ECBOT 30 Year Treasury Bond Future December 2017
Trading Metrics calculated at close of trading on 13-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2017 |
13-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
154-05 |
153-30 |
-0-07 |
-0.1% |
153-20 |
High |
154-09 |
154-28 |
0-19 |
0.4% |
155-21 |
Low |
153-10 |
153-14 |
0-04 |
0.1% |
153-06 |
Close |
153-25 |
154-26 |
1-01 |
0.7% |
154-00 |
Range |
0-31 |
1-14 |
0-15 |
48.4% |
2-15 |
ATR |
1-03 |
1-04 |
0-01 |
2.1% |
0-00 |
Volume |
1,457 |
2,275 |
818 |
56.1% |
45,466 |
|
Daily Pivots for day following 13-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
158-22 |
158-06 |
155-19 |
|
R3 |
157-08 |
156-24 |
155-07 |
|
R2 |
155-26 |
155-26 |
155-02 |
|
R1 |
155-10 |
155-10 |
154-30 |
155-18 |
PP |
154-12 |
154-12 |
154-12 |
154-16 |
S1 |
153-28 |
153-28 |
154-22 |
154-04 |
S2 |
152-30 |
152-30 |
154-18 |
|
S3 |
151-16 |
152-14 |
154-13 |
|
S4 |
150-02 |
151-00 |
154-01 |
|
|
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 |
155-17 |
153-10 |
2-07 |
1.4% |
1-02 |
0.7% |
68% |
False |
False |
2,717 |
10 |
155-21 |
152-04 |
3-17 |
2.3% |
1-07 |
0.8% |
76% |
False |
False |
16,386 |
20 |
155-21 |
152-04 |
3-17 |
2.3% |
1-05 |
0.7% |
76% |
False |
False |
177,896 |
40 |
155-21 |
150-10 |
5-11 |
3.5% |
1-03 |
0.7% |
84% |
False |
False |
229,591 |
60 |
155-21 |
150-10 |
5-11 |
3.5% |
1-02 |
0.7% |
84% |
False |
False |
239,682 |
80 |
158-09 |
150-10 |
7-31 |
5.1% |
1-01 |
0.7% |
56% |
False |
False |
237,045 |
100 |
158-09 |
150-10 |
7-31 |
5.1% |
1-02 |
0.7% |
56% |
False |
False |
190,203 |
120 |
158-09 |
150-10 |
7-31 |
5.1% |
1-01 |
0.7% |
56% |
False |
False |
158,521 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
161-00 |
2.618 |
158-20 |
1.618 |
157-06 |
1.000 |
156-10 |
0.618 |
155-24 |
HIGH |
154-28 |
0.618 |
154-10 |
0.500 |
154-05 |
0.382 |
154-00 |
LOW |
153-14 |
0.618 |
152-18 |
1.000 |
152-00 |
1.618 |
151-04 |
2.618 |
149-22 |
4.250 |
147-10 |
|
|
Fisher Pivots for day following 13-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
154-19 |
154-18 |
PP |
154-12 |
154-11 |
S1 |
154-05 |
154-03 |
|