ECBOT 30 Year Treasury Bond Future December 2015
| Trading Metrics calculated at close of trading on 13-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2015 |
13-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
152-04 |
152-27 |
0-23 |
0.5% |
152-16 |
| High |
153-06 |
153-21 |
0-15 |
0.3% |
153-21 |
| Low |
151-29 |
152-23 |
0-26 |
0.5% |
151-12 |
| Close |
152-27 |
153-12 |
0-17 |
0.3% |
153-12 |
| Range |
1-09 |
0-30 |
-0-11 |
-26.8% |
2-09 |
| ATR |
1-15 |
1-13 |
-0-01 |
-2.5% |
0-00 |
| Volume |
271,520 |
210,684 |
-60,836 |
-22.4% |
1,011,034 |
|
| Daily Pivots for day following 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-02 |
155-21 |
153-28 |
|
| R3 |
155-04 |
154-23 |
153-20 |
|
| R2 |
154-06 |
154-06 |
153-18 |
|
| R1 |
153-25 |
153-25 |
153-15 |
154-00 |
| PP |
153-08 |
153-08 |
153-08 |
153-11 |
| S1 |
152-27 |
152-27 |
153-09 |
153-02 |
| S2 |
152-10 |
152-10 |
153-06 |
|
| S3 |
151-12 |
151-29 |
153-04 |
|
| S4 |
150-14 |
150-31 |
152-28 |
|
|
| Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-21 |
158-25 |
154-20 |
|
| R3 |
157-12 |
156-16 |
154-00 |
|
| R2 |
155-03 |
155-03 |
153-25 |
|
| R1 |
154-07 |
154-07 |
153-19 |
154-21 |
| PP |
152-26 |
152-26 |
152-26 |
153-00 |
| S1 |
151-30 |
151-30 |
153-05 |
152-12 |
| S2 |
150-17 |
150-17 |
152-31 |
|
| S3 |
148-08 |
149-21 |
152-24 |
|
| S4 |
145-31 |
147-12 |
152-04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
153-21 |
151-12 |
2-09 |
1.5% |
1-00 |
0.7% |
88% |
True |
False |
202,206 |
| 10 |
157-00 |
151-12 |
5-20 |
3.7% |
1-10 |
0.9% |
36% |
False |
False |
234,113 |
| 20 |
159-02 |
151-12 |
7-22 |
5.0% |
1-13 |
0.9% |
26% |
False |
False |
237,440 |
| 40 |
160-20 |
151-12 |
9-08 |
6.0% |
1-17 |
1.0% |
22% |
False |
False |
230,105 |
| 60 |
161-17 |
151-12 |
10-05 |
6.6% |
1-22 |
1.1% |
20% |
False |
False |
218,777 |
| 80 |
161-17 |
151-12 |
10-05 |
6.6% |
1-21 |
1.1% |
20% |
False |
False |
164,515 |
| 100 |
161-17 |
145-30 |
15-19 |
10.2% |
1-19 |
1.0% |
48% |
False |
False |
131,625 |
| 120 |
161-17 |
145-30 |
15-19 |
10.2% |
1-12 |
0.9% |
48% |
False |
False |
109,688 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
157-20 |
|
2.618 |
156-04 |
|
1.618 |
155-06 |
|
1.000 |
154-19 |
|
0.618 |
154-08 |
|
HIGH |
153-21 |
|
0.618 |
153-10 |
|
0.500 |
153-06 |
|
0.382 |
153-02 |
|
LOW |
152-23 |
|
0.618 |
152-04 |
|
1.000 |
151-25 |
|
1.618 |
151-06 |
|
2.618 |
150-08 |
|
4.250 |
148-24 |
|
|
| Fisher Pivots for day following 13-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
153-10 |
153-06 |
| PP |
153-08 |
152-31 |
| S1 |
153-06 |
152-25 |
|