ECBOT 30 Year Treasury Bond Future March 2018
| Trading Metrics calculated at close of trading on 29-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2017 |
29-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
152-29 |
152-23 |
-0-06 |
-0.1% |
150-29 |
| High |
152-29 |
153-03 |
0-06 |
0.1% |
153-04 |
| Low |
152-13 |
152-10 |
-0-03 |
-0.1% |
150-24 |
| Close |
152-23 |
153-00 |
0-09 |
0.2% |
153-00 |
| Range |
0-16 |
0-25 |
0-09 |
56.3% |
2-12 |
| ATR |
1-03 |
1-03 |
-0-01 |
-2.1% |
0-00 |
| Volume |
158,645 |
177,685 |
19,040 |
12.0% |
655,884 |
|
| Daily Pivots for day following 29-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-05 |
154-27 |
153-14 |
|
| R3 |
154-12 |
154-02 |
153-07 |
|
| R2 |
153-19 |
153-19 |
153-05 |
|
| R1 |
153-09 |
153-09 |
153-02 |
153-14 |
| PP |
152-26 |
152-26 |
152-26 |
152-28 |
| S1 |
152-16 |
152-16 |
152-30 |
152-21 |
| S2 |
152-01 |
152-01 |
152-27 |
|
| S3 |
151-08 |
151-23 |
152-25 |
|
| S4 |
150-15 |
150-30 |
152-18 |
|
|
| Weekly Pivots for week ending 29-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-13 |
158-19 |
154-10 |
|
| R3 |
157-01 |
156-07 |
153-21 |
|
| R2 |
154-21 |
154-21 |
153-14 |
|
| R1 |
153-27 |
153-27 |
153-07 |
154-08 |
| PP |
152-09 |
152-09 |
152-09 |
152-16 |
| S1 |
151-15 |
151-15 |
152-25 |
151-28 |
| S2 |
149-29 |
149-29 |
152-18 |
|
| S3 |
147-17 |
149-03 |
152-11 |
|
| S4 |
145-05 |
146-23 |
151-22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
153-04 |
150-24 |
2-12 |
1.6% |
0-28 |
0.6% |
95% |
False |
False |
152,035 |
| 10 |
154-15 |
150-14 |
4-01 |
2.6% |
1-02 |
0.7% |
64% |
False |
False |
199,432 |
| 20 |
154-18 |
150-14 |
4-04 |
2.7% |
1-05 |
0.8% |
62% |
False |
False |
250,631 |
| 40 |
154-18 |
150-14 |
4-04 |
2.7% |
1-02 |
0.7% |
62% |
False |
False |
174,126 |
| 60 |
154-18 |
149-05 |
5-13 |
3.5% |
1-00 |
0.7% |
71% |
False |
False |
116,296 |
| 80 |
156-14 |
149-05 |
7-09 |
4.8% |
0-27 |
0.6% |
53% |
False |
False |
87,224 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
156-13 |
|
2.618 |
155-04 |
|
1.618 |
154-11 |
|
1.000 |
153-28 |
|
0.618 |
153-18 |
|
HIGH |
153-03 |
|
0.618 |
152-25 |
|
0.500 |
152-23 |
|
0.382 |
152-20 |
|
LOW |
152-10 |
|
0.618 |
151-27 |
|
1.000 |
151-17 |
|
1.618 |
151-02 |
|
2.618 |
150-09 |
|
4.250 |
149-00 |
|
|
| Fisher Pivots for day following 29-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
152-29 |
152-24 |
| PP |
152-26 |
152-16 |
| S1 |
152-23 |
152-08 |
|