ECBOT 30 Year Treasury Bond Future December 2017
Trading Metrics calculated at close of trading on 01-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2017 |
01-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
153-05 |
152-31 |
-0-06 |
-0.1% |
154-10 |
High |
153-10 |
155-09 |
1-31 |
1.3% |
155-09 |
Low |
152-04 |
152-28 |
0-24 |
0.5% |
152-04 |
Close |
152-27 |
154-12 |
1-17 |
1.0% |
154-12 |
Range |
1-06 |
2-13 |
1-07 |
102.6% |
3-05 |
ATR |
1-02 |
1-05 |
0-03 |
9.1% |
0-00 |
Volume |
71,079 |
40,990 |
-30,089 |
-42.3% |
1,518,960 |
|
Daily Pivots for day following 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161-13 |
160-09 |
155-22 |
|
R3 |
159-00 |
157-28 |
155-01 |
|
R2 |
156-19 |
156-19 |
154-26 |
|
R1 |
155-15 |
155-15 |
154-19 |
156-01 |
PP |
154-06 |
154-06 |
154-06 |
154-15 |
S1 |
153-02 |
153-02 |
154-05 |
153-20 |
S2 |
151-25 |
151-25 |
153-30 |
|
S3 |
149-12 |
150-21 |
153-23 |
|
S4 |
146-31 |
148-08 |
153-02 |
|
|
Weekly Pivots for week ending 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163-13 |
162-01 |
156-04 |
|
R3 |
160-08 |
158-28 |
155-08 |
|
R2 |
157-03 |
157-03 |
154-31 |
|
R1 |
155-23 |
155-23 |
154-21 |
156-13 |
PP |
153-30 |
153-30 |
153-30 |
154-09 |
S1 |
152-18 |
152-18 |
154-03 |
153-08 |
S2 |
150-25 |
150-25 |
153-25 |
|
S3 |
147-20 |
149-13 |
153-16 |
|
S4 |
144-15 |
146-08 |
152-20 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
155-09 |
152-04 |
3-05 |
2.0% |
1-13 |
0.9% |
71% |
True |
False |
303,792 |
10 |
155-09 |
152-04 |
3-05 |
2.0% |
1-06 |
0.8% |
71% |
True |
False |
289,400 |
20 |
155-09 |
152-01 |
3-08 |
2.1% |
1-03 |
0.7% |
72% |
True |
False |
284,257 |
40 |
155-09 |
150-10 |
4-31 |
3.2% |
1-02 |
0.7% |
82% |
True |
False |
274,924 |
60 |
158-09 |
150-10 |
7-31 |
5.2% |
1-01 |
0.7% |
51% |
False |
False |
269,329 |
80 |
158-09 |
150-10 |
7-31 |
5.2% |
1-01 |
0.7% |
51% |
False |
False |
237,015 |
100 |
158-09 |
150-10 |
7-31 |
5.2% |
1-02 |
0.7% |
51% |
False |
False |
189,703 |
120 |
158-09 |
150-10 |
7-31 |
5.2% |
1-00 |
0.6% |
51% |
False |
False |
158,091 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
165-16 |
2.618 |
161-19 |
1.618 |
159-06 |
1.000 |
157-22 |
0.618 |
156-25 |
HIGH |
155-09 |
0.618 |
154-12 |
0.500 |
154-03 |
0.382 |
153-25 |
LOW |
152-28 |
0.618 |
151-12 |
1.000 |
150-15 |
1.618 |
148-31 |
2.618 |
146-18 |
4.250 |
142-21 |
|
|
Fisher Pivots for day following 01-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
154-09 |
154-05 |
PP |
154-06 |
153-30 |
S1 |
154-03 |
153-23 |
|