ECBOT 30 Year Treasury Bond Future December 2015
| Trading Metrics calculated at close of trading on 12-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2015 |
12-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
152-06 |
152-04 |
-0-02 |
0.0% |
156-22 |
| High |
152-15 |
153-06 |
0-23 |
0.5% |
157-00 |
| Low |
151-30 |
151-29 |
-0-01 |
0.0% |
151-25 |
| Close |
152-01 |
152-27 |
0-26 |
0.5% |
152-10 |
| Range |
0-17 |
1-09 |
0-24 |
141.2% |
5-07 |
| ATR |
1-15 |
1-15 |
0-00 |
-0.9% |
0-00 |
| Volume |
52,307 |
271,520 |
219,213 |
419.1% |
1,330,102 |
|
| Daily Pivots for day following 12-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-16 |
155-30 |
153-18 |
|
| R3 |
155-07 |
154-21 |
153-06 |
|
| R2 |
153-30 |
153-30 |
153-03 |
|
| R1 |
153-12 |
153-12 |
152-31 |
153-21 |
| PP |
152-21 |
152-21 |
152-21 |
152-25 |
| S1 |
152-03 |
152-03 |
152-23 |
152-12 |
| S2 |
151-12 |
151-12 |
152-19 |
|
| S3 |
150-03 |
150-26 |
152-16 |
|
| S4 |
148-26 |
149-17 |
152-04 |
|
|
| 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 |
154-18 |
151-12 |
3-06 |
2.1% |
1-12 |
0.9% |
46% |
False |
False |
235,765 |
| 10 |
157-00 |
151-12 |
5-20 |
3.7% |
1-10 |
0.9% |
26% |
False |
False |
242,406 |
| 20 |
159-11 |
151-12 |
7-31 |
5.2% |
1-13 |
0.9% |
18% |
False |
False |
235,157 |
| 40 |
160-20 |
151-12 |
9-08 |
6.1% |
1-18 |
1.0% |
16% |
False |
False |
231,854 |
| 60 |
161-17 |
151-12 |
10-05 |
6.6% |
1-22 |
1.1% |
14% |
False |
False |
215,374 |
| 80 |
161-17 |
151-12 |
10-05 |
6.6% |
1-21 |
1.1% |
14% |
False |
False |
161,882 |
| 100 |
161-17 |
145-30 |
15-19 |
10.2% |
1-19 |
1.0% |
44% |
False |
False |
129,518 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158-20 |
|
2.618 |
156-17 |
|
1.618 |
155-08 |
|
1.000 |
154-15 |
|
0.618 |
153-31 |
|
HIGH |
153-06 |
|
0.618 |
152-22 |
|
0.500 |
152-18 |
|
0.382 |
152-13 |
|
LOW |
151-29 |
|
0.618 |
151-04 |
|
1.000 |
150-20 |
|
1.618 |
149-27 |
|
2.618 |
148-18 |
|
4.250 |
146-15 |
|
|
| Fisher Pivots for day following 12-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
152-24 |
152-23 |
| PP |
152-21 |
152-20 |
| S1 |
152-18 |
152-16 |
|