ECBOT 30 Year Treasury Bond Future March 2018
| Trading Metrics calculated at close of trading on 15-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2017 |
15-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
151-04 |
151-31 |
0-27 |
0.6% |
152-17 |
| High |
151-31 |
153-05 |
1-06 |
0.8% |
153-21 |
| Low |
151-02 |
151-30 |
0-28 |
0.6% |
150-30 |
| Close |
151-24 |
152-28 |
1-04 |
0.7% |
151-05 |
| Range |
0-29 |
1-07 |
0-10 |
34.5% |
2-23 |
| ATR |
0-30 |
0-31 |
0-01 |
3.4% |
0-00 |
| Volume |
9,223 |
2,955 |
-6,268 |
-68.0% |
15,355 |
|
| Daily Pivots for day following 15-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-10 |
155-26 |
153-17 |
|
| R3 |
155-03 |
154-19 |
153-07 |
|
| R2 |
153-28 |
153-28 |
153-03 |
|
| R1 |
153-12 |
153-12 |
153-00 |
153-20 |
| PP |
152-21 |
152-21 |
152-21 |
152-25 |
| S1 |
152-05 |
152-05 |
152-24 |
152-13 |
| S2 |
151-14 |
151-14 |
152-21 |
|
| S3 |
150-07 |
150-30 |
152-17 |
|
| S4 |
149-00 |
149-23 |
152-07 |
|
|
| Weekly Pivots for week ending 10-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-02 |
158-11 |
152-21 |
|
| R3 |
157-11 |
155-20 |
151-29 |
|
| R2 |
154-20 |
154-20 |
151-21 |
|
| R1 |
152-29 |
152-29 |
151-13 |
152-13 |
| PP |
151-29 |
151-29 |
151-29 |
151-22 |
| S1 |
150-06 |
150-06 |
150-29 |
149-22 |
| S2 |
149-06 |
149-06 |
150-21 |
|
| S3 |
146-15 |
147-15 |
150-13 |
|
| S4 |
143-24 |
144-24 |
149-21 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158-11 |
|
2.618 |
156-11 |
|
1.618 |
155-04 |
|
1.000 |
154-12 |
|
0.618 |
153-29 |
|
HIGH |
153-05 |
|
0.618 |
152-22 |
|
0.500 |
152-18 |
|
0.382 |
152-13 |
|
LOW |
151-30 |
|
0.618 |
151-06 |
|
1.000 |
150-23 |
|
1.618 |
149-31 |
|
2.618 |
148-24 |
|
4.250 |
146-24 |
|
|
| Fisher Pivots for day following 15-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
152-25 |
152-19 |
| PP |
152-21 |
152-10 |
| S1 |
152-18 |
152-01 |
|