ECBOT 30 Year Treasury Bond Future March 2018
Trading Metrics calculated at close of trading on 21-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2017 |
21-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
151-21 |
150-17 |
-1-04 |
-0.7% |
153-00 |
High |
151-28 |
151-08 |
-0-20 |
-0.4% |
154-15 |
Low |
150-14 |
150-15 |
0-01 |
0.0% |
152-05 |
Close |
150-18 |
151-06 |
0-20 |
0.4% |
154-09 |
Range |
1-14 |
0-25 |
-0-21 |
-45.7% |
2-10 |
ATR |
1-06 |
1-05 |
-0-01 |
-2.5% |
0-00 |
Volume |
299,836 |
193,749 |
-106,087 |
-35.4% |
1,269,067 |
|
Daily Pivots for day following 21-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
153-10 |
153-01 |
151-20 |
|
R3 |
152-17 |
152-08 |
151-13 |
|
R2 |
151-24 |
151-24 |
151-11 |
|
R1 |
151-15 |
151-15 |
151-08 |
151-19 |
PP |
150-31 |
150-31 |
150-31 |
151-01 |
S1 |
150-22 |
150-22 |
151-04 |
150-27 |
S2 |
150-06 |
150-06 |
151-01 |
|
S3 |
149-13 |
149-29 |
150-31 |
|
S4 |
148-20 |
149-04 |
150-24 |
|
|
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% |
1-08 |
0.8% |
19% |
False |
False |
246,830 |
10 |
154-15 |
150-14 |
4-01 |
2.7% |
1-04 |
0.8% |
19% |
False |
False |
254,267 |
20 |
154-18 |
150-14 |
4-04 |
2.7% |
1-07 |
0.8% |
18% |
False |
False |
292,871 |
40 |
154-18 |
149-05 |
5-13 |
3.6% |
1-03 |
0.7% |
38% |
False |
False |
155,396 |
60 |
154-18 |
149-05 |
5-13 |
3.6% |
1-00 |
0.7% |
38% |
False |
False |
103,627 |
80 |
156-14 |
149-05 |
7-09 |
4.8% |
0-25 |
0.5% |
28% |
False |
False |
77,722 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
154-18 |
2.618 |
153-09 |
1.618 |
152-16 |
1.000 |
152-01 |
0.618 |
151-23 |
HIGH |
151-08 |
0.618 |
150-30 |
0.500 |
150-28 |
0.382 |
150-25 |
LOW |
150-15 |
0.618 |
150-00 |
1.000 |
149-22 |
1.618 |
149-07 |
2.618 |
148-14 |
4.250 |
147-05 |
|
|
Fisher Pivots for day following 21-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
151-03 |
151-31 |
PP |
150-31 |
151-22 |
S1 |
150-28 |
151-14 |
|