ECBOT 30 Year Treasury Bond Future March 2018
Trading Metrics calculated at close of trading on 08-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2017 |
08-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
153-28 |
153-05 |
-0-23 |
-0.5% |
152-16 |
High |
154-14 |
153-09 |
-1-05 |
-0.7% |
154-18 |
Low |
152-27 |
152-17 |
-0-10 |
-0.2% |
152-02 |
Close |
152-28 |
152-28 |
0-00 |
0.0% |
152-28 |
Range |
1-19 |
0-24 |
-0-27 |
-52.9% |
2-16 |
ATR |
1-05 |
1-04 |
-0-01 |
-2.5% |
0-00 |
Volume |
275,886 |
268,038 |
-7,848 |
-2.8% |
1,378,861 |
|
Daily Pivots for day following 08-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
155-05 |
154-24 |
153-09 |
|
R3 |
154-13 |
154-00 |
153-03 |
|
R2 |
153-21 |
153-21 |
153-00 |
|
R1 |
153-08 |
153-08 |
152-30 |
153-03 |
PP |
152-29 |
152-29 |
152-29 |
152-26 |
S1 |
152-16 |
152-16 |
152-26 |
152-11 |
S2 |
152-05 |
152-05 |
152-24 |
|
S3 |
151-13 |
151-24 |
152-21 |
|
S4 |
150-21 |
151-00 |
152-15 |
|
|
Weekly Pivots for week ending 08-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160-21 |
159-09 |
154-08 |
|
R3 |
158-05 |
156-25 |
153-18 |
|
R2 |
155-21 |
155-21 |
153-11 |
|
R1 |
154-09 |
154-09 |
153-03 |
154-31 |
PP |
153-05 |
153-05 |
153-05 |
153-16 |
S1 |
151-25 |
151-25 |
152-21 |
152-15 |
S2 |
150-21 |
150-21 |
152-13 |
|
S3 |
148-05 |
149-09 |
152-06 |
|
S4 |
145-21 |
146-25 |
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 |
152-02 |
2-16 |
1.6% |
1-04 |
0.7% |
33% |
False |
False |
275,772 |
10 |
154-18 |
151-00 |
3-18 |
2.3% |
1-09 |
0.8% |
53% |
False |
False |
353,016 |
20 |
154-18 |
150-29 |
3-21 |
2.4% |
1-05 |
0.8% |
54% |
False |
False |
195,916 |
40 |
154-18 |
149-05 |
5-13 |
3.5% |
1-01 |
0.7% |
69% |
False |
False |
98,567 |
60 |
154-18 |
149-05 |
5-13 |
3.5% |
0-28 |
0.6% |
69% |
False |
False |
65,718 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
156-15 |
2.618 |
155-08 |
1.618 |
154-16 |
1.000 |
154-01 |
0.618 |
153-24 |
HIGH |
153-09 |
0.618 |
153-00 |
0.500 |
152-29 |
0.382 |
152-26 |
LOW |
152-17 |
0.618 |
152-02 |
1.000 |
151-25 |
1.618 |
151-10 |
2.618 |
150-18 |
4.250 |
149-11 |
|
|
Fisher Pivots for day following 08-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
152-29 |
153-18 |
PP |
152-29 |
153-10 |
S1 |
152-28 |
153-03 |
|