ECBOT 30 Year Treasury Bond Future December 2015
| Trading Metrics calculated at close of trading on 09-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2015 |
09-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
154-09 |
152-16 |
-1-25 |
-1.2% |
156-22 |
| High |
154-18 |
152-18 |
-2-00 |
-1.3% |
157-00 |
| Low |
151-25 |
151-12 |
-0-13 |
-0.3% |
151-25 |
| Close |
152-10 |
152-03 |
-0-07 |
-0.1% |
152-10 |
| Range |
2-25 |
1-06 |
-1-19 |
-57.3% |
5-07 |
| ATR |
1-19 |
1-18 |
-0-01 |
-1.8% |
0-00 |
| Volume |
378,477 |
256,246 |
-122,231 |
-32.3% |
1,330,102 |
|
| Daily Pivots for day following 09-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-18 |
155-01 |
152-24 |
|
| R3 |
154-12 |
153-27 |
152-13 |
|
| R2 |
153-06 |
153-06 |
152-10 |
|
| R1 |
152-21 |
152-21 |
152-06 |
152-10 |
| PP |
152-00 |
152-00 |
152-00 |
151-27 |
| S1 |
151-15 |
151-15 |
152-00 |
151-04 |
| S2 |
150-26 |
150-26 |
151-28 |
|
| S3 |
149-20 |
150-09 |
151-25 |
|
| S4 |
148-14 |
149-03 |
151-14 |
|
|
| Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
169-11 |
166-02 |
155-06 |
|
| R3 |
164-04 |
160-27 |
153-24 |
|
| R2 |
158-29 |
158-29 |
153-09 |
|
| R1 |
155-20 |
155-20 |
152-25 |
154-21 |
| PP |
153-22 |
153-22 |
153-22 |
153-07 |
| S1 |
150-13 |
150-13 |
151-27 |
149-14 |
| S2 |
148-15 |
148-15 |
151-11 |
|
| S3 |
143-08 |
145-06 |
150-28 |
|
| S4 |
138-01 |
139-31 |
149-14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
156-09 |
151-12 |
4-29 |
3.2% |
1-19 |
1.0% |
15% |
False |
True |
274,236 |
| 10 |
159-02 |
151-12 |
7-22 |
5.1% |
1-17 |
1.0% |
9% |
False |
True |
267,999 |
| 20 |
159-24 |
151-12 |
8-12 |
5.5% |
1-14 |
1.0% |
9% |
False |
True |
239,349 |
| 40 |
160-20 |
151-12 |
9-08 |
6.1% |
1-21 |
1.1% |
8% |
False |
True |
234,754 |
| 60 |
161-17 |
151-12 |
10-05 |
6.7% |
1-23 |
1.1% |
7% |
False |
True |
206,424 |
| 80 |
161-17 |
149-20 |
11-29 |
7.8% |
1-21 |
1.1% |
21% |
False |
False |
155,085 |
| 100 |
161-17 |
145-30 |
15-19 |
10.3% |
1-18 |
1.0% |
39% |
False |
False |
124,077 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
157-20 |
|
2.618 |
155-21 |
|
1.618 |
154-15 |
|
1.000 |
153-24 |
|
0.618 |
153-09 |
|
HIGH |
152-18 |
|
0.618 |
152-03 |
|
0.500 |
151-31 |
|
0.382 |
151-27 |
|
LOW |
151-12 |
|
0.618 |
150-21 |
|
1.000 |
150-06 |
|
1.618 |
149-15 |
|
2.618 |
148-09 |
|
4.250 |
146-10 |
|
|
| Fisher Pivots for day following 09-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
152-02 |
153-04 |
| PP |
152-00 |
152-25 |
| S1 |
151-31 |
152-14 |
|