ECBOT 30 Year Treasury Bond Future December 2015
| Trading Metrics calculated at close of trading on 28-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2015 |
28-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
157-30 |
158-10 |
0-12 |
0.2% |
158-17 |
| High |
159-02 |
158-15 |
-0-19 |
-0.4% |
159-02 |
| Low |
157-28 |
157-08 |
-0-20 |
-0.4% |
156-18 |
| Close |
158-17 |
158-04 |
-0-13 |
-0.3% |
157-05 |
| Range |
1-06 |
1-07 |
0-01 |
2.6% |
2-16 |
| ATR |
1-18 |
1-17 |
-0-01 |
-1.3% |
0-00 |
| Volume |
196,519 |
250,747 |
54,228 |
27.6% |
1,137,013 |
|
| Daily Pivots for day following 28-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-19 |
161-03 |
158-25 |
|
| R3 |
160-12 |
159-28 |
158-15 |
|
| R2 |
159-05 |
159-05 |
158-11 |
|
| R1 |
158-21 |
158-21 |
158-08 |
158-10 |
| PP |
157-30 |
157-30 |
157-30 |
157-25 |
| S1 |
157-14 |
157-14 |
158-00 |
157-02 |
| S2 |
156-23 |
156-23 |
157-29 |
|
| S3 |
155-16 |
156-07 |
157-25 |
|
| S4 |
154-09 |
155-00 |
157-15 |
|
|
| 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% |
1-12 |
0.9% |
63% |
False |
False |
232,860 |
| 10 |
159-22 |
156-18 |
3-04 |
2.0% |
1-10 |
0.8% |
50% |
False |
False |
212,880 |
| 20 |
160-20 |
155-26 |
4-26 |
3.0% |
1-16 |
1.0% |
48% |
False |
False |
213,816 |
| 40 |
160-20 |
151-25 |
8-27 |
5.6% |
1-20 |
1.0% |
72% |
False |
False |
219,854 |
| 60 |
161-17 |
151-25 |
9-24 |
6.2% |
1-24 |
1.1% |
65% |
False |
False |
169,467 |
| 80 |
161-17 |
147-13 |
14-04 |
8.9% |
1-21 |
1.0% |
76% |
False |
False |
127,185 |
| 100 |
161-17 |
145-30 |
15-19 |
9.9% |
1-15 |
0.9% |
78% |
False |
False |
101,750 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
163-21 |
|
2.618 |
161-21 |
|
1.618 |
160-14 |
|
1.000 |
159-22 |
|
0.618 |
159-07 |
|
HIGH |
158-15 |
|
0.618 |
158-00 |
|
0.500 |
157-28 |
|
0.382 |
157-23 |
|
LOW |
157-08 |
|
0.618 |
156-16 |
|
1.000 |
156-01 |
|
1.618 |
155-09 |
|
2.618 |
154-02 |
|
4.250 |
152-02 |
|
|
| Fisher Pivots for day following 28-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
158-01 |
158-03 |
| PP |
157-30 |
158-02 |
| S1 |
157-28 |
158-02 |
|