ECBOT 30 Year Treasury Bond Future December 2015
| Trading Metrics calculated at close of trading on 24-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2015 |
24-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
154-13 |
155-04 |
0-23 |
0.5% |
154-01 |
| High |
155-09 |
155-24 |
0-15 |
0.3% |
155-02 |
| Low |
153-27 |
154-22 |
0-27 |
0.5% |
152-18 |
| Close |
154-30 |
155-00 |
0-02 |
0.0% |
154-14 |
| Range |
1-14 |
1-02 |
-0-12 |
-26.1% |
2-16 |
| ATR |
1-11 |
1-10 |
-0-01 |
-1.4% |
0-00 |
| Volume |
351,892 |
400,301 |
48,409 |
13.8% |
1,114,668 |
|
| Daily Pivots for day following 24-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-11 |
157-23 |
155-19 |
|
| R3 |
157-09 |
156-21 |
155-09 |
|
| R2 |
156-07 |
156-07 |
155-06 |
|
| R1 |
155-19 |
155-19 |
155-03 |
155-12 |
| PP |
155-05 |
155-05 |
155-05 |
155-01 |
| S1 |
154-17 |
154-17 |
154-29 |
154-10 |
| S2 |
154-03 |
154-03 |
154-26 |
|
| S3 |
153-01 |
153-15 |
154-23 |
|
| S4 |
151-31 |
152-13 |
154-13 |
|
|
| 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 |
155-24 |
153-06 |
2-18 |
1.7% |
1-03 |
0.7% |
71% |
True |
False |
286,239 |
| 10 |
155-24 |
151-29 |
3-27 |
2.5% |
1-03 |
0.7% |
80% |
True |
False |
240,137 |
| 20 |
158-15 |
151-12 |
7-03 |
4.6% |
1-10 |
0.8% |
51% |
False |
False |
255,256 |
| 40 |
160-20 |
151-12 |
9-08 |
6.0% |
1-13 |
0.9% |
39% |
False |
False |
235,108 |
| 60 |
160-20 |
151-12 |
9-08 |
6.0% |
1-17 |
1.0% |
39% |
False |
False |
232,000 |
| 80 |
161-17 |
151-12 |
10-05 |
6.6% |
1-21 |
1.1% |
36% |
False |
False |
187,793 |
| 100 |
161-17 |
147-13 |
14-04 |
9.1% |
1-19 |
1.0% |
54% |
False |
False |
150,292 |
| 120 |
161-17 |
145-30 |
15-19 |
10.1% |
1-13 |
0.9% |
58% |
False |
False |
125,245 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
160-08 |
|
2.618 |
158-17 |
|
1.618 |
157-15 |
|
1.000 |
156-26 |
|
0.618 |
156-13 |
|
HIGH |
155-24 |
|
0.618 |
155-11 |
|
0.500 |
155-07 |
|
0.382 |
155-03 |
|
LOW |
154-22 |
|
0.618 |
154-01 |
|
1.000 |
153-20 |
|
1.618 |
152-31 |
|
2.618 |
151-29 |
|
4.250 |
150-06 |
|
|
| Fisher Pivots for day following 24-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
155-07 |
154-30 |
| PP |
155-05 |
154-28 |
| S1 |
155-02 |
154-26 |
|