ECBOT 30 Year Treasury Bond Future December 2017
Trading Metrics calculated at close of trading on 19-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2017 |
19-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
155-09 |
154-10 |
-0-31 |
-0.6% |
154-04 |
High |
155-09 |
154-10 |
-0-31 |
-0.6% |
155-16 |
Low |
154-06 |
152-17 |
-1-21 |
-1.1% |
153-10 |
Close |
154-09 |
152-17 |
-1-24 |
-1.1% |
155-12 |
Range |
1-03 |
1-25 |
0-22 |
62.8% |
2-06 |
ATR |
1-03 |
1-05 |
0-02 |
4.4% |
0-00 |
Volume |
3,104 |
2,758 |
-346 |
-11.1% |
9,661 |
|
Daily Pivots for day following 19-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
158-15 |
157-09 |
153-16 |
|
R3 |
156-22 |
155-16 |
153-01 |
|
R2 |
154-29 |
154-29 |
152-27 |
|
R1 |
153-23 |
153-23 |
152-22 |
153-14 |
PP |
153-04 |
153-04 |
153-04 |
152-31 |
S1 |
151-30 |
151-30 |
152-12 |
151-21 |
S2 |
151-11 |
151-11 |
152-07 |
|
S3 |
149-18 |
150-05 |
152-01 |
|
S4 |
147-25 |
148-12 |
151-18 |
|
|
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 |
152-17 |
2-31 |
1.9% |
1-06 |
0.8% |
0% |
False |
True |
2,292 |
10 |
155-21 |
152-17 |
3-04 |
2.0% |
1-03 |
0.7% |
0% |
False |
True |
3,987 |
20 |
155-21 |
152-04 |
3-17 |
2.3% |
1-05 |
0.8% |
12% |
False |
False |
123,176 |
40 |
155-21 |
150-10 |
5-11 |
3.5% |
1-03 |
0.7% |
42% |
False |
False |
202,357 |
60 |
155-21 |
150-10 |
5-11 |
3.5% |
1-02 |
0.7% |
42% |
False |
False |
222,797 |
80 |
158-09 |
150-10 |
7-31 |
5.2% |
1-02 |
0.7% |
28% |
False |
False |
230,203 |
100 |
158-09 |
150-10 |
7-31 |
5.2% |
1-02 |
0.7% |
28% |
False |
False |
190,288 |
120 |
158-09 |
150-10 |
7-31 |
5.2% |
1-01 |
0.7% |
28% |
False |
False |
158,597 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
161-28 |
2.618 |
158-31 |
1.618 |
157-06 |
1.000 |
156-03 |
0.618 |
155-13 |
HIGH |
154-10 |
0.618 |
153-20 |
0.500 |
153-14 |
0.382 |
153-07 |
LOW |
152-17 |
0.618 |
151-14 |
1.000 |
150-24 |
1.618 |
149-21 |
2.618 |
147-28 |
4.250 |
144-31 |
|
|
Fisher Pivots for day following 19-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
153-14 |
154-01 |
PP |
153-04 |
153-17 |
S1 |
152-27 |
153-01 |
|