ECBOT 30 Year Treasury Bond Future December 2017
| Trading Metrics calculated at close of trading on 10-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2017 |
10-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
154-05 |
153-22 |
-0-15 |
-0.3% |
153-24 |
| High |
154-14 |
153-25 |
-0-21 |
-0.4% |
154-26 |
| Low |
153-18 |
152-02 |
-1-16 |
-1.0% |
152-02 |
| Close |
153-28 |
152-10 |
-1-18 |
-1.0% |
152-10 |
| Range |
0-28 |
1-23 |
0-27 |
96.4% |
2-24 |
| ATR |
1-00 |
1-02 |
0-02 |
6.0% |
0-00 |
| Volume |
363,315 |
334,125 |
-29,190 |
-8.0% |
1,390,031 |
|
| Daily Pivots for day following 10-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-28 |
156-26 |
153-08 |
|
| R3 |
156-05 |
155-03 |
152-25 |
|
| R2 |
154-14 |
154-14 |
152-20 |
|
| R1 |
153-12 |
153-12 |
152-15 |
153-02 |
| PP |
152-23 |
152-23 |
152-23 |
152-18 |
| S1 |
151-21 |
151-21 |
152-05 |
151-10 |
| S2 |
151-00 |
151-00 |
152-00 |
|
| S3 |
149-09 |
149-30 |
151-27 |
|
| S4 |
147-18 |
148-07 |
151-12 |
|
|
| Weekly Pivots for week ending 10-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-10 |
159-18 |
153-26 |
|
| R3 |
158-18 |
156-26 |
153-02 |
|
| R2 |
155-26 |
155-26 |
152-26 |
|
| R1 |
154-02 |
154-02 |
152-18 |
153-18 |
| PP |
153-02 |
153-02 |
153-02 |
152-26 |
| S1 |
151-10 |
151-10 |
152-02 |
150-26 |
| S2 |
150-10 |
150-10 |
151-26 |
|
| S3 |
147-18 |
148-18 |
151-18 |
|
| S4 |
144-26 |
145-26 |
150-26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
154-26 |
152-02 |
2-24 |
1.8% |
1-01 |
0.7% |
9% |
False |
True |
278,006 |
| 10 |
154-26 |
151-11 |
3-15 |
2.3% |
0-31 |
0.6% |
28% |
False |
False |
272,615 |
| 20 |
154-26 |
150-10 |
4-16 |
3.0% |
1-02 |
0.7% |
44% |
False |
False |
275,867 |
| 40 |
155-04 |
150-10 |
4-26 |
3.2% |
1-00 |
0.7% |
42% |
False |
False |
267,383 |
| 60 |
158-09 |
150-10 |
7-31 |
5.2% |
1-00 |
0.7% |
25% |
False |
False |
248,182 |
| 80 |
158-09 |
150-10 |
7-31 |
5.2% |
1-01 |
0.7% |
25% |
False |
False |
186,705 |
| 100 |
158-09 |
150-10 |
7-31 |
5.2% |
1-01 |
0.7% |
25% |
False |
False |
149,381 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
161-03 |
|
2.618 |
158-09 |
|
1.618 |
156-18 |
|
1.000 |
155-16 |
|
0.618 |
154-27 |
|
HIGH |
153-25 |
|
0.618 |
153-04 |
|
0.500 |
152-30 |
|
0.382 |
152-23 |
|
LOW |
152-02 |
|
0.618 |
151-00 |
|
1.000 |
150-11 |
|
1.618 |
149-09 |
|
2.618 |
147-18 |
|
4.250 |
144-24 |
|
|
| Fisher Pivots for day following 10-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
152-30 |
153-14 |
| PP |
152-23 |
153-02 |
| S1 |
152-17 |
152-22 |
|