ECBOT 30 Year Treasury Bond Future December 2015
| Trading Metrics calculated at close of trading on 12-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2015 |
12-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
156-20 |
157-01 |
0-13 |
0.3% |
158-25 |
| High |
157-05 |
157-31 |
0-26 |
0.5% |
159-05 |
| Low |
155-26 |
156-23 |
0-29 |
0.6% |
155-26 |
| Close |
156-29 |
157-26 |
0-29 |
0.6% |
156-29 |
| Range |
1-11 |
1-08 |
-0-03 |
-7.0% |
3-11 |
| ATR |
1-27 |
1-25 |
-0-01 |
-2.3% |
0-00 |
| Volume |
226,763 |
42,259 |
-184,504 |
-81.4% |
1,113,653 |
|
| Daily Pivots for day following 12-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-08 |
160-25 |
158-16 |
|
| R3 |
160-00 |
159-17 |
158-05 |
|
| R2 |
158-24 |
158-24 |
158-01 |
|
| R1 |
158-09 |
158-09 |
157-30 |
158-16 |
| PP |
157-16 |
157-16 |
157-16 |
157-20 |
| S1 |
157-01 |
157-01 |
157-22 |
157-08 |
| S2 |
156-08 |
156-08 |
157-19 |
|
| S3 |
155-00 |
155-25 |
157-15 |
|
| S4 |
153-24 |
154-17 |
157-04 |
|
|
| Weekly Pivots for week ending 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167-10 |
165-15 |
158-24 |
|
| R3 |
163-31 |
162-04 |
157-26 |
|
| R2 |
160-20 |
160-20 |
157-17 |
|
| R1 |
158-25 |
158-25 |
157-07 |
158-01 |
| PP |
157-09 |
157-09 |
157-09 |
156-30 |
| S1 |
155-14 |
155-14 |
156-19 |
154-22 |
| S2 |
153-30 |
153-30 |
156-09 |
|
| S3 |
150-19 |
152-03 |
156-00 |
|
| S4 |
147-08 |
148-24 |
155-02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
158-10 |
155-26 |
2-16 |
1.6% |
1-15 |
0.9% |
80% |
False |
False |
195,091 |
| 10 |
160-20 |
155-26 |
4-26 |
3.0% |
1-21 |
1.1% |
42% |
False |
False |
227,819 |
| 20 |
160-20 |
151-25 |
8-27 |
5.6% |
1-27 |
1.2% |
68% |
False |
False |
230,159 |
| 40 |
161-17 |
151-25 |
9-24 |
6.2% |
1-28 |
1.2% |
62% |
False |
False |
189,961 |
| 60 |
161-17 |
149-20 |
11-29 |
7.5% |
1-24 |
1.1% |
69% |
False |
False |
126,996 |
| 80 |
161-17 |
145-30 |
15-19 |
9.9% |
1-19 |
1.0% |
76% |
False |
False |
95,259 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
163-09 |
|
2.618 |
161-08 |
|
1.618 |
160-00 |
|
1.000 |
159-07 |
|
0.618 |
158-24 |
|
HIGH |
157-31 |
|
0.618 |
157-16 |
|
0.500 |
157-11 |
|
0.382 |
157-06 |
|
LOW |
156-23 |
|
0.618 |
155-30 |
|
1.000 |
155-15 |
|
1.618 |
154-22 |
|
2.618 |
153-14 |
|
4.250 |
151-13 |
|
|
| Fisher Pivots for day following 12-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
157-21 |
157-18 |
| PP |
157-16 |
157-10 |
| S1 |
157-11 |
157-02 |
|