ECBOT 30 Year Treasury Bond Future December 2017
| Trading Metrics calculated at close of trading on 31-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2017 |
31-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
151-16 |
152-09 |
0-25 |
0.5% |
152-03 |
| High |
152-14 |
152-19 |
0-05 |
0.1% |
152-20 |
| Low |
151-11 |
152-03 |
0-24 |
0.5% |
150-10 |
| Close |
152-12 |
152-15 |
0-03 |
0.1% |
151-06 |
| Range |
1-03 |
0-16 |
-0-19 |
-54.3% |
2-10 |
| ATR |
1-03 |
1-02 |
-0-01 |
-3.9% |
0-00 |
| Volume |
231,979 |
228,323 |
-3,656 |
-1.6% |
1,469,242 |
|
| Daily Pivots for day following 31-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-28 |
153-22 |
152-24 |
|
| R3 |
153-12 |
153-06 |
152-19 |
|
| R2 |
152-28 |
152-28 |
152-18 |
|
| R1 |
152-22 |
152-22 |
152-16 |
152-25 |
| PP |
152-12 |
152-12 |
152-12 |
152-14 |
| S1 |
152-06 |
152-06 |
152-14 |
152-09 |
| S2 |
151-28 |
151-28 |
152-12 |
|
| S3 |
151-12 |
151-22 |
152-11 |
|
| S4 |
150-28 |
151-06 |
152-06 |
|
|
| Weekly Pivots for week ending 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-10 |
157-02 |
152-15 |
|
| R3 |
156-00 |
154-24 |
151-26 |
|
| R2 |
153-22 |
153-22 |
151-20 |
|
| R1 |
152-14 |
152-14 |
151-13 |
151-29 |
| PP |
151-12 |
151-12 |
151-12 |
151-04 |
| S1 |
150-04 |
150-04 |
150-31 |
149-19 |
| S2 |
149-02 |
149-02 |
150-24 |
|
| S3 |
146-24 |
147-26 |
150-18 |
|
| S4 |
144-14 |
145-16 |
149-29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
152-19 |
150-10 |
2-09 |
1.5% |
1-02 |
0.7% |
95% |
True |
False |
299,053 |
| 10 |
154-03 |
150-10 |
3-25 |
2.5% |
1-05 |
0.8% |
57% |
False |
False |
283,315 |
| 20 |
154-05 |
150-10 |
3-27 |
2.5% |
1-01 |
0.7% |
56% |
False |
False |
257,599 |
| 40 |
158-09 |
150-10 |
7-31 |
5.2% |
1-01 |
0.7% |
27% |
False |
False |
260,140 |
| 60 |
158-09 |
150-10 |
7-31 |
5.2% |
1-01 |
0.7% |
27% |
False |
False |
211,082 |
| 80 |
158-09 |
150-10 |
7-31 |
5.2% |
1-01 |
0.7% |
27% |
False |
False |
158,396 |
| 100 |
158-09 |
150-10 |
7-31 |
5.2% |
0-30 |
0.6% |
27% |
False |
False |
126,722 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154-23 |
|
2.618 |
153-29 |
|
1.618 |
153-13 |
|
1.000 |
153-03 |
|
0.618 |
152-29 |
|
HIGH |
152-19 |
|
0.618 |
152-13 |
|
0.500 |
152-11 |
|
0.382 |
152-09 |
|
LOW |
152-03 |
|
0.618 |
151-25 |
|
1.000 |
151-19 |
|
1.618 |
151-09 |
|
2.618 |
150-25 |
|
4.250 |
149-31 |
|
|
| Fisher Pivots for day following 31-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
152-14 |
152-04 |
| PP |
152-12 |
151-25 |
| S1 |
152-11 |
151-15 |
|