ECBOT 30 Year Treasury Bond Future December 2015
| Trading Metrics calculated at close of trading on 15-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2015 |
15-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
158-02 |
159-21 |
1-19 |
1.0% |
158-25 |
| High |
159-24 |
159-22 |
-0-02 |
0.0% |
159-05 |
| Low |
158-01 |
158-20 |
0-19 |
0.4% |
155-26 |
| Close |
159-19 |
158-23 |
-0-28 |
-0.5% |
156-29 |
| Range |
1-23 |
1-02 |
-0-21 |
-38.2% |
3-11 |
| ATR |
1-24 |
1-22 |
-0-02 |
-2.8% |
0-00 |
| Volume |
249,011 |
202,481 |
-46,530 |
-18.7% |
1,113,653 |
|
| Daily Pivots for day following 15-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-06 |
161-17 |
159-10 |
|
| R3 |
161-04 |
160-15 |
159-00 |
|
| R2 |
160-02 |
160-02 |
158-29 |
|
| R1 |
159-13 |
159-13 |
158-26 |
159-06 |
| PP |
159-00 |
159-00 |
159-00 |
158-29 |
| S1 |
158-11 |
158-11 |
158-20 |
158-04 |
| S2 |
157-30 |
157-30 |
158-17 |
|
| S3 |
156-28 |
157-09 |
158-14 |
|
| S4 |
155-26 |
156-07 |
158-04 |
|
|
| 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 |
159-24 |
155-26 |
3-30 |
2.5% |
1-09 |
0.8% |
74% |
False |
False |
179,393 |
| 10 |
160-20 |
155-26 |
4-26 |
3.0% |
1-20 |
1.0% |
60% |
False |
False |
212,183 |
| 20 |
160-20 |
153-12 |
7-08 |
4.6% |
1-24 |
1.1% |
74% |
False |
False |
228,551 |
| 40 |
161-17 |
151-25 |
9-24 |
6.1% |
1-27 |
1.2% |
71% |
False |
False |
205,482 |
| 60 |
161-17 |
151-22 |
9-27 |
6.2% |
1-24 |
1.1% |
71% |
False |
False |
137,457 |
| 80 |
161-17 |
145-30 |
15-19 |
9.8% |
1-20 |
1.0% |
82% |
False |
False |
103,109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
164-06 |
|
2.618 |
162-15 |
|
1.618 |
161-13 |
|
1.000 |
160-24 |
|
0.618 |
160-11 |
|
HIGH |
159-22 |
|
0.618 |
159-09 |
|
0.500 |
159-05 |
|
0.382 |
159-01 |
|
LOW |
158-20 |
|
0.618 |
157-31 |
|
1.000 |
157-18 |
|
1.618 |
156-29 |
|
2.618 |
155-27 |
|
4.250 |
154-04 |
|
|
| Fisher Pivots for day following 15-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
159-05 |
158-22 |
| PP |
159-00 |
158-20 |
| S1 |
158-28 |
158-19 |
|