ECBOT 30 Year Treasury Bond Future December 2017
| Trading Metrics calculated at close of trading on 04-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2017 |
04-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
152-31 |
153-20 |
0-21 |
0.4% |
154-10 |
| High |
155-09 |
154-10 |
-0-31 |
-0.6% |
155-09 |
| Low |
152-28 |
153-06 |
0-10 |
0.2% |
152-04 |
| Close |
154-12 |
154-04 |
-0-08 |
-0.2% |
154-12 |
| Range |
2-13 |
1-04 |
-1-09 |
-53.2% |
3-05 |
| ATR |
1-05 |
1-05 |
0-00 |
0.1% |
0-00 |
| Volume |
40,990 |
13,572 |
-27,418 |
-66.9% |
1,518,960 |
|
| Daily Pivots for day following 04-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-08 |
156-26 |
154-24 |
|
| R3 |
156-04 |
155-22 |
154-14 |
|
| R2 |
155-00 |
155-00 |
154-11 |
|
| R1 |
154-18 |
154-18 |
154-07 |
154-25 |
| PP |
153-28 |
153-28 |
153-28 |
154-00 |
| S1 |
153-14 |
153-14 |
154-01 |
153-21 |
| S2 |
152-24 |
152-24 |
153-29 |
|
| S3 |
151-20 |
152-10 |
153-26 |
|
| S4 |
150-16 |
151-06 |
153-16 |
|
|
| 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% |
1-15 |
0.9% |
63% |
False |
False |
188,846 |
| 10 |
155-09 |
152-04 |
3-05 |
2.0% |
1-06 |
0.8% |
63% |
False |
False |
266,176 |
| 20 |
155-09 |
152-01 |
3-08 |
2.1% |
1-04 |
0.7% |
64% |
False |
False |
271,822 |
| 40 |
155-09 |
150-10 |
4-31 |
3.2% |
1-02 |
0.7% |
77% |
False |
False |
266,812 |
| 60 |
156-29 |
150-10 |
6-19 |
4.3% |
1-01 |
0.7% |
58% |
False |
False |
265,289 |
| 80 |
158-09 |
150-10 |
7-31 |
5.2% |
1-01 |
0.7% |
48% |
False |
False |
237,118 |
| 100 |
158-09 |
150-10 |
7-31 |
5.2% |
1-02 |
0.7% |
48% |
False |
False |
189,837 |
| 120 |
158-09 |
150-10 |
7-31 |
5.2% |
1-00 |
0.6% |
48% |
False |
False |
158,204 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
159-03 |
|
2.618 |
157-08 |
|
1.618 |
156-04 |
|
1.000 |
155-14 |
|
0.618 |
155-00 |
|
HIGH |
154-10 |
|
0.618 |
153-28 |
|
0.500 |
153-24 |
|
0.382 |
153-20 |
|
LOW |
153-06 |
|
0.618 |
152-16 |
|
1.000 |
152-02 |
|
1.618 |
151-12 |
|
2.618 |
150-08 |
|
4.250 |
148-13 |
|
|
| Fisher Pivots for day following 04-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
154-00 |
154-00 |
| PP |
153-28 |
153-27 |
| S1 |
153-24 |
153-23 |
|