ECBOT 30 Year Treasury Bond Future December 2017
Trading Metrics calculated at close of trading on 24-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2017 |
24-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
154-06 |
154-20 |
0-14 |
0.3% |
154-01 |
High |
154-20 |
154-24 |
0-04 |
0.1% |
154-24 |
Low |
153-17 |
153-29 |
0-12 |
0.2% |
153-17 |
Close |
154-16 |
154-08 |
-0-08 |
-0.2% |
154-08 |
Range |
1-03 |
0-27 |
-0-08 |
-22.9% |
1-07 |
ATR |
1-02 |
1-01 |
0-00 |
-1.4% |
0-00 |
Volume |
325,328 |
161,742 |
-163,586 |
-50.3% |
1,129,232 |
|
Daily Pivots for day following 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
156-27 |
156-12 |
154-23 |
|
R3 |
156-00 |
155-17 |
154-15 |
|
R2 |
155-05 |
155-05 |
154-13 |
|
R1 |
154-22 |
154-22 |
154-10 |
154-16 |
PP |
154-10 |
154-10 |
154-10 |
154-07 |
S1 |
153-27 |
153-27 |
154-06 |
153-21 |
S2 |
153-15 |
153-15 |
154-03 |
|
S3 |
152-20 |
153-00 |
154-01 |
|
S4 |
151-25 |
152-05 |
153-25 |
|
|
Weekly Pivots for week ending 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
157-27 |
157-08 |
154-29 |
|
R3 |
156-20 |
156-01 |
154-19 |
|
R2 |
155-13 |
155-13 |
154-15 |
|
R1 |
154-26 |
154-26 |
154-12 |
155-03 |
PP |
154-06 |
154-06 |
154-06 |
154-10 |
S1 |
153-19 |
153-19 |
154-04 |
153-29 |
S2 |
152-31 |
152-31 |
154-01 |
|
S3 |
151-24 |
152-12 |
153-29 |
|
S4 |
150-17 |
151-05 |
153-19 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
154-24 |
153-03 |
1-21 |
1.1% |
0-31 |
0.6% |
70% |
True |
False |
275,008 |
10 |
154-24 |
152-01 |
2-23 |
1.8% |
1-03 |
0.7% |
82% |
True |
False |
284,801 |
20 |
154-26 |
150-10 |
4-16 |
2.9% |
1-00 |
0.7% |
88% |
False |
False |
279,705 |
40 |
154-26 |
150-10 |
4-16 |
2.9% |
1-00 |
0.7% |
88% |
False |
False |
270,055 |
60 |
158-09 |
150-10 |
7-31 |
5.2% |
1-01 |
0.7% |
49% |
False |
False |
267,853 |
80 |
158-09 |
150-10 |
7-31 |
5.2% |
1-01 |
0.7% |
49% |
False |
False |
218,084 |
100 |
158-09 |
150-10 |
7-31 |
5.2% |
1-01 |
0.7% |
49% |
False |
False |
174,516 |
120 |
158-09 |
150-10 |
7-31 |
5.2% |
0-30 |
0.6% |
49% |
False |
False |
145,433 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
158-11 |
2.618 |
156-31 |
1.618 |
156-04 |
1.000 |
155-19 |
0.618 |
155-09 |
HIGH |
154-24 |
0.618 |
154-14 |
0.500 |
154-11 |
0.382 |
154-07 |
LOW |
153-29 |
0.618 |
153-12 |
1.000 |
153-02 |
1.618 |
152-17 |
2.618 |
151-22 |
4.250 |
150-10 |
|
|
Fisher Pivots for day following 24-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
154-11 |
154-07 |
PP |
154-10 |
154-06 |
S1 |
154-09 |
154-05 |
|