ECBOT 30 Year Treasury Bond Future March 2018
| Trading Metrics calculated at close of trading on 12-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2017 |
12-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
153-00 |
152-31 |
-0-01 |
0.0% |
152-16 |
| High |
153-19 |
153-06 |
-0-13 |
-0.3% |
154-18 |
| Low |
152-28 |
152-05 |
-0-23 |
-0.5% |
152-02 |
| Close |
153-01 |
152-21 |
-0-12 |
-0.2% |
152-28 |
| Range |
0-23 |
1-01 |
0-10 |
43.5% |
2-16 |
| ATR |
1-03 |
1-03 |
0-00 |
-0.5% |
0-00 |
| Volume |
161,368 |
270,255 |
108,887 |
67.5% |
1,378,861 |
|
| Daily Pivots for day following 12-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-24 |
155-08 |
153-07 |
|
| R3 |
154-23 |
154-07 |
152-30 |
|
| R2 |
153-22 |
153-22 |
152-27 |
|
| R1 |
153-06 |
153-06 |
152-24 |
152-30 |
| PP |
152-21 |
152-21 |
152-21 |
152-17 |
| S1 |
152-05 |
152-05 |
152-18 |
151-29 |
| S2 |
151-20 |
151-20 |
152-15 |
|
| S3 |
150-19 |
151-04 |
152-12 |
|
| S4 |
149-18 |
150-03 |
152-03 |
|
|
| 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 |
152-05 |
2-13 |
1.6% |
1-01 |
0.7% |
21% |
False |
True |
254,114 |
| 10 |
154-18 |
151-00 |
3-18 |
2.3% |
1-09 |
0.8% |
46% |
False |
False |
319,304 |
| 20 |
154-18 |
151-00 |
3-18 |
2.3% |
1-04 |
0.7% |
46% |
False |
False |
215,969 |
| 40 |
154-18 |
149-05 |
5-13 |
3.5% |
1-01 |
0.7% |
65% |
False |
False |
109,351 |
| 60 |
154-18 |
149-05 |
5-13 |
3.5% |
0-29 |
0.6% |
65% |
False |
False |
72,912 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
157-18 |
|
2.618 |
155-28 |
|
1.618 |
154-27 |
|
1.000 |
154-07 |
|
0.618 |
153-26 |
|
HIGH |
153-06 |
|
0.618 |
152-25 |
|
0.500 |
152-22 |
|
0.382 |
152-18 |
|
LOW |
152-05 |
|
0.618 |
151-17 |
|
1.000 |
151-04 |
|
1.618 |
150-16 |
|
2.618 |
149-15 |
|
4.250 |
147-25 |
|
|
| Fisher Pivots for day following 12-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
152-22 |
152-28 |
| PP |
152-21 |
152-26 |
| S1 |
152-21 |
152-23 |
|