ECBOT 30 Year Treasury Bond Future December 2015
| Trading Metrics calculated at close of trading on 02-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2015 |
02-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
155-24 |
157-15 |
1-23 |
1.1% |
154-13 |
| High |
157-17 |
157-20 |
0-03 |
0.1% |
155-30 |
| Low |
155-02 |
156-24 |
1-22 |
1.1% |
153-27 |
| Close |
157-07 |
157-16 |
0-09 |
0.2% |
155-08 |
| Range |
2-15 |
0-28 |
-1-19 |
-64.6% |
2-03 |
| ATR |
1-10 |
1-09 |
-0-01 |
-2.4% |
0-00 |
| Volume |
17,747 |
7,120 |
-10,627 |
-59.9% |
1,101,266 |
|
| Daily Pivots for day following 02-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-29 |
159-19 |
157-31 |
|
| R3 |
159-01 |
158-23 |
157-24 |
|
| R2 |
158-05 |
158-05 |
157-21 |
|
| R1 |
157-27 |
157-27 |
157-19 |
158-00 |
| PP |
157-09 |
157-09 |
157-09 |
157-12 |
| S1 |
156-31 |
156-31 |
157-13 |
157-04 |
| S2 |
156-13 |
156-13 |
157-11 |
|
| S3 |
155-17 |
156-03 |
157-08 |
|
| S4 |
154-21 |
155-07 |
157-01 |
|
|
| 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 |
157-20 |
154-26 |
2-26 |
1.8% |
1-05 |
0.7% |
96% |
True |
False |
87,729 |
| 10 |
157-20 |
153-06 |
4-14 |
2.8% |
1-04 |
0.7% |
97% |
True |
False |
186,984 |
| 20 |
157-20 |
151-12 |
6-08 |
4.0% |
1-06 |
0.8% |
98% |
True |
False |
210,662 |
| 40 |
159-24 |
151-12 |
8-12 |
5.3% |
1-10 |
0.8% |
73% |
False |
False |
215,346 |
| 60 |
160-20 |
151-12 |
9-08 |
5.9% |
1-16 |
1.0% |
66% |
False |
False |
221,460 |
| 80 |
161-17 |
151-12 |
10-05 |
6.4% |
1-20 |
1.0% |
60% |
False |
False |
193,201 |
| 100 |
161-17 |
147-19 |
13-30 |
8.8% |
1-18 |
1.0% |
71% |
False |
False |
154,673 |
| 120 |
161-17 |
145-30 |
15-19 |
9.9% |
1-15 |
0.9% |
74% |
False |
False |
128,900 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
161-11 |
|
2.618 |
159-29 |
|
1.618 |
159-01 |
|
1.000 |
158-16 |
|
0.618 |
158-05 |
|
HIGH |
157-20 |
|
0.618 |
157-09 |
|
0.500 |
157-06 |
|
0.382 |
157-03 |
|
LOW |
156-24 |
|
0.618 |
156-07 |
|
1.000 |
155-28 |
|
1.618 |
155-11 |
|
2.618 |
154-15 |
|
4.250 |
153-01 |
|
|
| Fisher Pivots for day following 02-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
157-13 |
157-03 |
| PP |
157-09 |
156-22 |
| S1 |
157-06 |
156-08 |
|