ECBOT 30 Year Treasury Bond Future December 2015
| Trading Metrics calculated at close of trading on 16-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2015 |
16-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
152-27 |
154-01 |
1-06 |
0.8% |
152-16 |
| High |
153-21 |
154-07 |
0-18 |
0.4% |
153-21 |
| Low |
152-23 |
153-03 |
0-12 |
0.2% |
151-12 |
| Close |
153-12 |
153-08 |
-0-04 |
-0.1% |
153-12 |
| Range |
0-30 |
1-04 |
0-06 |
20.0% |
2-09 |
| ATR |
1-13 |
1-13 |
-0-01 |
-1.5% |
0-00 |
| Volume |
210,684 |
187,365 |
-23,319 |
-11.1% |
1,011,034 |
|
| Daily Pivots for day following 16-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-29 |
156-06 |
153-28 |
|
| R3 |
155-25 |
155-02 |
153-18 |
|
| R2 |
154-21 |
154-21 |
153-15 |
|
| R1 |
153-30 |
153-30 |
153-11 |
153-24 |
| PP |
153-17 |
153-17 |
153-17 |
153-13 |
| S1 |
152-26 |
152-26 |
153-05 |
152-20 |
| S2 |
152-13 |
152-13 |
153-01 |
|
| S3 |
151-09 |
151-22 |
152-30 |
|
| S4 |
150-05 |
150-18 |
152-20 |
|
|
| 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 |
154-07 |
151-26 |
2-13 |
1.6% |
1-00 |
0.6% |
60% |
True |
False |
188,430 |
| 10 |
156-09 |
151-12 |
4-29 |
3.2% |
1-09 |
0.8% |
38% |
False |
False |
231,333 |
| 20 |
159-02 |
151-12 |
7-22 |
5.0% |
1-12 |
0.9% |
24% |
False |
False |
237,476 |
| 40 |
160-20 |
151-12 |
9-08 |
6.0% |
1-16 |
1.0% |
20% |
False |
False |
230,315 |
| 60 |
161-17 |
151-12 |
10-05 |
6.6% |
1-22 |
1.1% |
18% |
False |
False |
221,760 |
| 80 |
161-17 |
151-12 |
10-05 |
6.6% |
1-21 |
1.1% |
18% |
False |
False |
166,856 |
| 100 |
161-17 |
145-30 |
15-19 |
10.2% |
1-19 |
1.0% |
47% |
False |
False |
133,499 |
| 120 |
161-17 |
145-30 |
15-19 |
10.2% |
1-13 |
0.9% |
47% |
False |
False |
111,249 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
159-00 |
|
2.618 |
157-05 |
|
1.618 |
156-01 |
|
1.000 |
155-11 |
|
0.618 |
154-29 |
|
HIGH |
154-07 |
|
0.618 |
153-25 |
|
0.500 |
153-21 |
|
0.382 |
153-17 |
|
LOW |
153-03 |
|
0.618 |
152-13 |
|
1.000 |
151-31 |
|
1.618 |
151-09 |
|
2.618 |
150-05 |
|
4.250 |
148-10 |
|
|
| Fisher Pivots for day following 16-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
153-21 |
153-06 |
| PP |
153-17 |
153-04 |
| S1 |
153-12 |
153-02 |
|