ECBOT 30 Year Treasury Bond Future March 2018
| Trading Metrics calculated at close of trading on 24-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2017 |
24-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
153-00 |
153-12 |
0-12 |
0.2% |
152-29 |
| High |
153-16 |
153-20 |
0-04 |
0.1% |
153-20 |
| Low |
152-14 |
152-26 |
0-12 |
0.2% |
152-14 |
| Close |
153-12 |
153-04 |
-0-08 |
-0.2% |
153-04 |
| Range |
1-02 |
0-26 |
-0-08 |
-23.5% |
1-06 |
| ATR |
1-00 |
0-31 |
0-00 |
-1.3% |
0-00 |
| Volume |
99,712 |
52,626 |
-47,086 |
-47.2% |
323,005 |
|
| Daily Pivots for day following 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-20 |
155-06 |
153-18 |
|
| R3 |
154-26 |
154-12 |
153-11 |
|
| R2 |
154-00 |
154-00 |
153-09 |
|
| R1 |
153-18 |
153-18 |
153-06 |
153-12 |
| PP |
153-06 |
153-06 |
153-06 |
153-03 |
| S1 |
152-24 |
152-24 |
153-02 |
152-18 |
| S2 |
152-12 |
152-12 |
152-31 |
|
| S3 |
151-18 |
151-30 |
152-29 |
|
| S4 |
150-24 |
151-04 |
152-22 |
|
|
| Weekly Pivots for week ending 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-20 |
156-02 |
153-25 |
|
| R3 |
155-14 |
154-28 |
153-14 |
|
| R2 |
154-08 |
154-08 |
153-11 |
|
| R1 |
153-22 |
153-22 |
153-07 |
153-31 |
| PP |
153-02 |
153-02 |
153-02 |
153-06 |
| S1 |
152-16 |
152-16 |
153-01 |
152-25 |
| S2 |
151-28 |
151-28 |
152-29 |
|
| S3 |
150-22 |
151-10 |
152-26 |
|
| S4 |
149-16 |
150-04 |
152-15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
153-20 |
152-00 |
1-20 |
1.1% |
0-30 |
0.6% |
69% |
True |
False |
66,487 |
| 10 |
153-20 |
150-29 |
2-23 |
1.8% |
1-01 |
0.7% |
82% |
True |
False |
38,817 |
| 20 |
153-21 |
149-05 |
4-16 |
2.9% |
0-31 |
0.6% |
88% |
False |
False |
20,406 |
| 40 |
153-21 |
149-05 |
4-16 |
2.9% |
0-29 |
0.6% |
88% |
False |
False |
10,320 |
| 60 |
156-14 |
149-05 |
7-09 |
4.8% |
0-21 |
0.4% |
55% |
False |
False |
6,882 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
157-02 |
|
2.618 |
155-24 |
|
1.618 |
154-30 |
|
1.000 |
154-14 |
|
0.618 |
154-04 |
|
HIGH |
153-20 |
|
0.618 |
153-10 |
|
0.500 |
153-07 |
|
0.382 |
153-04 |
|
LOW |
152-26 |
|
0.618 |
152-10 |
|
1.000 |
152-00 |
|
1.618 |
151-16 |
|
2.618 |
150-22 |
|
4.250 |
149-12 |
|
|
| Fisher Pivots for day following 24-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
153-07 |
153-03 |
| PP |
153-06 |
153-02 |
| S1 |
153-05 |
153-01 |
|