ECBOT 30 Year Treasury Bond Future December 2017
| Trading Metrics calculated at close of trading on 29-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2017 |
29-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
154-10 |
154-13 |
0-03 |
0.1% |
154-01 |
| High |
154-27 |
154-22 |
-0-05 |
-0.1% |
154-24 |
| Low |
154-02 |
152-28 |
-1-06 |
-0.8% |
153-17 |
| Close |
154-09 |
153-10 |
-0-31 |
-0.6% |
154-08 |
| Range |
0-25 |
1-26 |
1-01 |
132.0% |
1-07 |
| ATR |
1-00 |
1-02 |
0-02 |
5.7% |
0-00 |
| Volume |
472,637 |
345,953 |
-126,684 |
-26.8% |
1,129,232 |
|
| Daily Pivots for day following 29-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-02 |
158-00 |
154-10 |
|
| R3 |
157-08 |
156-06 |
153-26 |
|
| R2 |
155-14 |
155-14 |
153-21 |
|
| R1 |
154-12 |
154-12 |
153-15 |
154-00 |
| PP |
153-20 |
153-20 |
153-20 |
153-14 |
| S1 |
152-18 |
152-18 |
153-05 |
152-06 |
| S2 |
151-26 |
151-26 |
152-31 |
|
| S3 |
150-00 |
150-24 |
152-26 |
|
| S4 |
148-06 |
148-30 |
152-10 |
|
|
| Weekly Pivots for week ending 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-27 |
157-08 |
154-29 |
|
| R3 |
156-20 |
156-01 |
154-19 |
|
| R2 |
155-13 |
155-13 |
154-15 |
|
| R1 |
154-26 |
154-26 |
154-12 |
155-03 |
| PP |
154-06 |
154-06 |
154-06 |
154-10 |
| S1 |
153-19 |
153-19 |
154-04 |
153-29 |
| S2 |
152-31 |
152-31 |
154-01 |
|
| S3 |
151-24 |
152-12 |
153-29 |
|
| S4 |
150-17 |
151-05 |
153-19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
154-27 |
152-28 |
1-31 |
1.3% |
1-02 |
0.7% |
22% |
False |
True |
378,792 |
| 10 |
154-27 |
152-28 |
1-31 |
1.3% |
1-02 |
0.7% |
22% |
False |
True |
339,406 |
| 20 |
154-27 |
151-31 |
2-28 |
1.9% |
1-01 |
0.7% |
47% |
False |
False |
309,331 |
| 40 |
154-27 |
150-10 |
4-17 |
3.0% |
1-01 |
0.7% |
66% |
False |
False |
283,465 |
| 60 |
158-09 |
150-10 |
7-31 |
5.2% |
1-01 |
0.7% |
38% |
False |
False |
276,537 |
| 80 |
158-09 |
150-10 |
7-31 |
5.2% |
1-01 |
0.7% |
38% |
False |
False |
235,644 |
| 100 |
158-09 |
150-10 |
7-31 |
5.2% |
1-01 |
0.7% |
38% |
False |
False |
188,583 |
| 120 |
158-09 |
150-10 |
7-31 |
5.2% |
0-31 |
0.6% |
38% |
False |
False |
157,157 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
162-12 |
|
2.618 |
159-14 |
|
1.618 |
157-20 |
|
1.000 |
156-16 |
|
0.618 |
155-26 |
|
HIGH |
154-22 |
|
0.618 |
154-00 |
|
0.500 |
153-25 |
|
0.382 |
153-18 |
|
LOW |
152-28 |
|
0.618 |
151-24 |
|
1.000 |
151-02 |
|
1.618 |
149-30 |
|
2.618 |
148-04 |
|
4.250 |
145-06 |
|
|
| Fisher Pivots for day following 29-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
153-25 |
153-28 |
| PP |
153-20 |
153-22 |
| S1 |
153-15 |
153-16 |
|