ECBOT 30 Year Treasury Bond Future December 2015
| Trading Metrics calculated at close of trading on 10-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2015 |
10-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
152-16 |
151-31 |
-0-17 |
-0.3% |
156-22 |
| High |
152-18 |
152-28 |
0-10 |
0.2% |
157-00 |
| Low |
151-12 |
151-26 |
0-14 |
0.3% |
151-25 |
| Close |
152-03 |
152-19 |
0-16 |
0.3% |
152-10 |
| Range |
1-06 |
1-02 |
-0-04 |
-10.5% |
5-07 |
| ATR |
1-18 |
1-17 |
-0-01 |
-2.3% |
0-00 |
| Volume |
256,246 |
220,277 |
-35,969 |
-14.0% |
1,330,102 |
|
| Daily Pivots for day following 10-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-20 |
155-05 |
153-06 |
|
| R3 |
154-18 |
154-03 |
152-28 |
|
| R2 |
153-16 |
153-16 |
152-25 |
|
| R1 |
153-01 |
153-01 |
152-22 |
153-08 |
| PP |
152-14 |
152-14 |
152-14 |
152-17 |
| S1 |
151-31 |
151-31 |
152-16 |
152-06 |
| S2 |
151-12 |
151-12 |
152-13 |
|
| S3 |
150-10 |
150-29 |
152-10 |
|
| S4 |
149-08 |
149-27 |
152-00 |
|
|
| 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 |
155-09 |
151-12 |
3-29 |
2.6% |
1-14 |
0.9% |
31% |
False |
False |
274,647 |
| 10 |
158-15 |
151-12 |
7-03 |
4.6% |
1-17 |
1.0% |
17% |
False |
False |
270,375 |
| 20 |
159-24 |
151-12 |
8-12 |
5.5% |
1-14 |
0.9% |
15% |
False |
False |
241,540 |
| 40 |
160-20 |
151-12 |
9-08 |
6.1% |
1-19 |
1.0% |
13% |
False |
False |
234,398 |
| 60 |
161-17 |
151-12 |
10-05 |
6.7% |
1-23 |
1.1% |
12% |
False |
False |
210,059 |
| 80 |
161-17 |
149-20 |
11-29 |
7.8% |
1-22 |
1.1% |
25% |
False |
False |
157,838 |
| 100 |
161-17 |
145-30 |
15-19 |
10.2% |
1-18 |
1.0% |
43% |
False |
False |
126,280 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
157-12 |
|
2.618 |
155-21 |
|
1.618 |
154-19 |
|
1.000 |
153-30 |
|
0.618 |
153-17 |
|
HIGH |
152-28 |
|
0.618 |
152-15 |
|
0.500 |
152-11 |
|
0.382 |
152-07 |
|
LOW |
151-26 |
|
0.618 |
151-05 |
|
1.000 |
150-24 |
|
1.618 |
150-03 |
|
2.618 |
149-01 |
|
4.250 |
147-10 |
|
|
| Fisher Pivots for day following 10-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
152-16 |
152-31 |
| PP |
152-14 |
152-27 |
| S1 |
152-11 |
152-23 |
|