ECBOT 30 Year Treasury Bond Future December 2015
| Trading Metrics calculated at close of trading on 21-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2015 |
21-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
158-14 |
157-12 |
-1-02 |
-0.7% |
157-01 |
| High |
158-21 |
158-23 |
0-02 |
0.0% |
159-24 |
| Low |
157-03 |
157-08 |
0-05 |
0.1% |
156-23 |
| Close |
157-09 |
158-13 |
1-04 |
0.7% |
158-30 |
| Range |
1-18 |
1-15 |
-0-03 |
-6.0% |
3-01 |
| ATR |
1-20 |
1-19 |
0-00 |
-0.7% |
0-00 |
| Volume |
208,916 |
201,432 |
-7,484 |
-3.6% |
835,224 |
|
| Daily Pivots for day following 21-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-17 |
161-30 |
159-07 |
|
| R3 |
161-02 |
160-15 |
158-26 |
|
| R2 |
159-19 |
159-19 |
158-22 |
|
| R1 |
159-00 |
159-00 |
158-17 |
159-10 |
| PP |
158-04 |
158-04 |
158-04 |
158-09 |
| S1 |
157-17 |
157-17 |
158-09 |
157-26 |
| S2 |
156-21 |
156-21 |
158-04 |
|
| S3 |
155-06 |
156-02 |
158-00 |
|
| S4 |
153-23 |
154-19 |
157-19 |
|
|
| 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 |
159-22 |
157-03 |
2-19 |
1.6% |
1-09 |
0.8% |
51% |
False |
False |
192,900 |
| 10 |
159-24 |
155-26 |
3-30 |
2.5% |
1-12 |
0.9% |
66% |
False |
False |
194,934 |
| 20 |
160-20 |
155-04 |
5-16 |
3.5% |
1-18 |
1.0% |
60% |
False |
False |
222,588 |
| 40 |
160-20 |
151-25 |
8-27 |
5.6% |
1-24 |
1.1% |
75% |
False |
False |
221,658 |
| 60 |
161-17 |
151-25 |
9-24 |
6.2% |
1-25 |
1.1% |
68% |
False |
False |
150,142 |
| 80 |
161-17 |
146-21 |
14-28 |
9.4% |
1-21 |
1.0% |
79% |
False |
False |
112,633 |
| 100 |
161-17 |
145-30 |
15-19 |
9.8% |
1-13 |
0.9% |
80% |
False |
False |
90,107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
164-31 |
|
2.618 |
162-18 |
|
1.618 |
161-03 |
|
1.000 |
160-06 |
|
0.618 |
159-20 |
|
HIGH |
158-23 |
|
0.618 |
158-05 |
|
0.500 |
158-00 |
|
0.382 |
157-26 |
|
LOW |
157-08 |
|
0.618 |
156-11 |
|
1.000 |
155-25 |
|
1.618 |
154-28 |
|
2.618 |
153-13 |
|
4.250 |
151-00 |
|
|
| Fisher Pivots for day following 21-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
158-08 |
158-09 |
| PP |
158-04 |
158-05 |
| S1 |
158-00 |
158-01 |
|