ECBOT 30 Year Treasury Bond Future December 2015
| Trading Metrics calculated at close of trading on 25-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2015 |
25-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
155-04 |
154-30 |
-0-06 |
-0.1% |
154-01 |
| High |
155-24 |
155-20 |
-0-04 |
-0.1% |
155-02 |
| Low |
154-22 |
154-26 |
0-04 |
0.1% |
152-18 |
| Close |
155-00 |
155-09 |
0-09 |
0.2% |
154-14 |
| Range |
1-02 |
0-26 |
-0-08 |
-23.5% |
2-16 |
| ATR |
1-10 |
1-09 |
-0-01 |
-2.7% |
0-00 |
| Volume |
400,301 |
265,212 |
-135,089 |
-33.7% |
1,114,668 |
|
| Daily Pivots for day following 25-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-22 |
157-09 |
155-23 |
|
| R3 |
156-28 |
156-15 |
155-16 |
|
| R2 |
156-02 |
156-02 |
155-14 |
|
| R1 |
155-21 |
155-21 |
155-11 |
155-28 |
| PP |
155-08 |
155-08 |
155-08 |
155-11 |
| S1 |
154-27 |
154-27 |
155-07 |
155-02 |
| S2 |
154-14 |
154-14 |
155-04 |
|
| S3 |
153-20 |
154-01 |
155-02 |
|
| S4 |
152-26 |
153-07 |
154-27 |
|
|
| 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 |
153-21 |
2-03 |
1.3% |
1-02 |
0.7% |
78% |
False |
False |
297,863 |
| 10 |
155-24 |
151-29 |
3-27 |
2.5% |
1-04 |
0.7% |
88% |
False |
False |
261,427 |
| 20 |
158-08 |
151-12 |
6-28 |
4.4% |
1-09 |
0.8% |
57% |
False |
False |
255,979 |
| 40 |
160-20 |
151-12 |
9-08 |
6.0% |
1-13 |
0.9% |
42% |
False |
False |
234,897 |
| 60 |
160-20 |
151-12 |
9-08 |
6.0% |
1-17 |
1.0% |
42% |
False |
False |
231,896 |
| 80 |
161-17 |
151-12 |
10-05 |
6.5% |
1-21 |
1.1% |
38% |
False |
False |
191,095 |
| 100 |
161-17 |
147-13 |
14-04 |
9.1% |
1-19 |
1.0% |
56% |
False |
False |
152,944 |
| 120 |
161-17 |
145-30 |
15-19 |
10.0% |
1-14 |
0.9% |
60% |
False |
False |
127,455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
159-02 |
|
2.618 |
157-24 |
|
1.618 |
156-30 |
|
1.000 |
156-14 |
|
0.618 |
156-04 |
|
HIGH |
155-20 |
|
0.618 |
155-10 |
|
0.500 |
155-07 |
|
0.382 |
155-04 |
|
LOW |
154-26 |
|
0.618 |
154-10 |
|
1.000 |
154-00 |
|
1.618 |
153-16 |
|
2.618 |
152-22 |
|
4.250 |
151-12 |
|
|
| Fisher Pivots for day following 25-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
155-08 |
155-04 |
| PP |
155-08 |
154-31 |
| S1 |
155-07 |
154-26 |
|