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 | 
                             
             
         |