ECBOT 30 Year Treasury Bond Future December 2017
Trading Metrics calculated at close of trading on 14-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2017 |
14-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
153-30 |
154-20 |
0-22 |
0.4% |
153-20 |
High |
154-28 |
155-08 |
0-12 |
0.2% |
155-21 |
Low |
153-14 |
154-08 |
0-26 |
0.5% |
153-06 |
Close |
154-26 |
155-07 |
0-13 |
0.3% |
154-00 |
Range |
1-14 |
1-00 |
-0-14 |
-30.4% |
2-15 |
ATR |
1-04 |
1-04 |
0-00 |
-0.8% |
0-00 |
Volume |
2,275 |
1,991 |
-284 |
-12.5% |
45,466 |
|
Daily Pivots for day following 14-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
157-29 |
157-18 |
155-25 |
|
R3 |
156-29 |
156-18 |
155-16 |
|
R2 |
155-29 |
155-29 |
155-13 |
|
R1 |
155-18 |
155-18 |
155-10 |
155-24 |
PP |
154-29 |
154-29 |
154-29 |
155-00 |
S1 |
154-18 |
154-18 |
155-04 |
154-24 |
S2 |
153-29 |
153-29 |
155-01 |
|
S3 |
152-29 |
153-18 |
154-30 |
|
S4 |
151-29 |
152-18 |
154-21 |
|
|
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 |
155-08 |
153-10 |
1-30 |
1.2% |
0-31 |
0.6% |
98% |
True |
False |
2,689 |
10 |
155-21 |
152-28 |
2-25 |
1.8% |
1-06 |
0.8% |
84% |
False |
False |
9,478 |
20 |
155-21 |
152-04 |
3-17 |
2.3% |
1-04 |
0.7% |
88% |
False |
False |
161,158 |
40 |
155-21 |
150-10 |
5-11 |
3.4% |
1-03 |
0.7% |
92% |
False |
False |
223,274 |
60 |
155-21 |
150-10 |
5-11 |
3.4% |
1-02 |
0.7% |
92% |
False |
False |
235,201 |
80 |
158-09 |
150-10 |
7-31 |
5.1% |
1-02 |
0.7% |
62% |
False |
False |
236,758 |
100 |
158-09 |
150-10 |
7-31 |
5.1% |
1-02 |
0.7% |
62% |
False |
False |
190,221 |
120 |
158-09 |
150-10 |
7-31 |
5.1% |
1-01 |
0.7% |
62% |
False |
False |
158,537 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
159-16 |
2.618 |
157-28 |
1.618 |
156-28 |
1.000 |
156-08 |
0.618 |
155-28 |
HIGH |
155-08 |
0.618 |
154-28 |
0.500 |
154-24 |
0.382 |
154-20 |
LOW |
154-08 |
0.618 |
153-20 |
1.000 |
153-08 |
1.618 |
152-20 |
2.618 |
151-20 |
4.250 |
150-00 |
|
|
Fisher Pivots for day following 14-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
155-02 |
154-29 |
PP |
154-29 |
154-19 |
S1 |
154-24 |
154-09 |
|