ECBOT 30 Year Treasury Bond Future March 2018
| Trading Metrics calculated at close of trading on 20-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2017 |
20-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
153-06 |
151-21 |
-1-17 |
-1.0% |
153-00 |
| High |
153-15 |
151-28 |
-1-19 |
-1.0% |
154-15 |
| Low |
151-11 |
150-14 |
-0-29 |
-0.6% |
152-05 |
| Close |
151-16 |
150-18 |
-0-30 |
-0.6% |
154-09 |
| Range |
2-04 |
1-14 |
-0-22 |
-32.4% |
2-10 |
| ATR |
1-06 |
1-06 |
0-01 |
1.6% |
0-00 |
| Volume |
326,762 |
299,836 |
-26,926 |
-8.2% |
1,269,067 |
|
| Daily Pivots for day following 20-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-09 |
154-11 |
151-11 |
|
| R3 |
153-27 |
152-29 |
150-31 |
|
| R2 |
152-13 |
152-13 |
150-26 |
|
| R1 |
151-15 |
151-15 |
150-22 |
151-07 |
| PP |
150-31 |
150-31 |
150-31 |
150-26 |
| S1 |
150-01 |
150-01 |
150-14 |
149-25 |
| S2 |
149-17 |
149-17 |
150-10 |
|
| S3 |
148-03 |
148-19 |
150-05 |
|
| S4 |
146-21 |
147-05 |
149-25 |
|
|
| 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 |
150-14 |
4-01 |
2.7% |
1-10 |
0.9% |
3% |
False |
True |
267,362 |
| 10 |
154-15 |
150-14 |
4-01 |
2.7% |
1-07 |
0.8% |
3% |
False |
True |
262,481 |
| 20 |
154-18 |
150-14 |
4-04 |
2.7% |
1-07 |
0.8% |
3% |
False |
True |
288,169 |
| 40 |
154-18 |
149-05 |
5-13 |
3.6% |
1-03 |
0.7% |
26% |
False |
False |
150,571 |
| 60 |
154-18 |
149-05 |
5-13 |
3.6% |
1-00 |
0.7% |
26% |
False |
False |
100,398 |
| 80 |
156-14 |
149-05 |
7-09 |
4.8% |
0-25 |
0.5% |
19% |
False |
False |
75,300 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158-00 |
|
2.618 |
155-20 |
|
1.618 |
154-06 |
|
1.000 |
153-10 |
|
0.618 |
152-24 |
|
HIGH |
151-28 |
|
0.618 |
151-10 |
|
0.500 |
151-05 |
|
0.382 |
151-00 |
|
LOW |
150-14 |
|
0.618 |
149-18 |
|
1.000 |
149-00 |
|
1.618 |
148-04 |
|
2.618 |
146-22 |
|
4.250 |
144-10 |
|
|
| Fisher Pivots for day following 20-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
151-05 |
152-11 |
| PP |
150-31 |
151-24 |
| S1 |
150-24 |
151-05 |
|