ECBOT 30 Year Treasury Bond Future March 2018
| Trading Metrics calculated at close of trading on 01-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2017 |
01-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
152-00 |
151-26 |
-0-06 |
-0.1% |
153-05 |
| High |
152-06 |
154-06 |
2-00 |
1.3% |
154-06 |
| Low |
151-00 |
151-23 |
0-23 |
0.5% |
151-00 |
| Close |
151-23 |
153-08 |
1-17 |
1.0% |
153-08 |
| Range |
1-06 |
2-15 |
1-09 |
107.9% |
3-06 |
| ATR |
1-01 |
1-04 |
0-03 |
10.0% |
0-00 |
| Volume |
428,991 |
598,954 |
169,963 |
39.6% |
2,151,302 |
|
| Daily Pivots for day following 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-15 |
159-10 |
154-19 |
|
| R3 |
158-00 |
156-27 |
153-30 |
|
| R2 |
155-17 |
155-17 |
153-22 |
|
| R1 |
154-12 |
154-12 |
153-15 |
154-30 |
| PP |
153-02 |
153-02 |
153-02 |
153-11 |
| S1 |
151-29 |
151-29 |
153-01 |
152-16 |
| S2 |
150-19 |
150-19 |
152-26 |
|
| S3 |
148-04 |
149-14 |
152-18 |
|
| S4 |
145-21 |
146-31 |
151-29 |
|
|
| Weekly Pivots for week ending 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-12 |
161-00 |
155-00 |
|
| R3 |
159-06 |
157-26 |
154-04 |
|
| R2 |
156-00 |
156-00 |
153-27 |
|
| R1 |
154-20 |
154-20 |
153-17 |
155-10 |
| PP |
152-26 |
152-26 |
152-26 |
153-05 |
| S1 |
151-14 |
151-14 |
152-31 |
152-04 |
| S2 |
149-20 |
149-20 |
152-21 |
|
| S3 |
146-14 |
148-08 |
152-12 |
|
| S4 |
143-08 |
145-02 |
151-16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
154-06 |
151-00 |
3-06 |
2.1% |
1-13 |
0.9% |
71% |
True |
False |
430,260 |
| 10 |
154-06 |
151-00 |
3-06 |
2.1% |
1-05 |
0.8% |
71% |
True |
False |
248,373 |
| 20 |
154-06 |
150-29 |
3-09 |
2.1% |
1-02 |
0.7% |
71% |
True |
False |
127,543 |
| 40 |
154-06 |
149-05 |
5-01 |
3.3% |
0-31 |
0.6% |
81% |
True |
False |
64,101 |
| 60 |
156-11 |
149-05 |
7-06 |
4.7% |
0-25 |
0.5% |
57% |
False |
False |
42,737 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
164-22 |
|
2.618 |
160-21 |
|
1.618 |
158-06 |
|
1.000 |
156-21 |
|
0.618 |
155-23 |
|
HIGH |
154-06 |
|
0.618 |
153-08 |
|
0.500 |
152-31 |
|
0.382 |
152-21 |
|
LOW |
151-23 |
|
0.618 |
150-06 |
|
1.000 |
149-08 |
|
1.618 |
147-23 |
|
2.618 |
145-08 |
|
4.250 |
141-07 |
|
|
| Fisher Pivots for day following 01-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
153-05 |
153-01 |
| PP |
153-02 |
152-26 |
| S1 |
152-31 |
152-19 |
|