ECBOT 30 Year Treasury Bond Future March 2018
| Trading Metrics calculated at close of trading on 15-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2017 |
15-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
153-24 |
154-02 |
0-10 |
0.2% |
153-00 |
| High |
154-06 |
154-15 |
0-09 |
0.2% |
154-15 |
| Low |
153-04 |
153-22 |
0-18 |
0.4% |
152-05 |
| Close |
154-03 |
154-09 |
0-06 |
0.1% |
154-09 |
| Range |
1-02 |
0-25 |
-0-09 |
-26.5% |
2-10 |
| ATR |
1-04 |
1-03 |
-0-01 |
-2.2% |
0-00 |
| Volume |
296,406 |
228,586 |
-67,820 |
-22.9% |
1,269,067 |
|
| Daily Pivots for day following 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-16 |
156-05 |
154-23 |
|
| R3 |
155-23 |
155-12 |
154-16 |
|
| R2 |
154-30 |
154-30 |
154-14 |
|
| R1 |
154-19 |
154-19 |
154-11 |
154-25 |
| PP |
154-05 |
154-05 |
154-05 |
154-07 |
| S1 |
153-26 |
153-26 |
154-07 |
154-00 |
| S2 |
153-12 |
153-12 |
154-04 |
|
| S3 |
152-19 |
153-01 |
154-02 |
|
| S4 |
151-26 |
152-08 |
153-27 |
|
|
| Weekly Pivots for week ending 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-18 |
159-24 |
155-18 |
|
| R3 |
158-08 |
157-14 |
154-29 |
|
| R2 |
155-30 |
155-30 |
154-23 |
|
| R1 |
155-04 |
155-04 |
154-16 |
155-17 |
| PP |
153-20 |
153-20 |
153-20 |
153-27 |
| S1 |
152-26 |
152-26 |
154-02 |
153-07 |
| S2 |
151-10 |
151-10 |
153-27 |
|
| S3 |
149-00 |
150-16 |
153-21 |
|
| S4 |
146-22 |
148-06 |
153-00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
154-15 |
152-05 |
2-10 |
1.5% |
1-01 |
0.7% |
92% |
True |
False |
253,813 |
| 10 |
154-18 |
152-02 |
2-16 |
1.6% |
1-02 |
0.7% |
89% |
False |
False |
264,792 |
| 20 |
154-18 |
151-00 |
3-18 |
2.3% |
1-04 |
0.7% |
92% |
False |
False |
256,583 |
| 40 |
154-18 |
149-05 |
5-13 |
3.5% |
1-02 |
0.7% |
95% |
False |
False |
130,285 |
| 60 |
154-18 |
149-05 |
5-13 |
3.5% |
0-30 |
0.6% |
95% |
False |
False |
86,868 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
157-25 |
|
2.618 |
156-16 |
|
1.618 |
155-23 |
|
1.000 |
155-08 |
|
0.618 |
154-30 |
|
HIGH |
154-15 |
|
0.618 |
154-05 |
|
0.500 |
154-03 |
|
0.382 |
154-00 |
|
LOW |
153-22 |
|
0.618 |
153-07 |
|
1.000 |
152-29 |
|
1.618 |
152-14 |
|
2.618 |
151-21 |
|
4.250 |
150-12 |
|
|
| Fisher Pivots for day following 15-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
154-07 |
153-31 |
| PP |
154-05 |
153-22 |
| S1 |
154-03 |
153-12 |
|