ECBOT 30 Year Treasury Bond Future March 2018
| Trading Metrics calculated at close of trading on 27-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2017 |
27-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
153-12 |
153-05 |
-0-07 |
-0.1% |
152-29 |
| High |
153-20 |
153-20 |
0-00 |
0.0% |
153-20 |
| Low |
152-26 |
152-27 |
0-01 |
0.0% |
152-14 |
| Close |
153-04 |
153-08 |
0-04 |
0.1% |
153-04 |
| Range |
0-26 |
0-25 |
-0-01 |
-3.9% |
1-06 |
| ATR |
0-31 |
0-31 |
0-00 |
-1.4% |
0-00 |
| Volume |
52,626 |
398,748 |
346,122 |
657.7% |
323,005 |
|
| Daily Pivots for day following 27-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-19 |
155-06 |
153-22 |
|
| R3 |
154-26 |
154-13 |
153-15 |
|
| R2 |
154-01 |
154-01 |
153-13 |
|
| R1 |
153-20 |
153-20 |
153-10 |
153-26 |
| PP |
153-08 |
153-08 |
153-08 |
153-11 |
| S1 |
152-27 |
152-27 |
153-06 |
153-02 |
| S2 |
152-15 |
152-15 |
153-03 |
|
| S3 |
151-22 |
152-02 |
153-01 |
|
| S4 |
150-29 |
151-09 |
152-26 |
|
|
| 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 |
152-14 |
1-06 |
0.8% |
0-28 |
0.6% |
68% |
True |
False |
144,350 |
| 10 |
153-20 |
150-29 |
2-23 |
1.8% |
0-30 |
0.6% |
86% |
True |
False |
78,157 |
| 20 |
153-21 |
150-07 |
3-14 |
2.2% |
0-30 |
0.6% |
88% |
False |
False |
40,334 |
| 40 |
153-21 |
149-05 |
4-16 |
2.9% |
0-29 |
0.6% |
91% |
False |
False |
20,289 |
| 60 |
156-14 |
149-05 |
7-09 |
4.8% |
0-22 |
0.4% |
56% |
False |
False |
13,528 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
156-30 |
|
2.618 |
155-21 |
|
1.618 |
154-28 |
|
1.000 |
154-13 |
|
0.618 |
154-03 |
|
HIGH |
153-20 |
|
0.618 |
153-10 |
|
0.500 |
153-08 |
|
0.382 |
153-05 |
|
LOW |
152-27 |
|
0.618 |
152-12 |
|
1.000 |
152-02 |
|
1.618 |
151-19 |
|
2.618 |
150-26 |
|
4.250 |
149-17 |
|
|
| Fisher Pivots for day following 27-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
153-08 |
153-06 |
| PP |
153-08 |
153-03 |
| S1 |
153-08 |
153-01 |
|