ECBOT 30 Year Treasury Bond Future March 2018
            
            
                
    
    
        | 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 | 
                        153-03 | 
                        153-24 | 
                        0-21 | 
                        0.4% | 
                        153-05 | 
                     
                    
                        | High | 
                        153-26 | 
                        154-18 | 
                        0-24 | 
                        0.5% | 
                        154-06 | 
                     
                    
                        | Low | 
                        152-21 | 
                        153-17 | 
                        0-28 | 
                        0.6% | 
                        151-00 | 
                     
                    
                        | Close | 
                        153-23 | 
                        154-02 | 
                        0-11 | 
                        0.2% | 
                        153-08 | 
                     
                    
                        | Range | 
                        1-05 | 
                        1-01 | 
                        -0-04 | 
                        -10.8% | 
                        3-06 | 
                     
                    
                        | ATR | 
                        1-04 | 
                        1-04 | 
                        0-00 | 
                        -0.7% | 
                        0-00 | 
                     
                    
                        | Volume | 
                        266,294 | 
                        295,023 | 
                        28,729 | 
                        10.8% | 
                        2,151,302 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 06-Dec-2017 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                157-05 | 
                156-20 | 
                154-20 | 
                 | 
             
            
                | R3 | 
                156-04 | 
                155-19 | 
                154-11 | 
                 | 
             
            
                | R2 | 
                155-03 | 
                155-03 | 
                154-08 | 
                 | 
             
            
                | R1 | 
                154-18 | 
                154-18 | 
                154-05 | 
                154-26 | 
             
            
                | PP | 
                154-02 | 
                154-02 | 
                154-02 | 
                154-06 | 
             
            
                | S1 | 
                153-17 | 
                153-17 | 
                153-31 | 
                153-26 | 
             
            
                | S2 | 
                153-01 | 
                153-01 | 
                153-28 | 
                 | 
             
            
                | S3 | 
                152-00 | 
                152-16 | 
                153-25 | 
                 | 
             
            
                | S4 | 
                150-31 | 
                151-15 | 
                153-16 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                154-18 | 
                151-00 | 
                3-18 | 
                2.3% | 
                1-13 | 
                0.9% | 
                86% | 
                True | 
                False | 
                372,576 | 
                 
                
                | 10 | 
                154-18 | 
                151-00 | 
                3-18 | 
                2.3% | 
                1-07 | 
                0.8% | 
                86% | 
                True | 
                False | 
                313,857 | 
                 
                
                | 20 | 
                154-18 | 
                150-29 | 
                3-21 | 
                2.4% | 
                1-04 | 
                0.7% | 
                86% | 
                True | 
                False | 
                169,058 | 
                 
                
                | 40 | 
                154-18 | 
                149-05 | 
                5-13 | 
                3.5% | 
                1-00 | 
                0.6% | 
                91% | 
                True | 
                False | 
                84,969 | 
                 
                
                | 60 | 
                154-18 | 
                149-05 | 
                5-13 | 
                3.5% | 
                0-27 | 
                0.5% | 
                91% | 
                True | 
                False | 
                56,653 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            158-30 | 
         
        
            | 
2.618             | 
            157-08 | 
         
        
            | 
1.618             | 
            156-07 | 
         
        
            | 
1.000             | 
            155-19 | 
         
        
            | 
0.618             | 
            155-06 | 
         
        
            | 
HIGH             | 
            154-18 | 
         
        
            | 
0.618             | 
            154-05 | 
         
        
            | 
0.500             | 
            154-02 | 
         
        
            | 
0.382             | 
            153-30 | 
         
        
            | 
LOW             | 
            153-17 | 
         
        
            | 
0.618             | 
            152-29 | 
         
        
            | 
1.000             | 
            152-16 | 
         
        
            | 
1.618             | 
            151-28 | 
         
        
            | 
2.618             | 
            150-27 | 
         
        
            | 
4.250             | 
            149-05 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 06-Dec-2017 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                154-02 | 
                                153-26 | 
                             
                            
                                | PP | 
                                154-02 | 
                                153-18 | 
                             
                            
                                | S1 | 
                                154-02 | 
                                153-10 | 
                             
             
         |