ECBOT 30 Year Treasury Bond Future March 2018
| Trading Metrics calculated at close of trading on 05-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2017 |
05-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
152-16 |
153-03 |
0-19 |
0.4% |
153-05 |
| High |
153-06 |
153-26 |
0-20 |
0.4% |
154-06 |
| Low |
152-02 |
152-21 |
0-19 |
0.4% |
151-00 |
| Close |
153-01 |
153-23 |
0-22 |
0.4% |
153-08 |
| Range |
1-04 |
1-05 |
0-01 |
2.8% |
3-06 |
| ATR |
1-04 |
1-04 |
0-00 |
0.1% |
0-00 |
| Volume |
273,620 |
266,294 |
-7,326 |
-2.7% |
2,151,302 |
|
| Daily Pivots for day following 05-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-28 |
156-14 |
154-11 |
|
| R3 |
155-23 |
155-09 |
154-01 |
|
| R2 |
154-18 |
154-18 |
153-30 |
|
| R1 |
154-04 |
154-04 |
153-26 |
154-11 |
| PP |
153-13 |
153-13 |
153-13 |
153-16 |
| S1 |
152-31 |
152-31 |
153-20 |
153-06 |
| S2 |
152-08 |
152-08 |
153-16 |
|
| S3 |
151-03 |
151-26 |
153-13 |
|
| S4 |
149-30 |
150-21 |
153-03 |
|
|
| 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% |
1-18 |
1.0% |
85% |
False |
False |
384,495 |
| 10 |
154-06 |
151-00 |
3-06 |
2.1% |
1-07 |
0.8% |
85% |
False |
False |
297,698 |
| 20 |
154-06 |
150-29 |
3-09 |
2.1% |
1-03 |
0.7% |
86% |
False |
False |
154,457 |
| 40 |
154-06 |
149-05 |
5-01 |
3.3% |
1-00 |
0.7% |
91% |
False |
False |
77,597 |
| 60 |
154-10 |
149-05 |
5-05 |
3.4% |
0-26 |
0.5% |
88% |
False |
False |
51,736 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158-23 |
|
2.618 |
156-27 |
|
1.618 |
155-22 |
|
1.000 |
154-31 |
|
0.618 |
154-17 |
|
HIGH |
153-26 |
|
0.618 |
153-12 |
|
0.500 |
153-08 |
|
0.382 |
153-03 |
|
LOW |
152-21 |
|
0.618 |
151-30 |
|
1.000 |
151-16 |
|
1.618 |
150-25 |
|
2.618 |
149-20 |
|
4.250 |
147-24 |
|
|
| Fisher Pivots for day following 05-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
153-18 |
153-15 |
| PP |
153-13 |
153-07 |
| S1 |
153-08 |
152-31 |
|