ECBOT 30 Year Treasury Bond Future December 2017
| Trading Metrics calculated at close of trading on 20-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2017 |
20-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
153-05 |
154-01 |
0-28 |
0.6% |
152-05 |
| High |
154-05 |
154-14 |
0-09 |
0.2% |
154-10 |
| Low |
153-03 |
153-19 |
0-16 |
0.3% |
152-01 |
| Close |
153-25 |
153-21 |
-0-04 |
-0.1% |
153-25 |
| Range |
1-02 |
0-27 |
-0-07 |
-20.6% |
2-09 |
| ATR |
1-02 |
1-02 |
-0-01 |
-1.5% |
0-00 |
| Volume |
245,812 |
245,651 |
-161 |
-0.1% |
1,384,658 |
|
| Daily Pivots for day following 20-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-14 |
155-28 |
154-04 |
|
| R3 |
155-19 |
155-01 |
153-28 |
|
| R2 |
154-24 |
154-24 |
153-26 |
|
| R1 |
154-06 |
154-06 |
153-23 |
154-02 |
| PP |
153-29 |
153-29 |
153-29 |
153-26 |
| S1 |
153-11 |
153-11 |
153-19 |
153-07 |
| S2 |
153-02 |
153-02 |
153-16 |
|
| S3 |
152-07 |
152-16 |
153-14 |
|
| S4 |
151-12 |
151-21 |
153-06 |
|
|
| Weekly Pivots for week ending 17-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-07 |
159-09 |
155-01 |
|
| R3 |
157-30 |
157-00 |
154-13 |
|
| R2 |
155-21 |
155-21 |
154-06 |
|
| R1 |
154-23 |
154-23 |
154-00 |
155-06 |
| PP |
153-12 |
153-12 |
153-12 |
153-20 |
| S1 |
152-14 |
152-14 |
153-18 |
152-29 |
| S2 |
151-03 |
151-03 |
153-12 |
|
| S3 |
148-26 |
150-05 |
153-05 |
|
| S4 |
146-17 |
147-28 |
152-17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
154-14 |
152-05 |
2-09 |
1.5% |
1-02 |
0.7% |
66% |
True |
False |
272,617 |
| 10 |
154-26 |
152-01 |
2-25 |
1.8% |
1-01 |
0.7% |
58% |
False |
False |
282,924 |
| 20 |
154-26 |
150-10 |
4-16 |
2.9% |
1-01 |
0.7% |
74% |
False |
False |
281,539 |
| 40 |
155-03 |
150-10 |
4-25 |
3.1% |
1-01 |
0.7% |
70% |
False |
False |
272,607 |
| 60 |
158-09 |
150-10 |
7-31 |
5.2% |
1-01 |
0.7% |
42% |
False |
False |
265,879 |
| 80 |
158-09 |
150-10 |
7-31 |
5.2% |
1-01 |
0.7% |
42% |
False |
False |
207,067 |
| 100 |
158-09 |
150-10 |
7-31 |
5.2% |
1-01 |
0.7% |
42% |
False |
False |
165,681 |
| 120 |
158-09 |
150-10 |
7-31 |
5.2% |
0-29 |
0.6% |
42% |
False |
False |
138,070 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158-01 |
|
2.618 |
156-21 |
|
1.618 |
155-26 |
|
1.000 |
155-09 |
|
0.618 |
154-31 |
|
HIGH |
154-14 |
|
0.618 |
154-04 |
|
0.500 |
154-01 |
|
0.382 |
153-29 |
|
LOW |
153-19 |
|
0.618 |
153-02 |
|
1.000 |
152-24 |
|
1.618 |
152-07 |
|
2.618 |
151-12 |
|
4.250 |
150-00 |
|
|
| Fisher Pivots for day following 20-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
154-01 |
153-25 |
| PP |
153-29 |
153-23 |
| S1 |
153-25 |
153-22 |
|