ECBOT 30 Year Treasury Bond Future March 2018
| Trading Metrics calculated at close of trading on 30-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2017 |
30-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
153-10 |
152-00 |
-1-10 |
-0.9% |
152-29 |
| High |
153-20 |
152-06 |
-1-14 |
-0.9% |
153-20 |
| Low |
151-24 |
151-00 |
-0-24 |
-0.5% |
152-14 |
| Close |
152-06 |
151-23 |
-0-15 |
-0.3% |
153-04 |
| Range |
1-28 |
1-06 |
-0-22 |
-36.7% |
1-06 |
| ATR |
1-01 |
1-01 |
0-00 |
1.2% |
0-00 |
| Volume |
354,618 |
428,991 |
74,373 |
21.0% |
323,005 |
|
| Daily Pivots for day following 30-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-06 |
154-21 |
152-12 |
|
| R3 |
154-00 |
153-15 |
152-01 |
|
| R2 |
152-26 |
152-26 |
151-30 |
|
| R1 |
152-09 |
152-09 |
151-26 |
151-31 |
| PP |
151-20 |
151-20 |
151-20 |
151-15 |
| S1 |
151-03 |
151-03 |
151-20 |
150-25 |
| S2 |
150-14 |
150-14 |
151-16 |
|
| S3 |
149-08 |
149-29 |
151-13 |
|
| S4 |
148-02 |
148-23 |
151-02 |
|
|
| 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 |
153-24 |
151-00 |
2-24 |
1.8% |
1-03 |
0.7% |
26% |
False |
True |
320,994 |
| 10 |
153-24 |
151-00 |
2-24 |
1.8% |
1-01 |
0.7% |
26% |
False |
True |
189,777 |
| 20 |
153-24 |
150-29 |
2-27 |
1.9% |
1-00 |
0.7% |
29% |
False |
False |
97,622 |
| 40 |
153-24 |
149-05 |
4-19 |
3.0% |
0-30 |
0.6% |
56% |
False |
False |
49,128 |
| 60 |
156-14 |
149-05 |
7-09 |
4.8% |
0-24 |
0.5% |
35% |
False |
False |
32,755 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
157-08 |
|
2.618 |
155-09 |
|
1.618 |
154-03 |
|
1.000 |
153-12 |
|
0.618 |
152-29 |
|
HIGH |
152-06 |
|
0.618 |
151-23 |
|
0.500 |
151-19 |
|
0.382 |
151-15 |
|
LOW |
151-00 |
|
0.618 |
150-09 |
|
1.000 |
149-26 |
|
1.618 |
149-03 |
|
2.618 |
147-29 |
|
4.250 |
145-30 |
|
|
| Fisher Pivots for day following 30-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
151-22 |
152-12 |
| PP |
151-20 |
152-05 |
| S1 |
151-19 |
151-30 |
|