ECBOT 30 Year Treasury Bond Future March 2018
| Trading Metrics calculated at close of trading on 22-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2017 |
22-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
150-17 |
151-00 |
0-15 |
0.3% |
154-08 |
| High |
151-08 |
151-07 |
-0-01 |
0.0% |
154-08 |
| Low |
150-15 |
150-28 |
0-13 |
0.3% |
150-14 |
| Close |
151-06 |
151-00 |
-0-06 |
-0.1% |
151-00 |
| Range |
0-25 |
0-11 |
-0-14 |
-56.0% |
3-26 |
| ATR |
1-05 |
1-04 |
-0-02 |
-5.0% |
0-00 |
| Volume |
193,749 |
104,291 |
-89,458 |
-46.2% |
1,109,859 |
|
| Daily Pivots for day following 22-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-02 |
151-28 |
151-06 |
|
| R3 |
151-23 |
151-17 |
151-03 |
|
| R2 |
151-12 |
151-12 |
151-02 |
|
| R1 |
151-06 |
151-06 |
151-01 |
151-06 |
| PP |
151-01 |
151-01 |
151-01 |
151-01 |
| S1 |
150-27 |
150-27 |
150-31 |
150-26 |
| S2 |
150-22 |
150-22 |
150-30 |
|
| S3 |
150-11 |
150-16 |
150-29 |
|
| S4 |
150-00 |
150-05 |
150-26 |
|
|
| Weekly Pivots for week ending 22-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163-11 |
160-31 |
153-03 |
|
| R3 |
159-17 |
157-05 |
152-02 |
|
| R2 |
155-23 |
155-23 |
151-22 |
|
| R1 |
153-11 |
153-11 |
151-11 |
152-20 |
| PP |
151-29 |
151-29 |
151-29 |
151-17 |
| S1 |
149-17 |
149-17 |
150-21 |
148-26 |
| S2 |
148-03 |
148-03 |
150-10 |
|
| S3 |
144-09 |
145-23 |
149-30 |
|
| S4 |
140-15 |
141-29 |
148-29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
154-08 |
150-14 |
3-26 |
2.5% |
1-06 |
0.8% |
15% |
False |
False |
221,971 |
| 10 |
154-15 |
150-14 |
4-01 |
2.7% |
1-03 |
0.7% |
14% |
False |
False |
237,892 |
| 20 |
154-18 |
150-14 |
4-04 |
2.7% |
1-06 |
0.8% |
14% |
False |
False |
295,454 |
| 40 |
154-18 |
149-05 |
5-13 |
3.6% |
1-02 |
0.7% |
34% |
False |
False |
157,930 |
| 60 |
154-18 |
149-05 |
5-13 |
3.6% |
1-00 |
0.7% |
34% |
False |
False |
105,365 |
| 80 |
156-14 |
149-05 |
7-09 |
4.8% |
0-25 |
0.5% |
25% |
False |
False |
79,025 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
152-22 |
|
2.618 |
152-04 |
|
1.618 |
151-25 |
|
1.000 |
151-18 |
|
0.618 |
151-14 |
|
HIGH |
151-07 |
|
0.618 |
151-03 |
|
0.500 |
151-02 |
|
0.382 |
151-00 |
|
LOW |
150-28 |
|
0.618 |
150-21 |
|
1.000 |
150-17 |
|
1.618 |
150-10 |
|
2.618 |
149-31 |
|
4.250 |
149-13 |
|
|
| Fisher Pivots for day following 22-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
151-02 |
151-05 |
| PP |
151-01 |
151-03 |
| S1 |
151-01 |
151-02 |
|