ECBOT 30 Year Treasury Bond Future December 2017
| Trading Metrics calculated at close of trading on 09-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2017 |
09-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
152-09 |
152-02 |
-0-07 |
-0.1% |
152-22 |
| High |
152-12 |
152-10 |
-0-02 |
0.0% |
153-08 |
| Low |
151-07 |
151-28 |
0-21 |
0.4% |
151-07 |
| Close |
151-29 |
152-03 |
0-06 |
0.1% |
151-29 |
| Range |
1-05 |
0-14 |
-0-23 |
-62.2% |
2-01 |
| ATR |
1-01 |
0-31 |
-0-01 |
-4.1% |
0-00 |
| Volume |
338,074 |
48,220 |
-289,854 |
-85.7% |
1,297,476 |
|
| Daily Pivots for day following 09-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-13 |
153-06 |
152-11 |
|
| R3 |
152-31 |
152-24 |
152-07 |
|
| R2 |
152-17 |
152-17 |
152-06 |
|
| R1 |
152-10 |
152-10 |
152-04 |
152-14 |
| PP |
152-03 |
152-03 |
152-03 |
152-05 |
| S1 |
151-28 |
151-28 |
152-02 |
152-00 |
| S2 |
151-21 |
151-21 |
152-00 |
|
| S3 |
151-07 |
151-14 |
151-31 |
|
| S4 |
150-25 |
151-00 |
151-27 |
|
|
| Weekly Pivots for week ending 06-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-07 |
157-03 |
153-01 |
|
| R3 |
156-06 |
155-02 |
152-15 |
|
| R2 |
154-05 |
154-05 |
152-09 |
|
| R1 |
153-01 |
153-01 |
152-03 |
152-19 |
| PP |
152-04 |
152-04 |
152-04 |
151-29 |
| S1 |
151-00 |
151-00 |
151-23 |
150-18 |
| S2 |
150-03 |
150-03 |
151-17 |
|
| S3 |
148-02 |
148-31 |
151-11 |
|
| S4 |
146-01 |
146-30 |
150-25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
153-08 |
151-07 |
2-01 |
1.3% |
0-28 |
0.6% |
43% |
False |
False |
216,386 |
| 10 |
155-03 |
151-07 |
3-28 |
2.5% |
1-00 |
0.7% |
23% |
False |
False |
269,613 |
| 20 |
156-03 |
151-07 |
4-28 |
3.2% |
0-30 |
0.6% |
18% |
False |
False |
254,356 |
| 40 |
158-09 |
151-07 |
7-02 |
4.6% |
1-00 |
0.7% |
12% |
False |
False |
208,550 |
| 60 |
158-09 |
150-28 |
7-13 |
4.9% |
1-01 |
0.7% |
16% |
False |
False |
139,316 |
| 80 |
158-09 |
150-11 |
7-30 |
5.2% |
0-31 |
0.6% |
22% |
False |
False |
104,503 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154-06 |
|
2.618 |
153-15 |
|
1.618 |
153-01 |
|
1.000 |
152-24 |
|
0.618 |
152-19 |
|
HIGH |
152-10 |
|
0.618 |
152-05 |
|
0.500 |
152-03 |
|
0.382 |
152-01 |
|
LOW |
151-28 |
|
0.618 |
151-19 |
|
1.000 |
151-14 |
|
1.618 |
151-05 |
|
2.618 |
150-23 |
|
4.250 |
150-00 |
|
|
| Fisher Pivots for day following 09-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
152-03 |
152-03 |
| PP |
152-03 |
152-03 |
| S1 |
152-03 |
152-03 |
|