ECBOT 30 Year Treasury Bond Future December 2015
| Trading Metrics calculated at close of trading on 26-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2015 |
26-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
158-11 |
157-03 |
-1-08 |
-0.8% |
158-17 |
| High |
158-18 |
158-07 |
-0-11 |
-0.2% |
159-02 |
| Low |
156-18 |
157-01 |
0-15 |
0.3% |
156-18 |
| Close |
157-05 |
158-01 |
0-28 |
0.6% |
157-05 |
| Range |
2-00 |
1-06 |
-0-26 |
-40.6% |
2-16 |
| ATR |
1-20 |
1-19 |
-0-01 |
-1.9% |
0-00 |
| Volume |
276,388 |
177,021 |
-99,367 |
-36.0% |
1,137,013 |
|
| Daily Pivots for day following 26-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-10 |
160-28 |
158-22 |
|
| R3 |
160-04 |
159-22 |
158-11 |
|
| R2 |
158-30 |
158-30 |
158-08 |
|
| R1 |
158-16 |
158-16 |
158-04 |
158-23 |
| PP |
157-24 |
157-24 |
157-24 |
157-28 |
| S1 |
157-10 |
157-10 |
157-30 |
157-17 |
| S2 |
156-18 |
156-18 |
157-26 |
|
| S3 |
155-12 |
156-04 |
157-23 |
|
| S4 |
154-06 |
154-30 |
157-12 |
|
|
| Weekly Pivots for week ending 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165-03 |
163-20 |
158-17 |
|
| R3 |
162-19 |
161-04 |
157-27 |
|
| R2 |
160-03 |
160-03 |
157-20 |
|
| R1 |
158-20 |
158-20 |
157-12 |
158-04 |
| PP |
157-19 |
157-19 |
157-19 |
157-11 |
| S1 |
156-04 |
156-04 |
156-30 |
155-20 |
| S2 |
155-03 |
155-03 |
156-22 |
|
| S3 |
152-19 |
153-20 |
156-15 |
|
| S4 |
150-03 |
151-04 |
155-25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
159-02 |
156-18 |
2-16 |
1.6% |
1-16 |
0.9% |
59% |
False |
False |
225,476 |
| 10 |
159-24 |
156-18 |
3-06 |
2.0% |
1-11 |
0.9% |
46% |
False |
False |
210,699 |
| 20 |
160-20 |
155-26 |
4-26 |
3.0% |
1-16 |
1.0% |
46% |
False |
False |
219,259 |
| 40 |
160-20 |
151-25 |
8-27 |
5.6% |
1-22 |
1.1% |
71% |
False |
False |
221,729 |
| 60 |
161-17 |
151-25 |
9-24 |
6.2% |
1-25 |
1.1% |
64% |
False |
False |
162,053 |
| 80 |
161-17 |
147-13 |
14-04 |
8.9% |
1-21 |
1.1% |
75% |
False |
False |
121,595 |
| 100 |
161-17 |
145-30 |
15-19 |
9.9% |
1-14 |
0.9% |
78% |
False |
False |
97,278 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
163-08 |
|
2.618 |
161-10 |
|
1.618 |
160-04 |
|
1.000 |
159-13 |
|
0.618 |
158-30 |
|
HIGH |
158-07 |
|
0.618 |
157-24 |
|
0.500 |
157-20 |
|
0.382 |
157-16 |
|
LOW |
157-01 |
|
0.618 |
156-10 |
|
1.000 |
155-27 |
|
1.618 |
155-04 |
|
2.618 |
153-30 |
|
4.250 |
152-00 |
|
|
| Fisher Pivots for day following 26-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
157-29 |
157-31 |
| PP |
157-24 |
157-28 |
| S1 |
157-20 |
157-26 |
|