ECBOT 30 Year Treasury Bond Future March 2018
| Trading Metrics calculated at close of trading on 13-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2017 |
13-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
152-31 |
152-25 |
-0-06 |
-0.1% |
152-16 |
| High |
153-06 |
153-26 |
0-20 |
0.4% |
154-18 |
| Low |
152-05 |
152-09 |
0-04 |
0.1% |
152-02 |
| Close |
152-21 |
153-22 |
1-01 |
0.7% |
152-28 |
| Range |
1-01 |
1-17 |
0-16 |
48.5% |
2-16 |
| ATR |
1-03 |
1-04 |
0-01 |
2.8% |
0-00 |
| Volume |
270,255 |
312,452 |
42,197 |
15.6% |
1,378,861 |
|
| Daily Pivots for day following 13-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-27 |
157-10 |
154-17 |
|
| R3 |
156-10 |
155-25 |
154-03 |
|
| R2 |
154-25 |
154-25 |
153-31 |
|
| R1 |
154-08 |
154-08 |
153-26 |
154-16 |
| PP |
153-08 |
153-08 |
153-08 |
153-13 |
| S1 |
152-23 |
152-23 |
153-18 |
153-00 |
| S2 |
151-23 |
151-23 |
153-13 |
|
| S3 |
150-06 |
151-06 |
153-09 |
|
| S4 |
148-21 |
149-21 |
152-27 |
|
|
| 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 |
154-14 |
152-05 |
2-09 |
1.5% |
1-04 |
0.7% |
67% |
False |
False |
257,599 |
| 10 |
154-18 |
151-00 |
3-18 |
2.3% |
1-08 |
0.8% |
75% |
False |
False |
315,088 |
| 20 |
154-18 |
151-00 |
3-18 |
2.3% |
1-05 |
0.7% |
75% |
False |
False |
231,130 |
| 40 |
154-18 |
149-05 |
5-13 |
3.5% |
1-01 |
0.7% |
84% |
False |
False |
117,161 |
| 60 |
154-18 |
149-05 |
5-13 |
3.5% |
0-30 |
0.6% |
84% |
False |
False |
78,119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
160-10 |
|
2.618 |
157-26 |
|
1.618 |
156-09 |
|
1.000 |
155-11 |
|
0.618 |
154-24 |
|
HIGH |
153-26 |
|
0.618 |
153-07 |
|
0.500 |
153-02 |
|
0.382 |
152-28 |
|
LOW |
152-09 |
|
0.618 |
151-11 |
|
1.000 |
150-24 |
|
1.618 |
149-26 |
|
2.618 |
148-09 |
|
4.250 |
145-25 |
|
|
| Fisher Pivots for day following 13-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
153-15 |
153-15 |
| PP |
153-08 |
153-07 |
| S1 |
153-02 |
153-00 |
|