ECBOT 30 Year Treasury Bond Future December 2015
| Trading Metrics calculated at close of trading on 20-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2015 |
20-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
158-17 |
158-14 |
-0-03 |
-0.1% |
157-01 |
| High |
158-31 |
158-21 |
-0-10 |
-0.2% |
159-24 |
| Low |
157-18 |
157-03 |
-0-15 |
-0.3% |
156-23 |
| Close |
158-12 |
157-09 |
-1-03 |
-0.7% |
158-30 |
| Range |
1-13 |
1-18 |
0-05 |
11.1% |
3-01 |
| ATR |
1-20 |
1-20 |
0-00 |
-0.3% |
0-00 |
| Volume |
186,652 |
208,916 |
22,264 |
11.9% |
835,224 |
|
| Daily Pivots for day following 20-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-12 |
161-12 |
158-04 |
|
| R3 |
160-26 |
159-26 |
157-23 |
|
| R2 |
159-08 |
159-08 |
157-18 |
|
| R1 |
158-08 |
158-08 |
157-14 |
157-31 |
| PP |
157-22 |
157-22 |
157-22 |
157-17 |
| S1 |
156-22 |
156-22 |
157-04 |
156-13 |
| S2 |
156-04 |
156-04 |
157-00 |
|
| S3 |
154-18 |
155-04 |
156-27 |
|
| S4 |
153-00 |
153-18 |
156-14 |
|
|
| Weekly Pivots for week ending 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167-18 |
166-09 |
160-19 |
|
| R3 |
164-17 |
163-08 |
159-25 |
|
| R2 |
161-16 |
161-16 |
159-16 |
|
| R1 |
160-07 |
160-07 |
159-07 |
160-28 |
| PP |
158-15 |
158-15 |
158-15 |
158-25 |
| S1 |
157-06 |
157-06 |
158-21 |
157-26 |
| S2 |
155-14 |
155-14 |
158-12 |
|
| S3 |
152-13 |
154-05 |
158-03 |
|
| S4 |
149-12 |
151-04 |
157-09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
159-24 |
157-03 |
2-21 |
1.7% |
1-10 |
0.8% |
7% |
False |
True |
202,416 |
| 10 |
159-24 |
155-26 |
3-30 |
2.5% |
1-12 |
0.9% |
37% |
False |
False |
195,511 |
| 20 |
160-20 |
154-22 |
5-30 |
3.8% |
1-19 |
1.0% |
44% |
False |
False |
222,470 |
| 40 |
160-20 |
151-25 |
8-27 |
5.6% |
1-25 |
1.1% |
62% |
False |
False |
218,541 |
| 60 |
161-17 |
151-25 |
9-24 |
6.2% |
1-25 |
1.1% |
56% |
False |
False |
146,793 |
| 80 |
161-17 |
146-21 |
14-28 |
9.5% |
1-21 |
1.1% |
71% |
False |
False |
110,115 |
| 100 |
161-17 |
145-30 |
15-19 |
9.9% |
1-13 |
0.9% |
73% |
False |
False |
88,093 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165-10 |
|
2.618 |
162-24 |
|
1.618 |
161-06 |
|
1.000 |
160-07 |
|
0.618 |
159-20 |
|
HIGH |
158-21 |
|
0.618 |
158-02 |
|
0.500 |
157-28 |
|
0.382 |
157-22 |
|
LOW |
157-03 |
|
0.618 |
156-04 |
|
1.000 |
155-17 |
|
1.618 |
154-18 |
|
2.618 |
153-00 |
|
4.250 |
150-14 |
|
|
| Fisher Pivots for day following 20-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
157-28 |
158-07 |
| PP |
157-22 |
157-29 |
| S1 |
157-15 |
157-19 |
|