ECBOT 30 Year Treasury Bond Future December 2015
| Trading Metrics calculated at close of trading on 07-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2015 |
07-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
153-30 |
154-30 |
1-00 |
0.6% |
155-08 |
| High |
155-12 |
157-03 |
1-23 |
1.1% |
157-20 |
| Low |
152-26 |
154-24 |
1-30 |
1.3% |
152-26 |
| Close |
155-06 |
156-22 |
1-16 |
1.0% |
155-06 |
| Range |
2-18 |
2-11 |
-0-07 |
-8.5% |
4-26 |
| ATR |
1-18 |
1-20 |
0-02 |
3.5% |
0-00 |
| Volume |
11,486 |
3,315 |
-8,171 |
-71.1% |
114,619 |
|
| Daily Pivots for day following 07-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163-07 |
162-09 |
157-31 |
|
| R3 |
160-28 |
159-30 |
157-11 |
|
| R2 |
158-17 |
158-17 |
157-04 |
|
| R1 |
157-19 |
157-19 |
156-29 |
158-02 |
| PP |
156-06 |
156-06 |
156-06 |
156-13 |
| S1 |
155-08 |
155-08 |
156-15 |
155-23 |
| S2 |
153-27 |
153-27 |
156-08 |
|
| S3 |
151-16 |
152-29 |
156-01 |
|
| S4 |
149-05 |
150-18 |
155-13 |
|
|
| Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
169-21 |
167-07 |
157-27 |
|
| R3 |
164-27 |
162-13 |
156-16 |
|
| R2 |
160-01 |
160-01 |
156-02 |
|
| R1 |
157-19 |
157-19 |
155-20 |
156-13 |
| PP |
155-07 |
155-07 |
155-07 |
154-20 |
| S1 |
152-25 |
152-25 |
154-24 |
151-19 |
| S2 |
150-13 |
150-13 |
154-10 |
|
| S3 |
145-19 |
147-31 |
153-28 |
|
| S4 |
140-25 |
143-05 |
152-17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
157-20 |
152-26 |
4-26 |
3.1% |
2-16 |
1.6% |
81% |
False |
False |
10,645 |
| 10 |
157-20 |
152-26 |
4-26 |
3.1% |
1-24 |
1.1% |
81% |
False |
False |
121,920 |
| 20 |
157-20 |
151-12 |
6-08 |
4.0% |
1-13 |
0.9% |
85% |
False |
False |
167,245 |
| 40 |
159-24 |
151-12 |
8-12 |
5.3% |
1-14 |
0.9% |
63% |
False |
False |
197,947 |
| 60 |
160-20 |
151-12 |
9-08 |
5.9% |
1-18 |
1.0% |
57% |
False |
False |
210,211 |
| 80 |
161-17 |
151-12 |
10-05 |
6.5% |
1-21 |
1.1% |
52% |
False |
False |
193,454 |
| 100 |
161-17 |
149-20 |
11-29 |
7.6% |
1-20 |
1.0% |
59% |
False |
False |
154,956 |
| 120 |
161-17 |
145-30 |
15-19 |
10.0% |
1-17 |
1.0% |
69% |
False |
False |
129,137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
167-02 |
|
2.618 |
163-07 |
|
1.618 |
160-28 |
|
1.000 |
159-14 |
|
0.618 |
158-17 |
|
HIGH |
157-03 |
|
0.618 |
156-06 |
|
0.500 |
155-30 |
|
0.382 |
155-21 |
|
LOW |
154-24 |
|
0.618 |
153-10 |
|
1.000 |
152-13 |
|
1.618 |
150-31 |
|
2.618 |
148-20 |
|
4.250 |
144-25 |
|
|
| Fisher Pivots for day following 07-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
156-14 |
156-05 |
| PP |
156-06 |
155-21 |
| S1 |
155-30 |
155-04 |
|