ECBOT 30 Year Treasury Bond Future March 2018
| Trading Metrics calculated at close of trading on 21-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2017 |
21-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
152-29 |
152-23 |
-0-06 |
-0.1% |
151-04 |
| High |
153-10 |
153-18 |
0-08 |
0.2% |
153-05 |
| Low |
152-16 |
152-21 |
0-05 |
0.1% |
150-29 |
| Close |
152-17 |
152-31 |
0-14 |
0.3% |
152-21 |
| Range |
0-26 |
0-29 |
0-03 |
11.5% |
2-08 |
| ATR |
0-31 |
0-31 |
0-00 |
0.4% |
0-00 |
| Volume |
37,233 |
133,434 |
96,201 |
258.4% |
59,825 |
|
| Daily Pivots for day following 21-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-25 |
155-09 |
153-15 |
|
| R3 |
154-28 |
154-12 |
153-07 |
|
| R2 |
153-31 |
153-31 |
153-04 |
|
| R1 |
153-15 |
153-15 |
153-02 |
153-23 |
| PP |
153-02 |
153-02 |
153-02 |
153-06 |
| S1 |
152-18 |
152-18 |
152-28 |
152-26 |
| S2 |
152-05 |
152-05 |
152-26 |
|
| S3 |
151-08 |
151-21 |
152-23 |
|
| S4 |
150-11 |
150-24 |
152-15 |
|
|
| Weekly Pivots for week ending 17-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-00 |
158-02 |
153-29 |
|
| R3 |
156-24 |
155-26 |
153-09 |
|
| R2 |
154-16 |
154-16 |
153-02 |
|
| R1 |
153-18 |
153-18 |
152-28 |
154-01 |
| PP |
152-08 |
152-08 |
152-08 |
152-15 |
| S1 |
151-10 |
151-10 |
152-14 |
151-25 |
| S2 |
150-00 |
150-00 |
152-08 |
|
| S3 |
147-24 |
149-02 |
152-01 |
|
| S4 |
145-16 |
146-26 |
151-13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
153-18 |
151-30 |
1-20 |
1.1% |
1-00 |
0.7% |
63% |
True |
False |
39,208 |
| 10 |
153-21 |
150-29 |
2-24 |
1.8% |
1-00 |
0.7% |
75% |
False |
False |
24,259 |
| 20 |
153-21 |
149-05 |
4-16 |
2.9% |
0-31 |
0.6% |
85% |
False |
False |
12,973 |
| 40 |
153-21 |
149-05 |
4-16 |
2.9% |
0-28 |
0.6% |
85% |
False |
False |
6,512 |
| 60 |
156-14 |
149-05 |
7-09 |
4.8% |
0-20 |
0.4% |
52% |
False |
False |
4,343 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
157-13 |
|
2.618 |
155-30 |
|
1.618 |
155-01 |
|
1.000 |
154-15 |
|
0.618 |
154-04 |
|
HIGH |
153-18 |
|
0.618 |
153-07 |
|
0.500 |
153-04 |
|
0.382 |
153-00 |
|
LOW |
152-21 |
|
0.618 |
152-03 |
|
1.000 |
151-24 |
|
1.618 |
151-06 |
|
2.618 |
150-09 |
|
4.250 |
148-26 |
|
|
| Fisher Pivots for day following 21-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
153-04 |
152-29 |
| PP |
153-02 |
152-27 |
| S1 |
153-01 |
152-25 |
|