ECBOT 30 Year Treasury Bond Future December 2015
| Trading Metrics calculated at close of trading on 11-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2015 |
11-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
151-31 |
152-06 |
0-07 |
0.1% |
156-22 |
| High |
152-28 |
152-15 |
-0-13 |
-0.3% |
157-00 |
| Low |
151-26 |
151-30 |
0-04 |
0.1% |
151-25 |
| Close |
152-19 |
152-01 |
-0-18 |
-0.4% |
152-10 |
| Range |
1-02 |
0-17 |
-0-17 |
-50.0% |
5-07 |
| ATR |
1-17 |
1-15 |
-0-02 |
-4.1% |
0-00 |
| Volume |
220,277 |
52,307 |
-167,970 |
-76.3% |
1,330,102 |
|
| Daily Pivots for day following 11-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-24 |
153-13 |
152-10 |
|
| R3 |
153-07 |
152-28 |
152-06 |
|
| R2 |
152-22 |
152-22 |
152-04 |
|
| R1 |
152-11 |
152-11 |
152-03 |
152-08 |
| PP |
152-05 |
152-05 |
152-05 |
152-03 |
| S1 |
151-26 |
151-26 |
151-31 |
151-23 |
| S2 |
151-20 |
151-20 |
151-30 |
|
| S3 |
151-03 |
151-09 |
151-28 |
|
| S4 |
150-18 |
150-24 |
151-24 |
|
|
| 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 |
154-29 |
151-12 |
3-17 |
2.3% |
1-11 |
0.9% |
19% |
False |
False |
237,129 |
| 10 |
158-08 |
151-12 |
6-28 |
4.5% |
1-14 |
1.0% |
10% |
False |
False |
250,531 |
| 20 |
159-22 |
151-12 |
8-10 |
5.5% |
1-12 |
0.9% |
8% |
False |
False |
231,705 |
| 40 |
160-20 |
151-12 |
9-08 |
6.1% |
1-19 |
1.0% |
7% |
False |
False |
230,800 |
| 60 |
161-17 |
151-12 |
10-05 |
6.7% |
1-23 |
1.1% |
6% |
False |
False |
210,893 |
| 80 |
161-17 |
151-02 |
10-15 |
6.9% |
1-21 |
1.1% |
9% |
False |
False |
158,489 |
| 100 |
161-17 |
145-30 |
15-19 |
10.3% |
1-18 |
1.0% |
39% |
False |
False |
126,803 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154-23 |
|
2.618 |
153-28 |
|
1.618 |
153-11 |
|
1.000 |
153-00 |
|
0.618 |
152-26 |
|
HIGH |
152-15 |
|
0.618 |
152-09 |
|
0.500 |
152-06 |
|
0.382 |
152-04 |
|
LOW |
151-30 |
|
0.618 |
151-19 |
|
1.000 |
151-13 |
|
1.618 |
151-02 |
|
2.618 |
150-17 |
|
4.250 |
149-22 |
|
|
| Fisher Pivots for day following 11-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
152-06 |
152-04 |
| PP |
152-05 |
152-03 |
| S1 |
152-03 |
152-02 |
|