ECBOT 30 Year Treasury Bond Future December 2017
| Trading Metrics calculated at close of trading on 06-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2017 |
06-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
154-06 |
154-24 |
0-18 |
0.4% |
154-10 |
| High |
154-29 |
155-21 |
0-24 |
0.5% |
155-09 |
| Low |
153-25 |
154-21 |
0-28 |
0.6% |
152-04 |
| Close |
154-26 |
155-05 |
0-11 |
0.2% |
154-12 |
| Range |
1-04 |
1-00 |
-0-04 |
-11.1% |
3-05 |
| ATR |
1-05 |
1-05 |
0-00 |
-1.0% |
0-00 |
| Volume |
7,542 |
17,101 |
9,559 |
126.7% |
1,518,960 |
|
| Daily Pivots for day following 06-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-05 |
157-21 |
155-23 |
|
| R3 |
157-05 |
156-21 |
155-14 |
|
| R2 |
156-05 |
156-05 |
155-11 |
|
| R1 |
155-21 |
155-21 |
155-08 |
155-29 |
| PP |
155-05 |
155-05 |
155-05 |
155-09 |
| S1 |
154-21 |
154-21 |
155-02 |
154-29 |
| S2 |
154-05 |
154-05 |
154-31 |
|
| S3 |
153-05 |
153-21 |
154-28 |
|
| S4 |
152-05 |
152-21 |
154-19 |
|
|
| Weekly Pivots for week ending 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163-13 |
162-01 |
156-04 |
|
| R3 |
160-08 |
158-28 |
155-08 |
|
| R2 |
157-03 |
157-03 |
154-31 |
|
| R1 |
155-23 |
155-23 |
154-21 |
156-13 |
| PP |
153-30 |
153-30 |
153-30 |
154-09 |
| S1 |
152-18 |
152-18 |
154-03 |
153-08 |
| S2 |
150-25 |
150-25 |
153-25 |
|
| S3 |
147-20 |
149-13 |
153-16 |
|
| S4 |
144-15 |
146-08 |
152-20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
155-21 |
152-04 |
3-17 |
2.3% |
1-12 |
0.9% |
86% |
True |
False |
30,056 |
| 10 |
155-21 |
152-04 |
3-17 |
2.3% |
1-07 |
0.8% |
86% |
True |
False |
204,424 |
| 20 |
155-21 |
152-01 |
3-20 |
2.3% |
1-04 |
0.7% |
86% |
True |
False |
249,352 |
| 40 |
155-21 |
150-10 |
5-11 |
3.4% |
1-03 |
0.7% |
91% |
True |
False |
258,832 |
| 60 |
155-21 |
150-10 |
5-11 |
3.4% |
1-01 |
0.7% |
91% |
True |
False |
258,712 |
| 80 |
158-09 |
150-10 |
7-31 |
5.1% |
1-02 |
0.7% |
61% |
False |
False |
237,340 |
| 100 |
158-09 |
150-10 |
7-31 |
5.1% |
1-02 |
0.7% |
61% |
False |
False |
190,078 |
| 120 |
158-09 |
150-10 |
7-31 |
5.1% |
1-00 |
0.7% |
61% |
False |
False |
158,409 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
159-29 |
|
2.618 |
158-09 |
|
1.618 |
157-09 |
|
1.000 |
156-21 |
|
0.618 |
156-09 |
|
HIGH |
155-21 |
|
0.618 |
155-09 |
|
0.500 |
155-05 |
|
0.382 |
155-01 |
|
LOW |
154-21 |
|
0.618 |
154-01 |
|
1.000 |
153-21 |
|
1.618 |
153-01 |
|
2.618 |
152-01 |
|
4.250 |
150-13 |
|
|
| Fisher Pivots for day following 06-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
155-05 |
154-29 |
| PP |
155-05 |
154-21 |
| S1 |
155-05 |
154-14 |
|