ECBOT 30 Year Treasury Bond Future March 2018
| Trading Metrics calculated at close of trading on 07-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2017 |
07-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
153-24 |
153-28 |
0-04 |
0.1% |
153-05 |
| High |
154-18 |
154-14 |
-0-04 |
-0.1% |
154-06 |
| Low |
153-17 |
152-27 |
-0-22 |
-0.4% |
151-00 |
| Close |
154-02 |
152-28 |
-1-06 |
-0.8% |
153-08 |
| Range |
1-01 |
1-19 |
0-18 |
54.5% |
3-06 |
| ATR |
1-04 |
1-05 |
0-01 |
2.9% |
0-00 |
| Volume |
295,023 |
275,886 |
-19,137 |
-6.5% |
2,151,302 |
|
| Daily Pivots for day following 07-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-05 |
157-04 |
153-24 |
|
| R3 |
156-18 |
155-17 |
153-10 |
|
| R2 |
154-31 |
154-31 |
153-05 |
|
| R1 |
153-30 |
153-30 |
153-01 |
153-21 |
| PP |
153-12 |
153-12 |
153-12 |
153-08 |
| S1 |
152-11 |
152-11 |
152-23 |
152-02 |
| S2 |
151-25 |
151-25 |
152-19 |
|
| S3 |
150-06 |
150-24 |
152-14 |
|
| S4 |
148-19 |
149-05 |
152-00 |
|
|
| 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 |
151-23 |
2-27 |
1.9% |
1-15 |
1.0% |
41% |
False |
False |
341,955 |
| 10 |
154-18 |
151-00 |
3-18 |
2.3% |
1-09 |
0.8% |
53% |
False |
False |
331,475 |
| 20 |
154-18 |
150-29 |
3-21 |
2.4% |
1-05 |
0.8% |
54% |
False |
False |
182,549 |
| 40 |
154-18 |
149-05 |
5-13 |
3.5% |
1-01 |
0.7% |
69% |
False |
False |
91,866 |
| 60 |
154-18 |
149-05 |
5-13 |
3.5% |
0-28 |
0.6% |
69% |
False |
False |
61,251 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
161-07 |
|
2.618 |
158-20 |
|
1.618 |
157-01 |
|
1.000 |
156-01 |
|
0.618 |
155-14 |
|
HIGH |
154-14 |
|
0.618 |
153-27 |
|
0.500 |
153-21 |
|
0.382 |
153-14 |
|
LOW |
152-27 |
|
0.618 |
151-27 |
|
1.000 |
151-08 |
|
1.618 |
150-08 |
|
2.618 |
148-21 |
|
4.250 |
146-02 |
|
|
| Fisher Pivots for day following 07-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
153-21 |
153-20 |
| PP |
153-12 |
153-12 |
| S1 |
153-04 |
153-04 |
|