ECBOT 30 Year Treasury Bond Future March 2018
Trading Metrics calculated at close of trading on 06-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2017 |
06-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
153-03 |
153-24 |
0-21 |
0.4% |
153-05 |
High |
153-26 |
154-18 |
0-24 |
0.5% |
154-06 |
Low |
152-21 |
153-17 |
0-28 |
0.6% |
151-00 |
Close |
153-23 |
154-02 |
0-11 |
0.2% |
153-08 |
Range |
1-05 |
1-01 |
-0-04 |
-10.8% |
3-06 |
ATR |
1-04 |
1-04 |
0-00 |
-0.7% |
0-00 |
Volume |
266,294 |
295,023 |
28,729 |
10.8% |
2,151,302 |
|
Daily Pivots for day following 06-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
157-05 |
156-20 |
154-20 |
|
R3 |
156-04 |
155-19 |
154-11 |
|
R2 |
155-03 |
155-03 |
154-08 |
|
R1 |
154-18 |
154-18 |
154-05 |
154-26 |
PP |
154-02 |
154-02 |
154-02 |
154-06 |
S1 |
153-17 |
153-17 |
153-31 |
153-26 |
S2 |
153-01 |
153-01 |
153-28 |
|
S3 |
152-00 |
152-16 |
153-25 |
|
S4 |
150-31 |
151-15 |
153-16 |
|
|
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 |
154-18 |
151-00 |
3-18 |
2.3% |
1-13 |
0.9% |
86% |
True |
False |
372,576 |
10 |
154-18 |
151-00 |
3-18 |
2.3% |
1-07 |
0.8% |
86% |
True |
False |
313,857 |
20 |
154-18 |
150-29 |
3-21 |
2.4% |
1-04 |
0.7% |
86% |
True |
False |
169,058 |
40 |
154-18 |
149-05 |
5-13 |
3.5% |
1-00 |
0.6% |
91% |
True |
False |
84,969 |
60 |
154-18 |
149-05 |
5-13 |
3.5% |
0-27 |
0.5% |
91% |
True |
False |
56,653 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
158-30 |
2.618 |
157-08 |
1.618 |
156-07 |
1.000 |
155-19 |
0.618 |
155-06 |
HIGH |
154-18 |
0.618 |
154-05 |
0.500 |
154-02 |
0.382 |
153-30 |
LOW |
153-17 |
0.618 |
152-29 |
1.000 |
152-16 |
1.618 |
151-28 |
2.618 |
150-27 |
4.250 |
149-05 |
|
|
Fisher Pivots for day following 06-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
154-02 |
153-26 |
PP |
154-02 |
153-18 |
S1 |
154-02 |
153-10 |
|