ECBOT 30 Year Treasury Bond Future December 2017
| Trading Metrics calculated at close of trading on 12-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2017 |
12-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
154-04 |
154-05 |
0-01 |
0.0% |
153-20 |
| High |
154-23 |
154-09 |
-0-14 |
-0.3% |
155-21 |
| Low |
154-01 |
153-10 |
-0-23 |
-0.5% |
153-06 |
| Close |
154-05 |
153-25 |
-0-12 |
-0.2% |
154-00 |
| Range |
0-22 |
0-31 |
0-09 |
40.9% |
2-15 |
| ATR |
1-04 |
1-03 |
0-00 |
-1.0% |
0-00 |
| Volume |
2,602 |
1,457 |
-1,145 |
-44.0% |
45,466 |
|
| Daily Pivots for day following 12-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-22 |
156-07 |
154-10 |
|
| R3 |
155-23 |
155-08 |
154-02 |
|
| R2 |
154-24 |
154-24 |
153-31 |
|
| R1 |
154-09 |
154-09 |
153-28 |
154-01 |
| PP |
153-25 |
153-25 |
153-25 |
153-22 |
| S1 |
153-10 |
153-10 |
153-22 |
153-02 |
| S2 |
152-26 |
152-26 |
153-19 |
|
| S3 |
151-27 |
152-11 |
153-16 |
|
| S4 |
150-28 |
151-12 |
153-08 |
|
|
| 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 |
153-10 |
2-11 |
1.5% |
0-31 |
0.6% |
20% |
False |
True |
5,682 |
| 10 |
155-21 |
152-04 |
3-17 |
2.3% |
1-08 |
0.8% |
47% |
False |
False |
50,754 |
| 20 |
155-21 |
152-04 |
3-17 |
2.3% |
1-04 |
0.7% |
47% |
False |
False |
190,757 |
| 40 |
155-21 |
150-10 |
5-11 |
3.5% |
1-03 |
0.7% |
65% |
False |
False |
234,913 |
| 60 |
155-21 |
150-10 |
5-11 |
3.5% |
1-01 |
0.7% |
65% |
False |
False |
243,258 |
| 80 |
158-09 |
150-10 |
7-31 |
5.2% |
1-01 |
0.7% |
44% |
False |
False |
237,066 |
| 100 |
158-09 |
150-10 |
7-31 |
5.2% |
1-02 |
0.7% |
44% |
False |
False |
190,183 |
| 120 |
158-09 |
150-10 |
7-31 |
5.2% |
1-01 |
0.7% |
44% |
False |
False |
158,502 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158-13 |
|
2.618 |
156-26 |
|
1.618 |
155-27 |
|
1.000 |
155-08 |
|
0.618 |
154-28 |
|
HIGH |
154-09 |
|
0.618 |
153-29 |
|
0.500 |
153-26 |
|
0.382 |
153-22 |
|
LOW |
153-10 |
|
0.618 |
152-23 |
|
1.000 |
152-11 |
|
1.618 |
151-24 |
|
2.618 |
150-25 |
|
4.250 |
149-06 |
|
|
| Fisher Pivots for day following 12-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
153-26 |
154-01 |
| PP |
153-25 |
153-30 |
| S1 |
153-25 |
153-28 |
|