ECBOT 30 Year Treasury Bond Future December 2015
| Trading Metrics calculated at close of trading on 19-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2015 |
19-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
153-23 |
153-24 |
0-01 |
0.0% |
152-16 |
| High |
154-02 |
154-31 |
0-29 |
0.6% |
153-21 |
| Low |
153-06 |
153-21 |
0-15 |
0.3% |
151-12 |
| Close |
153-27 |
154-22 |
0-27 |
0.5% |
153-12 |
| Range |
0-28 |
1-10 |
0-14 |
50.0% |
2-09 |
| ATR |
1-12 |
1-12 |
0-00 |
-0.3% |
0-00 |
| Volume |
207,092 |
235,011 |
27,919 |
13.5% |
1,011,034 |
|
| Daily Pivots for day following 19-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-12 |
157-27 |
155-13 |
|
| R3 |
157-02 |
156-17 |
155-02 |
|
| R2 |
155-24 |
155-24 |
154-30 |
|
| R1 |
155-07 |
155-07 |
154-26 |
155-16 |
| PP |
154-14 |
154-14 |
154-14 |
154-18 |
| S1 |
153-29 |
153-29 |
154-18 |
154-06 |
| S2 |
153-04 |
153-04 |
154-14 |
|
| S3 |
151-26 |
152-19 |
154-10 |
|
| S4 |
150-16 |
151-09 |
153-31 |
|
|
| 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 |
154-31 |
152-18 |
2-13 |
1.6% |
1-05 |
0.8% |
88% |
True |
False |
217,690 |
| 10 |
154-31 |
151-12 |
3-19 |
2.3% |
1-08 |
0.8% |
92% |
True |
False |
226,727 |
| 20 |
159-02 |
151-12 |
7-22 |
5.0% |
1-12 |
0.9% |
43% |
False |
False |
238,297 |
| 40 |
160-20 |
151-12 |
9-08 |
6.0% |
1-14 |
0.9% |
36% |
False |
False |
229,787 |
| 60 |
160-20 |
151-12 |
9-08 |
6.0% |
1-18 |
1.0% |
36% |
False |
False |
227,705 |
| 80 |
161-17 |
151-12 |
10-05 |
6.6% |
1-22 |
1.1% |
33% |
False |
False |
175,472 |
| 100 |
161-17 |
146-21 |
14-28 |
9.6% |
1-19 |
1.0% |
54% |
False |
False |
140,402 |
| 120 |
161-17 |
145-30 |
15-19 |
10.1% |
1-13 |
0.9% |
56% |
False |
False |
117,003 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
160-18 |
|
2.618 |
158-13 |
|
1.618 |
157-03 |
|
1.000 |
156-09 |
|
0.618 |
155-25 |
|
HIGH |
154-31 |
|
0.618 |
154-15 |
|
0.500 |
154-10 |
|
0.382 |
154-05 |
|
LOW |
153-21 |
|
0.618 |
152-27 |
|
1.000 |
152-11 |
|
1.618 |
151-17 |
|
2.618 |
150-07 |
|
4.250 |
148-02 |
|
|
| Fisher Pivots for day following 19-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
154-18 |
154-12 |
| PP |
154-14 |
154-02 |
| S1 |
154-10 |
153-24 |
|