ECBOT 30 Year Treasury Bond Future March 2018
| Trading Metrics calculated at close of trading on 19-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2017 |
19-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
154-08 |
153-06 |
-1-02 |
-0.7% |
153-00 |
| High |
154-08 |
153-15 |
-0-25 |
-0.5% |
154-15 |
| Low |
153-02 |
151-11 |
-1-23 |
-1.1% |
152-05 |
| Close |
153-06 |
151-16 |
-1-22 |
-1.1% |
154-09 |
| Range |
1-06 |
2-04 |
0-30 |
78.9% |
2-10 |
| ATR |
1-03 |
1-06 |
0-02 |
6.6% |
0-00 |
| Volume |
185,221 |
326,762 |
141,541 |
76.4% |
1,269,067 |
|
| Daily Pivots for day following 19-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-15 |
157-04 |
152-21 |
|
| R3 |
156-11 |
155-00 |
152-03 |
|
| R2 |
154-07 |
154-07 |
151-28 |
|
| R1 |
152-28 |
152-28 |
151-22 |
152-16 |
| PP |
152-03 |
152-03 |
152-03 |
151-29 |
| S1 |
150-24 |
150-24 |
151-10 |
150-12 |
| S2 |
149-31 |
149-31 |
151-04 |
|
| S3 |
147-27 |
148-20 |
150-29 |
|
| S4 |
145-23 |
146-16 |
150-11 |
|
|
| 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 |
151-11 |
3-04 |
2.1% |
1-11 |
0.9% |
5% |
False |
True |
269,885 |
| 10 |
154-18 |
151-11 |
3-07 |
2.1% |
1-06 |
0.8% |
5% |
False |
True |
261,999 |
| 20 |
154-18 |
151-00 |
3-18 |
2.4% |
1-06 |
0.8% |
14% |
False |
False |
279,849 |
| 40 |
154-18 |
149-05 |
5-13 |
3.6% |
1-03 |
0.7% |
43% |
False |
False |
143,076 |
| 60 |
154-18 |
149-05 |
5-13 |
3.6% |
0-31 |
0.6% |
43% |
False |
False |
95,401 |
| 80 |
156-14 |
149-05 |
7-09 |
4.8% |
0-24 |
0.5% |
32% |
False |
False |
71,552 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
162-16 |
|
2.618 |
159-01 |
|
1.618 |
156-29 |
|
1.000 |
155-19 |
|
0.618 |
154-25 |
|
HIGH |
153-15 |
|
0.618 |
152-21 |
|
0.500 |
152-13 |
|
0.382 |
152-05 |
|
LOW |
151-11 |
|
0.618 |
150-01 |
|
1.000 |
149-07 |
|
1.618 |
147-29 |
|
2.618 |
145-25 |
|
4.250 |
142-10 |
|
|
| Fisher Pivots for day following 19-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
152-13 |
152-29 |
| PP |
152-03 |
152-14 |
| S1 |
151-26 |
151-31 |
|