ECBOT 30 Year Treasury Bond Future December 2017
Trading Metrics calculated at close of trading on 18-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2017 |
18-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
155-04 |
155-09 |
0-05 |
0.1% |
154-04 |
High |
155-16 |
155-09 |
-0-07 |
-0.1% |
155-16 |
Low |
154-26 |
154-06 |
-0-20 |
-0.4% |
153-10 |
Close |
155-12 |
154-09 |
-1-03 |
-0.7% |
155-12 |
Range |
0-22 |
1-03 |
0-13 |
59.1% |
2-06 |
ATR |
1-03 |
1-03 |
0-00 |
0.6% |
0-00 |
Volume |
1,336 |
3,104 |
1,768 |
132.3% |
9,661 |
|
Daily Pivots for day following 18-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
157-28 |
157-05 |
154-28 |
|
R3 |
156-25 |
156-02 |
154-19 |
|
R2 |
155-22 |
155-22 |
154-15 |
|
R1 |
154-31 |
154-31 |
154-12 |
154-25 |
PP |
154-19 |
154-19 |
154-19 |
154-16 |
S1 |
153-28 |
153-28 |
154-06 |
153-22 |
S2 |
153-16 |
153-16 |
154-03 |
|
S3 |
152-13 |
152-25 |
153-31 |
|
S4 |
151-10 |
151-22 |
153-22 |
|
|
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% |
1-01 |
0.7% |
44% |
False |
False |
2,032 |
10 |
155-21 |
153-10 |
2-11 |
1.5% |
1-01 |
0.7% |
41% |
False |
False |
4,465 |
20 |
155-21 |
152-04 |
3-17 |
2.3% |
1-03 |
0.7% |
61% |
False |
False |
135,321 |
40 |
155-21 |
150-10 |
5-11 |
3.5% |
1-02 |
0.7% |
74% |
False |
False |
207,161 |
60 |
155-21 |
150-10 |
5-11 |
3.5% |
1-02 |
0.7% |
74% |
False |
False |
227,282 |
80 |
158-09 |
150-10 |
7-31 |
5.2% |
1-02 |
0.7% |
50% |
False |
False |
233,600 |
100 |
158-09 |
150-10 |
7-31 |
5.2% |
1-02 |
0.7% |
50% |
False |
False |
190,262 |
120 |
158-09 |
150-10 |
7-31 |
5.2% |
1-01 |
0.7% |
50% |
False |
False |
158,574 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
159-30 |
2.618 |
158-05 |
1.618 |
157-02 |
1.000 |
156-12 |
0.618 |
155-31 |
HIGH |
155-09 |
0.618 |
154-28 |
0.500 |
154-24 |
0.382 |
154-19 |
LOW |
154-06 |
0.618 |
153-16 |
1.000 |
153-03 |
1.618 |
152-13 |
2.618 |
151-10 |
4.250 |
149-17 |
|
|
Fisher Pivots for day following 18-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
154-24 |
154-27 |
PP |
154-19 |
154-21 |
S1 |
154-14 |
154-15 |
|