ECBOT 30 Year Treasury Bond Future December 2015
| Trading Metrics calculated at close of trading on 20-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2015 |
20-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
153-24 |
154-17 |
0-25 |
0.5% |
154-01 |
| High |
154-31 |
155-02 |
0-03 |
0.1% |
155-02 |
| Low |
153-21 |
154-10 |
0-21 |
0.4% |
152-18 |
| Close |
154-22 |
154-14 |
-0-08 |
-0.2% |
154-14 |
| Range |
1-10 |
0-24 |
-0-18 |
-42.9% |
2-16 |
| ATR |
1-12 |
1-10 |
-0-01 |
-3.2% |
0-00 |
| Volume |
235,011 |
236,901 |
1,890 |
0.8% |
1,114,668 |
|
| Daily Pivots for day following 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-27 |
156-13 |
154-27 |
|
| R3 |
156-03 |
155-21 |
154-21 |
|
| R2 |
155-11 |
155-11 |
154-18 |
|
| R1 |
154-29 |
154-29 |
154-16 |
154-24 |
| PP |
154-19 |
154-19 |
154-19 |
154-17 |
| S1 |
154-05 |
154-05 |
154-12 |
154-00 |
| S2 |
153-27 |
153-27 |
154-10 |
|
| S3 |
153-03 |
153-13 |
154-07 |
|
| S4 |
152-11 |
152-21 |
154-01 |
|
|
| Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-17 |
160-15 |
155-26 |
|
| R3 |
159-01 |
157-31 |
155-04 |
|
| R2 |
156-17 |
156-17 |
154-29 |
|
| R1 |
155-15 |
155-15 |
154-21 |
156-00 |
| PP |
154-01 |
154-01 |
154-01 |
154-09 |
| S1 |
152-31 |
152-31 |
154-07 |
153-16 |
| S2 |
151-17 |
151-17 |
153-31 |
|
| S3 |
149-01 |
150-15 |
153-24 |
|
| S4 |
146-17 |
147-31 |
153-02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
155-02 |
152-18 |
2-16 |
1.6% |
1-04 |
0.7% |
75% |
True |
False |
222,933 |
| 10 |
155-02 |
151-12 |
3-22 |
2.4% |
1-02 |
0.7% |
83% |
True |
False |
212,570 |
| 20 |
159-02 |
151-12 |
7-22 |
5.0% |
1-10 |
0.8% |
40% |
False |
False |
236,323 |
| 40 |
160-20 |
151-12 |
9-08 |
6.0% |
1-14 |
0.9% |
33% |
False |
False |
229,006 |
| 60 |
160-20 |
151-12 |
9-08 |
6.0% |
1-18 |
1.0% |
33% |
False |
False |
227,068 |
| 80 |
161-17 |
151-12 |
10-05 |
6.6% |
1-21 |
1.1% |
30% |
False |
False |
178,431 |
| 100 |
161-17 |
146-21 |
14-28 |
9.6% |
1-19 |
1.0% |
52% |
False |
False |
142,771 |
| 120 |
161-17 |
145-30 |
15-19 |
10.1% |
1-13 |
0.9% |
55% |
False |
False |
118,977 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158-08 |
|
2.618 |
157-01 |
|
1.618 |
156-09 |
|
1.000 |
155-26 |
|
0.618 |
155-17 |
|
HIGH |
155-02 |
|
0.618 |
154-25 |
|
0.500 |
154-22 |
|
0.382 |
154-19 |
|
LOW |
154-10 |
|
0.618 |
153-27 |
|
1.000 |
153-18 |
|
1.618 |
153-03 |
|
2.618 |
152-11 |
|
4.250 |
151-04 |
|
|
| Fisher Pivots for day following 20-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
154-22 |
154-11 |
| PP |
154-19 |
154-07 |
| S1 |
154-17 |
154-04 |
|