ECBOT 30 Year Treasury Bond Future December 2017
Trading Metrics calculated at close of trading on 08-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2017 |
08-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
154-31 |
154-07 |
-0-24 |
-0.5% |
153-20 |
High |
155-17 |
154-12 |
-1-05 |
-0.7% |
155-21 |
Low |
153-31 |
153-22 |
-0-09 |
-0.2% |
153-06 |
Close |
153-31 |
154-00 |
0-01 |
0.0% |
154-00 |
Range |
1-18 |
0-22 |
-0-28 |
-56.0% |
2-15 |
ATR |
1-06 |
1-05 |
-0-01 |
-3.0% |
0-00 |
Volume |
2,131 |
5,120 |
2,989 |
140.3% |
45,466 |
|
Daily Pivots for day following 08-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
156-03 |
155-23 |
154-12 |
|
R3 |
155-13 |
155-01 |
154-06 |
|
R2 |
154-23 |
154-23 |
154-04 |
|
R1 |
154-11 |
154-11 |
154-02 |
154-06 |
PP |
154-01 |
154-01 |
154-01 |
153-30 |
S1 |
153-21 |
153-21 |
153-30 |
153-16 |
S2 |
153-11 |
153-11 |
153-28 |
|
S3 |
152-21 |
152-31 |
153-26 |
|
S4 |
151-31 |
152-09 |
153-20 |
|
|
Weekly Pivots for week ending 08-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161-22 |
160-10 |
155-11 |
|
R3 |
159-07 |
157-27 |
154-22 |
|
R2 |
156-24 |
156-24 |
154-14 |
|
R1 |
155-12 |
155-12 |
154-07 |
156-02 |
PP |
154-09 |
154-09 |
154-09 |
154-20 |
S1 |
152-29 |
152-29 |
153-25 |
153-19 |
S2 |
151-26 |
151-26 |
153-18 |
|
S3 |
149-11 |
150-14 |
153-10 |
|
S4 |
146-28 |
147-31 |
152-21 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
155-21 |
153-06 |
2-15 |
1.6% |
1-03 |
0.7% |
33% |
False |
False |
9,093 |
10 |
155-21 |
152-04 |
3-17 |
2.3% |
1-08 |
0.8% |
53% |
False |
False |
156,442 |
20 |
155-21 |
152-01 |
3-20 |
2.4% |
1-05 |
0.8% |
54% |
False |
False |
220,622 |
40 |
155-21 |
150-10 |
5-11 |
3.5% |
1-03 |
0.7% |
69% |
False |
False |
247,266 |
60 |
155-21 |
150-10 |
5-11 |
3.5% |
1-01 |
0.7% |
69% |
False |
False |
250,302 |
80 |
158-09 |
150-10 |
7-31 |
5.2% |
1-01 |
0.7% |
46% |
False |
False |
237,369 |
100 |
158-09 |
150-10 |
7-31 |
5.2% |
1-02 |
0.7% |
46% |
False |
False |
190,148 |
120 |
158-09 |
150-10 |
7-31 |
5.2% |
1-01 |
0.7% |
46% |
False |
False |
158,470 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
157-10 |
2.618 |
156-06 |
1.618 |
155-16 |
1.000 |
155-02 |
0.618 |
154-26 |
HIGH |
154-12 |
0.618 |
154-04 |
0.500 |
154-01 |
0.382 |
153-30 |
LOW |
153-22 |
0.618 |
153-08 |
1.000 |
153-00 |
1.618 |
152-18 |
2.618 |
151-28 |
4.250 |
150-24 |
|
|
Fisher Pivots for day following 08-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
154-01 |
154-22 |
PP |
154-01 |
154-14 |
S1 |
154-00 |
154-07 |
|