ECBOT 30 Year Treasury Bond Future December 2017
| Trading Metrics calculated at close of trading on 15-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2017 |
15-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
154-20 |
155-04 |
0-16 |
0.3% |
154-04 |
| High |
155-08 |
155-16 |
0-08 |
0.2% |
155-16 |
| Low |
154-08 |
154-26 |
0-18 |
0.4% |
153-10 |
| Close |
155-07 |
155-12 |
0-05 |
0.1% |
155-12 |
| Range |
1-00 |
0-22 |
-0-10 |
-31.3% |
2-06 |
| ATR |
1-04 |
1-03 |
-0-01 |
-2.8% |
0-00 |
| Volume |
1,991 |
1,336 |
-655 |
-32.9% |
9,661 |
|
| Daily Pivots for day following 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-09 |
157-01 |
155-24 |
|
| R3 |
156-19 |
156-11 |
155-18 |
|
| R2 |
155-29 |
155-29 |
155-16 |
|
| R1 |
155-21 |
155-21 |
155-14 |
155-25 |
| PP |
155-07 |
155-07 |
155-07 |
155-10 |
| S1 |
154-31 |
154-31 |
155-10 |
155-03 |
| S2 |
154-17 |
154-17 |
155-08 |
|
| S3 |
153-27 |
154-09 |
155-06 |
|
| S4 |
153-05 |
153-19 |
155-00 |
|
|
| Weekly Pivots for week ending 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-09 |
160-17 |
156-18 |
|
| R3 |
159-03 |
158-11 |
155-31 |
|
| R2 |
156-29 |
156-29 |
155-25 |
|
| R1 |
156-05 |
156-05 |
155-18 |
156-17 |
| PP |
154-23 |
154-23 |
154-23 |
154-30 |
| S1 |
153-31 |
153-31 |
155-06 |
154-11 |
| S2 |
152-17 |
152-17 |
154-31 |
|
| S3 |
150-11 |
151-25 |
154-25 |
|
| S4 |
148-05 |
149-19 |
154-06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
155-16 |
153-10 |
2-06 |
1.4% |
0-31 |
0.6% |
94% |
True |
False |
1,932 |
| 10 |
155-21 |
153-06 |
2-15 |
1.6% |
1-01 |
0.7% |
89% |
False |
False |
5,512 |
| 20 |
155-21 |
152-04 |
3-17 |
2.3% |
1-03 |
0.7% |
92% |
False |
False |
147,456 |
| 40 |
155-21 |
150-10 |
5-11 |
3.4% |
1-03 |
0.7% |
95% |
False |
False |
215,897 |
| 60 |
155-21 |
150-10 |
5-11 |
3.4% |
1-02 |
0.7% |
95% |
False |
False |
231,075 |
| 80 |
158-09 |
150-10 |
7-31 |
5.1% |
1-01 |
0.7% |
64% |
False |
False |
236,077 |
| 100 |
158-09 |
150-10 |
7-31 |
5.1% |
1-02 |
0.7% |
64% |
False |
False |
190,232 |
| 120 |
158-09 |
150-10 |
7-31 |
5.1% |
1-01 |
0.7% |
64% |
False |
False |
158,548 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158-14 |
|
2.618 |
157-10 |
|
1.618 |
156-20 |
|
1.000 |
156-06 |
|
0.618 |
155-30 |
|
HIGH |
155-16 |
|
0.618 |
155-08 |
|
0.500 |
155-05 |
|
0.382 |
155-02 |
|
LOW |
154-26 |
|
0.618 |
154-12 |
|
1.000 |
154-04 |
|
1.618 |
153-22 |
|
2.618 |
153-00 |
|
4.250 |
151-28 |
|
|
| Fisher Pivots for day following 15-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
155-10 |
155-02 |
| PP |
155-07 |
154-25 |
| S1 |
155-05 |
154-15 |
|