ECBOT 30 Year Treasury Bond Future March 2018
| Trading Metrics calculated at close of trading on 14-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2017 |
14-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
152-25 |
153-24 |
0-31 |
0.6% |
152-16 |
| High |
153-26 |
154-06 |
0-12 |
0.2% |
154-18 |
| Low |
152-09 |
153-04 |
0-27 |
0.6% |
152-02 |
| Close |
153-22 |
154-03 |
0-13 |
0.3% |
152-28 |
| Range |
1-17 |
1-02 |
-0-15 |
-30.6% |
2-16 |
| ATR |
1-04 |
1-04 |
0-00 |
-0.4% |
0-00 |
| Volume |
312,452 |
296,406 |
-16,046 |
-5.1% |
1,378,861 |
|
| Daily Pivots for day following 14-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-00 |
156-19 |
154-22 |
|
| R3 |
155-30 |
155-17 |
154-12 |
|
| R2 |
154-28 |
154-28 |
154-09 |
|
| R1 |
154-15 |
154-15 |
154-06 |
154-22 |
| PP |
153-26 |
153-26 |
153-26 |
153-29 |
| S1 |
153-13 |
153-13 |
154-00 |
153-20 |
| S2 |
152-24 |
152-24 |
153-29 |
|
| S3 |
151-22 |
152-11 |
153-26 |
|
| S4 |
150-20 |
151-09 |
153-16 |
|
|
| 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 |
154-06 |
152-05 |
2-01 |
1.3% |
1-01 |
0.7% |
95% |
True |
False |
261,703 |
| 10 |
154-18 |
151-23 |
2-27 |
1.8% |
1-08 |
0.8% |
84% |
False |
False |
301,829 |
| 20 |
154-18 |
151-00 |
3-18 |
2.3% |
1-04 |
0.7% |
87% |
False |
False |
245,803 |
| 40 |
154-18 |
149-05 |
5-13 |
3.5% |
1-02 |
0.7% |
91% |
False |
False |
124,571 |
| 60 |
154-18 |
149-05 |
5-13 |
3.5% |
0-30 |
0.6% |
91% |
False |
False |
83,058 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158-22 |
|
2.618 |
156-31 |
|
1.618 |
155-29 |
|
1.000 |
155-08 |
|
0.618 |
154-27 |
|
HIGH |
154-06 |
|
0.618 |
153-25 |
|
0.500 |
153-21 |
|
0.382 |
153-17 |
|
LOW |
153-04 |
|
0.618 |
152-15 |
|
1.000 |
152-02 |
|
1.618 |
151-13 |
|
2.618 |
150-11 |
|
4.250 |
148-20 |
|
|
| Fisher Pivots for day following 14-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
153-30 |
153-25 |
| PP |
153-26 |
153-15 |
| S1 |
153-21 |
153-06 |
|