ECBOT 30 Year Treasury Bond Future December 2017
| Trading Metrics calculated at close of trading on 25-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2017 |
25-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
152-14 |
151-16 |
-0-30 |
-0.6% |
154-03 |
| High |
152-17 |
151-20 |
-0-29 |
-0.6% |
154-04 |
| Low |
151-09 |
150-14 |
-0-27 |
-0.6% |
151-25 |
| Close |
151-22 |
150-29 |
-0-25 |
-0.5% |
152-06 |
| Range |
1-08 |
1-06 |
-0-02 |
-5.0% |
2-11 |
| ATR |
1-01 |
1-02 |
0-00 |
1.4% |
0-00 |
| Volume |
239,362 |
373,665 |
134,303 |
56.1% |
1,321,946 |
|
| Daily Pivots for day following 25-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-18 |
153-29 |
151-18 |
|
| R3 |
153-12 |
152-23 |
151-07 |
|
| R2 |
152-06 |
152-06 |
151-04 |
|
| R1 |
151-17 |
151-17 |
151-00 |
151-09 |
| PP |
151-00 |
151-00 |
151-00 |
150-27 |
| S1 |
150-11 |
150-11 |
150-26 |
150-03 |
| S2 |
149-26 |
149-26 |
150-22 |
|
| S3 |
148-20 |
149-05 |
150-19 |
|
| S4 |
147-14 |
147-31 |
150-08 |
|
|
| Weekly Pivots for week ending 20-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-23 |
158-10 |
153-15 |
|
| R3 |
157-12 |
155-31 |
152-27 |
|
| R2 |
155-01 |
155-01 |
152-20 |
|
| R1 |
153-20 |
153-20 |
152-13 |
153-05 |
| PP |
152-22 |
152-22 |
152-22 |
152-15 |
| S1 |
151-09 |
151-09 |
151-31 |
150-26 |
| S2 |
150-11 |
150-11 |
151-24 |
|
| S3 |
148-00 |
148-30 |
151-17 |
|
| S4 |
145-21 |
146-19 |
150-29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
154-02 |
150-14 |
3-20 |
2.4% |
1-07 |
0.8% |
13% |
False |
True |
291,377 |
| 10 |
154-05 |
150-14 |
3-23 |
2.5% |
1-03 |
0.7% |
13% |
False |
True |
268,743 |
| 20 |
154-05 |
150-14 |
3-23 |
2.5% |
1-00 |
0.7% |
13% |
False |
True |
262,611 |
| 40 |
158-09 |
150-14 |
7-27 |
5.2% |
1-01 |
0.7% |
6% |
False |
True |
259,451 |
| 60 |
158-09 |
150-14 |
7-27 |
5.2% |
1-01 |
0.7% |
6% |
False |
True |
192,434 |
| 80 |
158-09 |
150-11 |
7-30 |
5.3% |
1-01 |
0.7% |
7% |
False |
False |
144,378 |
| 100 |
158-09 |
150-11 |
7-30 |
5.3% |
0-29 |
0.6% |
7% |
False |
False |
115,506 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
156-22 |
|
2.618 |
154-23 |
|
1.618 |
153-17 |
|
1.000 |
152-26 |
|
0.618 |
152-11 |
|
HIGH |
151-20 |
|
0.618 |
151-05 |
|
0.500 |
151-01 |
|
0.382 |
150-29 |
|
LOW |
150-14 |
|
0.618 |
149-23 |
|
1.000 |
149-08 |
|
1.618 |
148-17 |
|
2.618 |
147-11 |
|
4.250 |
145-12 |
|
|
| Fisher Pivots for day following 25-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
151-01 |
151-17 |
| PP |
151-00 |
151-10 |
| S1 |
150-30 |
151-04 |
|