ECBOT 30 Year Treasury Bond Future March 2018
| Trading Metrics calculated at close of trading on 27-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2017 |
27-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
150-29 |
151-12 |
0-15 |
0.3% |
154-08 |
| High |
151-25 |
153-04 |
1-11 |
0.9% |
154-08 |
| Low |
150-24 |
151-12 |
0-20 |
0.4% |
150-14 |
| Close |
151-20 |
152-30 |
1-10 |
0.9% |
151-00 |
| Range |
1-01 |
1-24 |
0-23 |
69.7% |
3-26 |
| ATR |
1-03 |
1-05 |
0-01 |
4.2% |
0-00 |
| Volume |
82,762 |
236,792 |
154,030 |
186.1% |
1,109,859 |
|
| Daily Pivots for day following 27-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-23 |
157-03 |
153-29 |
|
| R3 |
155-31 |
155-11 |
153-13 |
|
| R2 |
154-07 |
154-07 |
153-08 |
|
| R1 |
153-19 |
153-19 |
153-03 |
153-29 |
| PP |
152-15 |
152-15 |
152-15 |
152-20 |
| S1 |
151-27 |
151-27 |
152-25 |
152-05 |
| S2 |
150-23 |
150-23 |
152-20 |
|
| S3 |
148-31 |
150-03 |
152-15 |
|
| S4 |
147-07 |
148-11 |
151-31 |
|
|
| 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 |
153-04 |
150-14 |
2-22 |
1.8% |
1-02 |
0.7% |
93% |
True |
False |
183,486 |
| 10 |
154-15 |
150-14 |
4-01 |
2.6% |
1-07 |
0.8% |
62% |
False |
False |
226,685 |
| 20 |
154-18 |
150-14 |
4-04 |
2.7% |
1-08 |
0.8% |
61% |
False |
False |
272,995 |
| 40 |
154-18 |
150-14 |
4-04 |
2.7% |
1-03 |
0.7% |
61% |
False |
False |
165,834 |
| 60 |
154-18 |
149-05 |
5-13 |
3.5% |
1-01 |
0.7% |
70% |
False |
False |
110,691 |
| 80 |
156-14 |
149-05 |
7-09 |
4.8% |
0-27 |
0.5% |
52% |
False |
False |
83,020 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
160-18 |
|
2.618 |
157-23 |
|
1.618 |
155-31 |
|
1.000 |
154-28 |
|
0.618 |
154-07 |
|
HIGH |
153-04 |
|
0.618 |
152-15 |
|
0.500 |
152-08 |
|
0.382 |
152-01 |
|
LOW |
151-12 |
|
0.618 |
150-09 |
|
1.000 |
149-20 |
|
1.618 |
148-17 |
|
2.618 |
146-25 |
|
4.250 |
143-30 |
|
|
| Fisher Pivots for day following 27-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
152-23 |
152-19 |
| PP |
152-15 |
152-09 |
| S1 |
152-08 |
151-30 |
|