ECBOT 30 Year Treasury Bond Future March 2018
| Trading Metrics calculated at close of trading on 26-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2017 |
26-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
151-00 |
150-29 |
-0-03 |
-0.1% |
154-08 |
| High |
151-07 |
151-25 |
0-18 |
0.4% |
154-08 |
| Low |
150-28 |
150-24 |
-0-04 |
-0.1% |
150-14 |
| Close |
151-00 |
151-20 |
0-20 |
0.4% |
151-00 |
| Range |
0-11 |
1-01 |
0-22 |
200.0% |
3-26 |
| ATR |
1-04 |
1-03 |
0-00 |
-0.5% |
0-00 |
| Volume |
104,291 |
82,762 |
-21,529 |
-20.6% |
1,109,859 |
|
| Daily Pivots for day following 26-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-15 |
154-03 |
152-06 |
|
| R3 |
153-14 |
153-02 |
151-29 |
|
| R2 |
152-13 |
152-13 |
151-26 |
|
| R1 |
152-01 |
152-01 |
151-23 |
152-07 |
| PP |
151-12 |
151-12 |
151-12 |
151-16 |
| S1 |
151-00 |
151-00 |
151-17 |
151-06 |
| S2 |
150-11 |
150-11 |
151-14 |
|
| S3 |
149-10 |
149-31 |
151-11 |
|
| S4 |
148-09 |
148-30 |
151-02 |
|
|
| Weekly Pivots for week ending 22-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163-11 |
160-31 |
153-03 |
|
| R3 |
159-17 |
157-05 |
152-02 |
|
| R2 |
155-23 |
155-23 |
151-22 |
|
| R1 |
153-11 |
153-11 |
151-11 |
152-20 |
| PP |
151-29 |
151-29 |
151-29 |
151-17 |
| S1 |
149-17 |
149-17 |
150-21 |
148-26 |
| S2 |
148-03 |
148-03 |
150-10 |
|
| S3 |
144-09 |
145-23 |
149-30 |
|
| S4 |
140-15 |
141-29 |
148-29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
153-15 |
150-14 |
3-01 |
2.0% |
1-05 |
0.8% |
39% |
False |
False |
201,480 |
| 10 |
154-15 |
150-14 |
4-01 |
2.7% |
1-04 |
0.7% |
29% |
False |
False |
230,032 |
| 20 |
154-18 |
150-14 |
4-04 |
2.7% |
1-06 |
0.8% |
29% |
False |
False |
279,655 |
| 40 |
154-18 |
150-07 |
4-11 |
2.9% |
1-02 |
0.7% |
32% |
False |
False |
159,994 |
| 60 |
154-18 |
149-05 |
5-13 |
3.6% |
1-00 |
0.7% |
46% |
False |
False |
106,744 |
| 80 |
156-14 |
149-05 |
7-09 |
4.8% |
0-26 |
0.5% |
34% |
False |
False |
80,060 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
156-05 |
|
2.618 |
154-15 |
|
1.618 |
153-14 |
|
1.000 |
152-26 |
|
0.618 |
152-13 |
|
HIGH |
151-25 |
|
0.618 |
151-12 |
|
0.500 |
151-09 |
|
0.382 |
151-05 |
|
LOW |
150-24 |
|
0.618 |
150-04 |
|
1.000 |
149-23 |
|
1.618 |
149-03 |
|
2.618 |
148-02 |
|
4.250 |
146-12 |
|
|
| Fisher Pivots for day following 26-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
151-16 |
151-15 |
| PP |
151-12 |
151-09 |
| S1 |
151-09 |
151-04 |
|