ECBOT 30 Year Treasury Bond Future December 2017
| Trading Metrics calculated at close of trading on 07-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2017 |
07-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
154-24 |
154-31 |
0-07 |
0.1% |
154-10 |
| High |
155-21 |
155-17 |
-0-04 |
-0.1% |
155-09 |
| Low |
154-21 |
153-31 |
-0-22 |
-0.4% |
152-04 |
| Close |
155-05 |
153-31 |
-1-06 |
-0.8% |
154-12 |
| Range |
1-00 |
1-18 |
0-18 |
56.3% |
3-05 |
| ATR |
1-05 |
1-06 |
0-01 |
2.5% |
0-00 |
| Volume |
17,101 |
2,131 |
-14,970 |
-87.5% |
1,518,960 |
|
| Daily Pivots for day following 07-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-06 |
158-04 |
154-27 |
|
| R3 |
157-20 |
156-18 |
154-13 |
|
| R2 |
156-02 |
156-02 |
154-08 |
|
| R1 |
155-00 |
155-00 |
154-04 |
154-24 |
| PP |
154-16 |
154-16 |
154-16 |
154-12 |
| S1 |
153-14 |
153-14 |
153-26 |
153-06 |
| S2 |
152-30 |
152-30 |
153-22 |
|
| S3 |
151-12 |
151-28 |
153-17 |
|
| S4 |
149-26 |
150-10 |
153-04 |
|
|
| 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 |
155-21 |
152-28 |
2-25 |
1.8% |
1-14 |
0.9% |
39% |
False |
False |
16,267 |
| 10 |
155-21 |
152-04 |
3-17 |
2.3% |
1-09 |
0.8% |
52% |
False |
False |
172,104 |
| 20 |
155-21 |
152-01 |
3-20 |
2.4% |
1-06 |
0.8% |
53% |
False |
False |
238,531 |
| 40 |
155-21 |
150-10 |
5-11 |
3.5% |
1-03 |
0.7% |
68% |
False |
False |
253,701 |
| 60 |
155-21 |
150-10 |
5-11 |
3.5% |
1-02 |
0.7% |
68% |
False |
False |
254,887 |
| 80 |
158-09 |
150-10 |
7-31 |
5.2% |
1-02 |
0.7% |
46% |
False |
False |
237,334 |
| 100 |
158-09 |
150-10 |
7-31 |
5.2% |
1-02 |
0.7% |
46% |
False |
False |
190,098 |
| 120 |
158-09 |
150-10 |
7-31 |
5.2% |
1-01 |
0.7% |
46% |
False |
False |
158,427 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
162-06 |
|
2.618 |
159-20 |
|
1.618 |
158-02 |
|
1.000 |
157-03 |
|
0.618 |
156-16 |
|
HIGH |
155-17 |
|
0.618 |
154-30 |
|
0.500 |
154-24 |
|
0.382 |
154-18 |
|
LOW |
153-31 |
|
0.618 |
153-00 |
|
1.000 |
152-13 |
|
1.618 |
151-14 |
|
2.618 |
149-28 |
|
4.250 |
147-11 |
|
|
| Fisher Pivots for day following 07-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
154-24 |
154-23 |
| PP |
154-16 |
154-15 |
| S1 |
154-07 |
154-07 |
|