ECBOT 30 Year Treasury Bond Future March 2018
| Trading Metrics calculated at close of trading on 11-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2017 |
11-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
153-05 |
153-00 |
-0-05 |
-0.1% |
152-16 |
| High |
153-09 |
153-19 |
0-10 |
0.2% |
154-18 |
| Low |
152-17 |
152-28 |
0-11 |
0.2% |
152-02 |
| Close |
152-28 |
153-01 |
0-05 |
0.1% |
152-28 |
| Range |
0-24 |
0-23 |
-0-01 |
-4.2% |
2-16 |
| ATR |
1-04 |
1-03 |
-0-01 |
-2.6% |
0-00 |
| Volume |
268,038 |
161,368 |
-106,670 |
-39.8% |
1,378,861 |
|
| Daily Pivots for day following 11-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-10 |
154-29 |
153-14 |
|
| R3 |
154-19 |
154-06 |
153-07 |
|
| R2 |
153-28 |
153-28 |
153-05 |
|
| R1 |
153-15 |
153-15 |
153-03 |
153-22 |
| PP |
153-05 |
153-05 |
153-05 |
153-09 |
| S1 |
152-24 |
152-24 |
152-31 |
152-31 |
| S2 |
152-14 |
152-14 |
152-29 |
|
| S3 |
151-23 |
152-01 |
152-27 |
|
| S4 |
151-00 |
151-10 |
152-20 |
|
|
| Weekly Pivots for week ending 08-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-21 |
159-09 |
154-08 |
|
| R3 |
158-05 |
156-25 |
153-18 |
|
| R2 |
155-21 |
155-21 |
153-11 |
|
| R1 |
154-09 |
154-09 |
153-03 |
154-31 |
| PP |
153-05 |
153-05 |
153-05 |
153-16 |
| S1 |
151-25 |
151-25 |
152-21 |
152-15 |
| S2 |
150-21 |
150-21 |
152-13 |
|
| S3 |
148-05 |
149-09 |
152-06 |
|
| S4 |
145-21 |
146-25 |
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 |
152-17 |
2-01 |
1.3% |
1-02 |
0.7% |
25% |
False |
False |
253,321 |
| 10 |
154-18 |
151-00 |
3-18 |
2.3% |
1-09 |
0.8% |
57% |
False |
False |
329,278 |
| 20 |
154-18 |
150-29 |
3-21 |
2.4% |
1-03 |
0.7% |
58% |
False |
False |
203,718 |
| 40 |
154-18 |
149-05 |
5-13 |
3.5% |
1-00 |
0.7% |
72% |
False |
False |
102,598 |
| 60 |
154-18 |
149-05 |
5-13 |
3.5% |
0-28 |
0.6% |
72% |
False |
False |
68,408 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
156-21 |
|
2.618 |
155-15 |
|
1.618 |
154-24 |
|
1.000 |
154-10 |
|
0.618 |
154-01 |
|
HIGH |
153-19 |
|
0.618 |
153-10 |
|
0.500 |
153-08 |
|
0.382 |
153-05 |
|
LOW |
152-28 |
|
0.618 |
152-14 |
|
1.000 |
152-05 |
|
1.618 |
151-23 |
|
2.618 |
151-00 |
|
4.250 |
149-26 |
|
|
| Fisher Pivots for day following 11-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
153-08 |
153-16 |
| PP |
153-05 |
153-11 |
| S1 |
153-03 |
153-06 |
|