ECBOT 30 Year Treasury Bond Future December 2017
| Trading Metrics calculated at close of trading on 03-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2017 |
03-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
152-29 |
153-16 |
0-19 |
0.4% |
151-16 |
| High |
153-22 |
154-00 |
0-10 |
0.2% |
154-00 |
| Low |
152-22 |
153-11 |
0-21 |
0.4% |
151-11 |
| Close |
153-15 |
153-21 |
0-06 |
0.1% |
153-21 |
| Range |
1-00 |
0-21 |
-0-11 |
-34.4% |
2-21 |
| ATR |
1-02 |
1-01 |
-0-01 |
-2.7% |
0-00 |
| Volume |
283,673 |
262,262 |
-21,411 |
-7.5% |
1,336,121 |
|
| Daily Pivots for day following 03-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-20 |
155-10 |
154-01 |
|
| R3 |
154-31 |
154-21 |
153-27 |
|
| R2 |
154-10 |
154-10 |
153-25 |
|
| R1 |
154-00 |
154-00 |
153-23 |
154-05 |
| PP |
153-21 |
153-21 |
153-21 |
153-24 |
| S1 |
153-11 |
153-11 |
153-19 |
153-16 |
| S2 |
153-00 |
153-00 |
153-17 |
|
| S3 |
152-11 |
152-22 |
153-15 |
|
| S4 |
151-22 |
152-01 |
153-09 |
|
|
| Weekly Pivots for week ending 03-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-31 |
159-31 |
155-04 |
|
| R3 |
158-10 |
157-10 |
154-12 |
|
| R2 |
155-21 |
155-21 |
154-05 |
|
| R1 |
154-21 |
154-21 |
153-29 |
155-05 |
| PP |
153-00 |
153-00 |
153-00 |
153-08 |
| S1 |
152-00 |
152-00 |
153-13 |
152-16 |
| S2 |
150-11 |
150-11 |
153-05 |
|
| S3 |
147-22 |
149-11 |
152-30 |
|
| S4 |
145-01 |
146-22 |
152-06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
154-00 |
151-11 |
2-21 |
1.7% |
0-29 |
0.6% |
87% |
True |
False |
267,224 |
| 10 |
154-00 |
150-10 |
3-22 |
2.4% |
1-01 |
0.7% |
91% |
True |
False |
280,536 |
| 20 |
154-05 |
150-10 |
3-27 |
2.5% |
1-01 |
0.7% |
87% |
False |
False |
261,802 |
| 40 |
156-29 |
150-10 |
6-19 |
4.3% |
1-00 |
0.6% |
51% |
False |
False |
262,022 |
| 60 |
158-09 |
150-10 |
7-31 |
5.2% |
1-01 |
0.7% |
42% |
False |
False |
225,550 |
| 80 |
158-09 |
150-10 |
7-31 |
5.2% |
1-01 |
0.7% |
42% |
False |
False |
169,340 |
| 100 |
158-09 |
150-10 |
7-31 |
5.2% |
0-31 |
0.6% |
42% |
False |
False |
135,480 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
156-25 |
|
2.618 |
155-23 |
|
1.618 |
155-02 |
|
1.000 |
154-21 |
|
0.618 |
154-13 |
|
HIGH |
154-00 |
|
0.618 |
153-24 |
|
0.500 |
153-22 |
|
0.382 |
153-19 |
|
LOW |
153-11 |
|
0.618 |
152-30 |
|
1.000 |
152-22 |
|
1.618 |
152-09 |
|
2.618 |
151-20 |
|
4.250 |
150-18 |
|
|
| Fisher Pivots for day following 03-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
153-22 |
153-14 |
| PP |
153-21 |
153-07 |
| S1 |
153-21 |
153-00 |
|