ECBOT 30 Year Treasury Bond Future December 2015
| Trading Metrics calculated at close of trading on 27-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2015 |
27-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
157-03 |
157-30 |
0-27 |
0.5% |
158-17 |
| High |
158-07 |
159-02 |
0-27 |
0.5% |
159-02 |
| Low |
157-01 |
157-28 |
0-27 |
0.5% |
156-18 |
| Close |
158-01 |
158-17 |
0-16 |
0.3% |
157-05 |
| Range |
1-06 |
1-06 |
0-00 |
0.0% |
2-16 |
| ATR |
1-19 |
1-18 |
-0-01 |
-1.8% |
0-00 |
| Volume |
177,021 |
196,519 |
19,498 |
11.0% |
1,137,013 |
|
| Daily Pivots for day following 27-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-02 |
161-15 |
159-06 |
|
| R3 |
160-28 |
160-09 |
158-27 |
|
| R2 |
159-22 |
159-22 |
158-24 |
|
| R1 |
159-03 |
159-03 |
158-20 |
159-12 |
| PP |
158-16 |
158-16 |
158-16 |
158-20 |
| S1 |
157-29 |
157-29 |
158-14 |
158-06 |
| S2 |
157-10 |
157-10 |
158-10 |
|
| S3 |
156-04 |
156-23 |
158-07 |
|
| S4 |
154-30 |
155-17 |
157-28 |
|
|
| 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% |
1-14 |
0.9% |
79% |
True |
False |
222,997 |
| 10 |
159-24 |
156-18 |
3-06 |
2.0% |
1-12 |
0.9% |
62% |
False |
False |
212,706 |
| 20 |
160-20 |
155-26 |
4-26 |
3.0% |
1-16 |
0.9% |
56% |
False |
False |
214,960 |
| 40 |
160-20 |
151-25 |
8-27 |
5.6% |
1-21 |
1.0% |
76% |
False |
False |
220,373 |
| 60 |
161-17 |
151-25 |
9-24 |
6.2% |
1-24 |
1.1% |
69% |
False |
False |
165,305 |
| 80 |
161-17 |
147-13 |
14-04 |
8.9% |
1-21 |
1.1% |
79% |
False |
False |
124,051 |
| 100 |
161-17 |
145-30 |
15-19 |
9.8% |
1-14 |
0.9% |
81% |
False |
False |
99,243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
164-04 |
|
2.618 |
162-05 |
|
1.618 |
160-31 |
|
1.000 |
160-08 |
|
0.618 |
159-25 |
|
HIGH |
159-02 |
|
0.618 |
158-19 |
|
0.500 |
158-15 |
|
0.382 |
158-11 |
|
LOW |
157-28 |
|
0.618 |
157-05 |
|
1.000 |
156-22 |
|
1.618 |
155-31 |
|
2.618 |
154-25 |
|
4.250 |
152-26 |
|
|
| Fisher Pivots for day following 27-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
158-16 |
158-09 |
| PP |
158-16 |
158-02 |
| S1 |
158-15 |
157-26 |
|