ECBOT 30 Year Treasury Bond Future March 2018
| Trading Metrics calculated at close of trading on 18-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2017 |
18-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
154-02 |
154-08 |
0-06 |
0.1% |
153-00 |
| High |
154-15 |
154-08 |
-0-07 |
-0.1% |
154-15 |
| Low |
153-22 |
153-02 |
-0-20 |
-0.4% |
152-05 |
| Close |
154-09 |
153-06 |
-1-03 |
-0.7% |
154-09 |
| Range |
0-25 |
1-06 |
0-13 |
52.0% |
2-10 |
| ATR |
1-03 |
1-03 |
0-00 |
0.8% |
0-00 |
| Volume |
228,586 |
185,221 |
-43,365 |
-19.0% |
1,269,067 |
|
| Daily Pivots for day following 18-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-02 |
156-10 |
153-27 |
|
| R3 |
155-28 |
155-04 |
153-16 |
|
| R2 |
154-22 |
154-22 |
153-13 |
|
| R1 |
153-30 |
153-30 |
153-09 |
153-23 |
| PP |
153-16 |
153-16 |
153-16 |
153-12 |
| S1 |
152-24 |
152-24 |
153-03 |
152-17 |
| S2 |
152-10 |
152-10 |
152-31 |
|
| S3 |
151-04 |
151-18 |
152-28 |
|
| S4 |
149-30 |
150-12 |
152-17 |
|
|
| Weekly Pivots for week ending 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-18 |
159-24 |
155-18 |
|
| R3 |
158-08 |
157-14 |
154-29 |
|
| R2 |
155-30 |
155-30 |
154-23 |
|
| R1 |
155-04 |
155-04 |
154-16 |
155-17 |
| PP |
153-20 |
153-20 |
153-20 |
153-27 |
| S1 |
152-26 |
152-26 |
154-02 |
153-07 |
| S2 |
151-10 |
151-10 |
153-27 |
|
| S3 |
149-00 |
150-16 |
153-21 |
|
| S4 |
146-22 |
148-06 |
153-00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
154-15 |
152-05 |
2-10 |
1.5% |
1-04 |
0.7% |
45% |
False |
False |
258,584 |
| 10 |
154-18 |
152-05 |
2-13 |
1.6% |
1-03 |
0.7% |
43% |
False |
False |
255,952 |
| 20 |
154-18 |
151-00 |
3-18 |
2.3% |
1-04 |
0.7% |
61% |
False |
False |
265,372 |
| 40 |
154-18 |
149-05 |
5-13 |
3.5% |
1-02 |
0.7% |
75% |
False |
False |
134,908 |
| 60 |
154-18 |
149-05 |
5-13 |
3.5% |
0-30 |
0.6% |
75% |
False |
False |
89,955 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
159-10 |
|
2.618 |
157-11 |
|
1.618 |
156-05 |
|
1.000 |
155-14 |
|
0.618 |
154-31 |
|
HIGH |
154-08 |
|
0.618 |
153-25 |
|
0.500 |
153-21 |
|
0.382 |
153-17 |
|
LOW |
153-02 |
|
0.618 |
152-11 |
|
1.000 |
151-28 |
|
1.618 |
151-05 |
|
2.618 |
149-31 |
|
4.250 |
148-00 |
|
|
| Fisher Pivots for day following 18-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
153-21 |
153-25 |
| PP |
153-16 |
153-18 |
| S1 |
153-11 |
153-12 |
|