ECBOT 30 Year Treasury Bond Future December 2015
| Trading Metrics calculated at close of trading on 01-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2015 |
01-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
155-08 |
155-24 |
0-16 |
0.3% |
154-13 |
| High |
155-25 |
157-17 |
1-24 |
1.1% |
155-30 |
| Low |
154-29 |
155-02 |
0-05 |
0.1% |
153-27 |
| Close |
155-13 |
157-07 |
1-26 |
1.2% |
155-08 |
| Range |
0-28 |
2-15 |
1-19 |
182.1% |
2-03 |
| ATR |
1-07 |
1-10 |
0-03 |
7.4% |
0-00 |
| Volume |
64,706 |
17,747 |
-46,959 |
-72.6% |
1,101,266 |
|
| Daily Pivots for day following 01-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164-00 |
163-03 |
158-18 |
|
| R3 |
161-17 |
160-20 |
157-29 |
|
| R2 |
159-02 |
159-02 |
157-21 |
|
| R1 |
158-05 |
158-05 |
157-14 |
158-20 |
| PP |
156-19 |
156-19 |
156-19 |
156-27 |
| S1 |
155-22 |
155-22 |
157-00 |
156-04 |
| S2 |
154-04 |
154-04 |
156-25 |
|
| S3 |
151-21 |
153-07 |
156-17 |
|
| S4 |
149-06 |
150-24 |
155-28 |
|
|
| Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-09 |
160-12 |
156-13 |
|
| R3 |
159-06 |
158-09 |
155-26 |
|
| R2 |
157-03 |
157-03 |
155-20 |
|
| R1 |
156-06 |
156-06 |
155-14 |
156-20 |
| PP |
155-00 |
155-00 |
155-00 |
155-08 |
| S1 |
154-03 |
154-03 |
155-02 |
154-18 |
| S2 |
152-29 |
152-29 |
154-28 |
|
| S3 |
150-26 |
152-00 |
154-22 |
|
| S4 |
148-23 |
149-29 |
154-03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
157-17 |
154-22 |
2-27 |
1.8% |
1-06 |
0.8% |
89% |
True |
False |
166,365 |
| 10 |
157-17 |
152-18 |
4-31 |
3.2% |
1-06 |
0.8% |
94% |
True |
False |
211,102 |
| 20 |
157-17 |
151-12 |
6-05 |
3.9% |
1-08 |
0.8% |
95% |
True |
False |
221,217 |
| 40 |
159-24 |
151-12 |
8-12 |
5.3% |
1-10 |
0.8% |
70% |
False |
False |
220,390 |
| 60 |
160-20 |
151-12 |
9-08 |
5.9% |
1-17 |
1.0% |
63% |
False |
False |
224,332 |
| 80 |
161-17 |
151-12 |
10-05 |
6.5% |
1-20 |
1.0% |
58% |
False |
False |
193,131 |
| 100 |
161-17 |
147-13 |
14-04 |
9.0% |
1-18 |
1.0% |
69% |
False |
False |
154,603 |
| 120 |
161-17 |
145-30 |
15-19 |
9.9% |
1-14 |
0.9% |
72% |
False |
False |
128,841 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
168-01 |
|
2.618 |
164-00 |
|
1.618 |
161-17 |
|
1.000 |
160-00 |
|
0.618 |
159-02 |
|
HIGH |
157-17 |
|
0.618 |
156-19 |
|
0.500 |
156-10 |
|
0.382 |
156-00 |
|
LOW |
155-02 |
|
0.618 |
153-17 |
|
1.000 |
152-19 |
|
1.618 |
151-02 |
|
2.618 |
148-19 |
|
4.250 |
144-18 |
|
|
| Fisher Pivots for day following 01-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
156-29 |
156-28 |
| PP |
156-19 |
156-18 |
| S1 |
156-10 |
156-07 |
|