ECBOT 30 Year Treasury Bond Future March 2018
Trading Metrics calculated at close of trading on 27-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2017 |
27-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
150-04 |
149-15 |
-0-21 |
-0.4% |
150-23 |
High |
150-15 |
150-12 |
-0-03 |
-0.1% |
151-12 |
Low |
149-11 |
149-05 |
-0-06 |
-0.1% |
149-05 |
Close |
149-18 |
150-01 |
0-15 |
0.3% |
150-01 |
Range |
1-04 |
1-07 |
0-03 |
8.3% |
2-07 |
ATR |
0-30 |
0-30 |
0-01 |
2.3% |
0-00 |
Volume |
2,940 |
190 |
-2,750 |
-93.5% |
3,966 |
|
Daily Pivots for day following 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
153-16 |
153-00 |
150-22 |
|
R3 |
152-09 |
151-25 |
150-12 |
|
R2 |
151-02 |
151-02 |
150-08 |
|
R1 |
150-18 |
150-18 |
150-05 |
150-26 |
PP |
149-27 |
149-27 |
149-27 |
150-00 |
S1 |
149-11 |
149-11 |
149-29 |
149-19 |
S2 |
148-20 |
148-20 |
149-26 |
|
S3 |
147-13 |
148-04 |
149-22 |
|
S4 |
146-06 |
146-29 |
149-12 |
|
|
Weekly Pivots for week ending 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
156-27 |
155-21 |
151-08 |
|
R3 |
154-20 |
153-14 |
150-21 |
|
R2 |
152-13 |
152-13 |
150-14 |
|
R1 |
151-07 |
151-07 |
150-08 |
150-23 |
PP |
150-06 |
150-06 |
150-06 |
149-30 |
S1 |
149-00 |
149-00 |
149-26 |
148-16 |
S2 |
147-31 |
147-31 |
149-20 |
|
S3 |
145-24 |
146-25 |
149-13 |
|
S4 |
143-17 |
144-18 |
148-26 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
155-18 |
2.618 |
153-18 |
1.618 |
152-11 |
1.000 |
151-19 |
0.618 |
151-04 |
HIGH |
150-12 |
0.618 |
149-29 |
0.500 |
149-25 |
0.382 |
149-20 |
LOW |
149-05 |
0.618 |
148-13 |
1.000 |
147-30 |
1.618 |
147-06 |
2.618 |
145-31 |
4.250 |
143-31 |
|
|
Fisher Pivots for day following 27-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
149-30 |
149-31 |
PP |
149-27 |
149-28 |
S1 |
149-25 |
149-26 |
|