ECBOT 30 Year Treasury Bond Future December 2017
Trading Metrics calculated at close of trading on 28-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2017 |
28-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
154-10 |
154-10 |
0-00 |
0.0% |
154-01 |
High |
154-24 |
154-27 |
0-03 |
0.1% |
154-24 |
Low |
153-30 |
154-02 |
0-04 |
0.1% |
153-17 |
Close |
154-11 |
154-09 |
-0-02 |
0.0% |
154-08 |
Range |
0-26 |
0-25 |
-0-01 |
-3.8% |
1-07 |
ATR |
1-01 |
1-00 |
-0-01 |
-1.7% |
0-00 |
Volume |
588,301 |
472,637 |
-115,664 |
-19.7% |
1,129,232 |
|
Daily Pivots for day following 28-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
156-24 |
156-09 |
154-23 |
|
R3 |
155-31 |
155-16 |
154-16 |
|
R2 |
155-06 |
155-06 |
154-14 |
|
R1 |
154-23 |
154-23 |
154-11 |
154-18 |
PP |
154-13 |
154-13 |
154-13 |
154-10 |
S1 |
153-30 |
153-30 |
154-07 |
153-25 |
S2 |
153-20 |
153-20 |
154-04 |
|
S3 |
152-27 |
153-05 |
154-02 |
|
S4 |
152-02 |
152-12 |
153-27 |
|
|
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 |
154-27 |
153-17 |
1-10 |
0.9% |
0-29 |
0.6% |
57% |
True |
False |
388,903 |
10 |
154-27 |
152-05 |
2-22 |
1.7% |
0-31 |
0.6% |
79% |
True |
False |
330,760 |
20 |
154-27 |
151-31 |
2-28 |
1.9% |
0-31 |
0.6% |
80% |
True |
False |
303,450 |
40 |
154-27 |
150-10 |
4-17 |
2.9% |
1-00 |
0.7% |
88% |
True |
False |
280,865 |
60 |
158-09 |
150-10 |
7-31 |
5.2% |
1-01 |
0.7% |
50% |
False |
False |
276,434 |
80 |
158-09 |
150-10 |
7-31 |
5.2% |
1-00 |
0.7% |
50% |
False |
False |
231,324 |
100 |
158-09 |
150-10 |
7-31 |
5.2% |
1-01 |
0.7% |
50% |
False |
False |
185,124 |
120 |
158-09 |
150-10 |
7-31 |
5.2% |
0-30 |
0.6% |
50% |
False |
False |
154,274 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
158-05 |
2.618 |
156-28 |
1.618 |
156-03 |
1.000 |
155-20 |
0.618 |
155-10 |
HIGH |
154-27 |
0.618 |
154-17 |
0.500 |
154-15 |
0.382 |
154-12 |
LOW |
154-02 |
0.618 |
153-19 |
1.000 |
153-09 |
1.618 |
152-26 |
2.618 |
152-01 |
4.250 |
150-24 |
|
|
Fisher Pivots for day following 28-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
154-15 |
154-12 |
PP |
154-13 |
154-11 |
S1 |
154-11 |
154-10 |
|