ECBOT 30 Year Treasury Bond Future December 2017
Trading Metrics calculated at close of trading on 05-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2017 |
05-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
153-20 |
154-06 |
0-18 |
0.4% |
154-10 |
High |
154-10 |
154-29 |
0-19 |
0.4% |
155-09 |
Low |
153-06 |
153-25 |
0-19 |
0.4% |
152-04 |
Close |
154-04 |
154-26 |
0-22 |
0.4% |
154-12 |
Range |
1-04 |
1-04 |
0-00 |
0.0% |
3-05 |
ATR |
1-05 |
1-05 |
0-00 |
-0.3% |
0-00 |
Volume |
13,572 |
7,542 |
-6,030 |
-44.4% |
1,518,960 |
|
Daily Pivots for day following 05-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
157-28 |
157-15 |
155-14 |
|
R3 |
156-24 |
156-11 |
155-04 |
|
R2 |
155-20 |
155-20 |
155-01 |
|
R1 |
155-07 |
155-07 |
154-29 |
155-14 |
PP |
154-16 |
154-16 |
154-16 |
154-19 |
S1 |
154-03 |
154-03 |
154-23 |
154-10 |
S2 |
153-12 |
153-12 |
154-19 |
|
S3 |
152-08 |
152-31 |
154-16 |
|
S4 |
151-04 |
151-27 |
154-06 |
|
|
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% |
1-17 |
1.0% |
85% |
False |
False |
95,827 |
10 |
155-09 |
152-04 |
3-05 |
2.0% |
1-07 |
0.8% |
85% |
False |
False |
242,365 |
20 |
155-09 |
152-01 |
3-08 |
2.1% |
1-04 |
0.7% |
86% |
False |
False |
262,645 |
40 |
155-09 |
150-10 |
4-31 |
3.2% |
1-03 |
0.7% |
91% |
False |
False |
265,795 |
60 |
156-03 |
150-10 |
5-25 |
3.7% |
1-01 |
0.7% |
78% |
False |
False |
261,982 |
80 |
158-09 |
150-10 |
7-31 |
5.1% |
1-01 |
0.7% |
56% |
False |
False |
237,172 |
100 |
158-09 |
150-10 |
7-31 |
5.1% |
1-01 |
0.7% |
56% |
False |
False |
189,908 |
120 |
158-09 |
150-10 |
7-31 |
5.1% |
1-00 |
0.6% |
56% |
False |
False |
158,267 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
159-22 |
2.618 |
157-27 |
1.618 |
156-23 |
1.000 |
156-01 |
0.618 |
155-19 |
HIGH |
154-29 |
0.618 |
154-15 |
0.500 |
154-11 |
0.382 |
154-07 |
LOW |
153-25 |
0.618 |
153-03 |
1.000 |
152-21 |
1.618 |
151-31 |
2.618 |
150-27 |
4.250 |
149-00 |
|
|
Fisher Pivots for day following 05-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
154-21 |
154-18 |
PP |
154-16 |
154-10 |
S1 |
154-11 |
154-03 |
|