ECBOT 30 Year Treasury Bond Future December 2017
Trading Metrics calculated at close of trading on 30-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2017 |
30-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
154-13 |
153-05 |
-1-08 |
-0.8% |
154-01 |
High |
154-22 |
153-10 |
-1-12 |
-0.9% |
154-24 |
Low |
152-28 |
152-04 |
-0-24 |
-0.5% |
153-17 |
Close |
153-10 |
152-27 |
-0-15 |
-0.3% |
154-08 |
Range |
1-26 |
1-06 |
-0-20 |
-34.5% |
1-07 |
ATR |
1-02 |
1-02 |
0-00 |
0.8% |
0-00 |
Volume |
345,953 |
71,079 |
-274,874 |
-79.5% |
1,129,232 |
|
Daily Pivots for day following 30-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
156-10 |
155-25 |
153-16 |
|
R3 |
155-04 |
154-19 |
153-05 |
|
R2 |
153-30 |
153-30 |
153-02 |
|
R1 |
153-13 |
153-13 |
152-30 |
153-03 |
PP |
152-24 |
152-24 |
152-24 |
152-19 |
S1 |
152-07 |
152-07 |
152-24 |
151-29 |
S2 |
151-18 |
151-18 |
152-20 |
|
S3 |
150-12 |
151-01 |
152-17 |
|
S4 |
149-06 |
149-27 |
152-06 |
|
|
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 |
152-04 |
2-23 |
1.8% |
1-03 |
0.7% |
26% |
False |
True |
327,942 |
10 |
154-27 |
152-04 |
2-23 |
1.8% |
1-02 |
0.7% |
26% |
False |
True |
312,838 |
20 |
154-27 |
152-01 |
2-26 |
1.8% |
1-01 |
0.7% |
29% |
False |
False |
296,391 |
40 |
154-27 |
150-10 |
4-17 |
3.0% |
1-01 |
0.7% |
56% |
False |
False |
279,433 |
60 |
158-09 |
150-10 |
7-31 |
5.2% |
1-01 |
0.7% |
32% |
False |
False |
273,401 |
80 |
158-09 |
150-10 |
7-31 |
5.2% |
1-01 |
0.7% |
32% |
False |
False |
236,520 |
100 |
158-09 |
150-10 |
7-31 |
5.2% |
1-01 |
0.7% |
32% |
False |
False |
189,294 |
120 |
158-09 |
150-10 |
7-31 |
5.2% |
0-31 |
0.6% |
32% |
False |
False |
157,749 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
158-12 |
2.618 |
156-13 |
1.618 |
155-07 |
1.000 |
154-16 |
0.618 |
154-01 |
HIGH |
153-10 |
0.618 |
152-27 |
0.500 |
152-23 |
0.382 |
152-19 |
LOW |
152-04 |
0.618 |
151-13 |
1.000 |
150-30 |
1.618 |
150-07 |
2.618 |
149-01 |
4.250 |
147-02 |
|
|
Fisher Pivots for day following 30-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
152-26 |
153-16 |
PP |
152-24 |
153-09 |
S1 |
152-23 |
153-02 |
|