ECBOT 30 Year Treasury Bond Future December 2017
| Trading Metrics calculated at close of trading on 11-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2017 |
11-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
154-07 |
154-04 |
-0-03 |
-0.1% |
153-20 |
| High |
154-12 |
154-23 |
0-11 |
0.2% |
155-21 |
| Low |
153-22 |
154-01 |
0-11 |
0.2% |
153-06 |
| Close |
154-00 |
154-05 |
0-05 |
0.1% |
154-00 |
| Range |
0-22 |
0-22 |
0-00 |
0.0% |
2-15 |
| ATR |
1-05 |
1-04 |
-0-01 |
-2.7% |
0-00 |
| Volume |
5,120 |
2,602 |
-2,518 |
-49.2% |
45,466 |
|
| Daily Pivots for day following 11-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-12 |
155-30 |
154-17 |
|
| R3 |
155-22 |
155-08 |
154-11 |
|
| R2 |
155-00 |
155-00 |
154-09 |
|
| R1 |
154-18 |
154-18 |
154-07 |
154-25 |
| PP |
154-10 |
154-10 |
154-10 |
154-13 |
| S1 |
153-28 |
153-28 |
154-03 |
154-03 |
| S2 |
153-20 |
153-20 |
154-01 |
|
| S3 |
152-30 |
153-06 |
153-31 |
|
| S4 |
152-08 |
152-16 |
153-25 |
|
|
| 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 |
153-22 |
1-31 |
1.3% |
1-00 |
0.7% |
24% |
False |
False |
6,899 |
| 10 |
155-21 |
152-04 |
3-17 |
2.3% |
1-08 |
0.8% |
58% |
False |
False |
97,872 |
| 20 |
155-21 |
152-01 |
3-20 |
2.4% |
1-04 |
0.7% |
59% |
False |
False |
204,045 |
| 40 |
155-21 |
150-10 |
5-11 |
3.5% |
1-03 |
0.7% |
72% |
False |
False |
239,956 |
| 60 |
155-21 |
150-10 |
5-11 |
3.5% |
1-01 |
0.7% |
72% |
False |
False |
246,271 |
| 80 |
158-09 |
150-10 |
7-31 |
5.2% |
1-01 |
0.7% |
48% |
False |
False |
237,148 |
| 100 |
158-09 |
150-10 |
7-31 |
5.2% |
1-02 |
0.7% |
48% |
False |
False |
190,173 |
| 120 |
158-09 |
150-10 |
7-31 |
5.2% |
1-01 |
0.7% |
48% |
False |
False |
158,491 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
157-21 |
|
2.618 |
156-17 |
|
1.618 |
155-27 |
|
1.000 |
155-13 |
|
0.618 |
155-05 |
|
HIGH |
154-23 |
|
0.618 |
154-15 |
|
0.500 |
154-12 |
|
0.382 |
154-09 |
|
LOW |
154-01 |
|
0.618 |
153-19 |
|
1.000 |
153-11 |
|
1.618 |
152-29 |
|
2.618 |
152-07 |
|
4.250 |
151-04 |
|
|
| Fisher Pivots for day following 11-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
154-12 |
154-20 |
| PP |
154-10 |
154-15 |
| S1 |
154-07 |
154-10 |
|