ECBOT 30 Year Treasury Bond Future March 2018
| Trading Metrics calculated at close of trading on 04-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2017 |
04-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
151-26 |
152-16 |
0-22 |
0.5% |
153-05 |
| High |
154-06 |
153-06 |
-1-00 |
-0.6% |
154-06 |
| Low |
151-23 |
152-02 |
0-11 |
0.2% |
151-00 |
| Close |
153-08 |
153-01 |
-0-07 |
-0.1% |
153-08 |
| Range |
2-15 |
1-04 |
-1-11 |
-54.4% |
3-06 |
| ATR |
1-04 |
1-04 |
0-00 |
0.4% |
0-00 |
| Volume |
598,954 |
273,620 |
-325,334 |
-54.3% |
2,151,302 |
|
| Daily Pivots for day following 04-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-04 |
155-23 |
153-21 |
|
| R3 |
155-00 |
154-19 |
153-11 |
|
| R2 |
153-28 |
153-28 |
153-08 |
|
| R1 |
153-15 |
153-15 |
153-04 |
153-22 |
| PP |
152-24 |
152-24 |
152-24 |
152-28 |
| S1 |
152-11 |
152-11 |
152-30 |
152-18 |
| S2 |
151-20 |
151-20 |
152-26 |
|
| S3 |
150-16 |
151-07 |
152-23 |
|
| S4 |
149-12 |
150-03 |
152-13 |
|
|
| Weekly Pivots for week ending 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-12 |
161-00 |
155-00 |
|
| R3 |
159-06 |
157-26 |
154-04 |
|
| R2 |
156-00 |
156-00 |
153-27 |
|
| R1 |
154-20 |
154-20 |
153-17 |
155-10 |
| PP |
152-26 |
152-26 |
152-26 |
153-05 |
| S1 |
151-14 |
151-14 |
152-31 |
152-04 |
| S2 |
149-20 |
149-20 |
152-21 |
|
| S3 |
146-14 |
148-08 |
152-12 |
|
| S4 |
143-08 |
145-02 |
151-16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
154-06 |
151-00 |
3-06 |
2.1% |
1-16 |
1.0% |
64% |
False |
False |
405,234 |
| 10 |
154-06 |
151-00 |
3-06 |
2.1% |
1-06 |
0.8% |
64% |
False |
False |
274,792 |
| 20 |
154-06 |
150-29 |
3-09 |
2.1% |
1-03 |
0.7% |
65% |
False |
False |
141,155 |
| 40 |
154-06 |
149-05 |
5-01 |
3.3% |
0-31 |
0.6% |
77% |
False |
False |
70,941 |
| 60 |
155-02 |
149-05 |
5-29 |
3.9% |
0-26 |
0.5% |
66% |
False |
False |
47,298 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
157-31 |
|
2.618 |
156-04 |
|
1.618 |
155-00 |
|
1.000 |
154-10 |
|
0.618 |
153-28 |
|
HIGH |
153-06 |
|
0.618 |
152-24 |
|
0.500 |
152-20 |
|
0.382 |
152-16 |
|
LOW |
152-02 |
|
0.618 |
151-12 |
|
1.000 |
150-30 |
|
1.618 |
150-08 |
|
2.618 |
149-04 |
|
4.250 |
147-09 |
|
|
| Fisher Pivots for day following 04-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
152-29 |
152-28 |
| PP |
152-24 |
152-24 |
| S1 |
152-20 |
152-19 |
|