154-01 |
153-26 |
-0-07 |
-0.1% |
152-05 |
| High |
154-14 |
154-22 |
0-08 |
0.2% |
154-10 |
| Low |
153-19 |
153-24 |
0-05 |
0.1% |
152-01 |
| Close |
153-21 |
154-03 |
0-14 |
0.3% |
153-25 |
| Range |
0-27 |
0-30 |
0-03 |
11.1% |
2-09 |
| ATR |
1-02 |
1-02 |
0-00 |
-0.2% |
0-00 |
| Volume |
245,651 |
396,511 |
150,860 |
61.4% |
1,384,658 |
|
| Daily Pivots for day following 21-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-00 |
156-15 |
154-20 |
|
| R3 |
156-02 |
155-17 |
154-11 |
|
| R2 |
155-04 |
155-04 |
154-09 |
|
| R1 |
154-19 |
154-19 |
154-06 |
154-28 |
| PP |
154-06 |
154-06 |
154-06 |
154-10 |
| S1 |
153-21 |
153-21 |
154-00 |
153-30 |
| S2 |
153-08 |
153-08 |
153-30 |
|
| S3 |
152-10 |
152-23 |
153-27 |
|
| S4 |
151-12 |
151-25 |
153-19 |
|
|
| 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 |
154-22 |
153-01 |
1-21 |
1.1% |
1-02 |
0.7% |
64% |
True |
False |
300,021 |
| 10 |
154-26 |
152-01 |
2-25 |
1.8% |
1-01 |
0.7% |
74% |
False |
False |
294,281 |
| 20 |
154-26 |
150-10 |
4-16 |
2.9% |
1-01 |
0.7% |
84% |
False |
False |
289,396 |
| 40 |
154-26 |
150-10 |
4-16 |
2.9% |
1-01 |
0.7% |
84% |
False |
False |
276,794 |
| 60 |
158-09 |
150-10 |
7-31 |
5.2% |
1-01 |
0.7% |
47% |
False |
False |
267,967 |
| 80 |
158-09 |
150-10 |
7-31 |
5.2% |
1-01 |
0.7% |
47% |
False |
False |
212,015 |
| 100 |
158-09 |
150-10 |
7-31 |
5.2% |
1-01 |
0.7% |
47% |
False |
False |
169,646 |
| 120 |
158-09 |
150-10 |
7-31 |
5.2% |
0-29 |
0.6% |
47% |
False |
False |
141,374 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158-22 |
|
2.618 |
157-05 |
|
1.618 |
156-07 |
|
1.000 |
155-20 |
|
0.618 |
155-09 |
|
HIGH |
154-22 |
|
0.618 |
154-11 |
|
0.500 |
154-07 |
|
0.382 |
154-03 |
|
LOW |
153-24 |
|
0.618 |
153-05 |
|
1.000 |
152-26 |
|
1.618 |
152-07 |
|
2.618 |
151-09 |
|
4.250 |
149-24 |
|
|
| Fisher Pivots for day following 21-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
154-07 |
154-01 |
| PP |
154-06 |
153-31 |
| S1 |
154-04 |
153-29 |
|