ECBOT 30 Year Treasury Bond Future December 2015
| Trading Metrics calculated at close of trading on 10-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2015 |
10-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
156-14 |
156-16 |
0-02 |
0.0% |
155-08 |
| High |
157-00 |
157-00 |
0-00 |
0.0% |
157-20 |
| Low |
155-08 |
156-12 |
1-04 |
0.7% |
152-26 |
| Close |
156-27 |
156-15 |
-0-12 |
-0.2% |
155-06 |
| Range |
1-24 |
0-20 |
-1-04 |
-64.3% |
4-26 |
| ATR |
1-19 |
1-17 |
-0-02 |
-4.4% |
0-00 |
| Volume |
1,765 |
2,483 |
718 |
40.7% |
114,619 |
|
| Daily Pivots for day following 10-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-16 |
158-03 |
156-26 |
|
| R3 |
157-28 |
157-15 |
156-20 |
|
| R2 |
157-08 |
157-08 |
156-19 |
|
| R1 |
156-27 |
156-27 |
156-17 |
156-24 |
| PP |
156-20 |
156-20 |
156-20 |
156-18 |
| S1 |
156-07 |
156-07 |
156-13 |
156-04 |
| S2 |
156-00 |
156-00 |
156-11 |
|
| S3 |
155-12 |
155-19 |
156-10 |
|
| S4 |
154-24 |
154-31 |
156-04 |
|
|
| 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 |
157-11 |
152-26 |
4-17 |
2.9% |
1-22 |
1.1% |
81% |
False |
False |
4,236 |
| 10 |
157-20 |
152-26 |
4-26 |
3.1% |
1-25 |
1.1% |
76% |
False |
False |
20,817 |
| 20 |
157-20 |
151-29 |
5-23 |
3.7% |
1-14 |
0.9% |
80% |
False |
False |
141,122 |
| 40 |
159-22 |
151-12 |
8-10 |
5.3% |
1-13 |
0.9% |
61% |
False |
False |
186,414 |
| 60 |
160-20 |
151-12 |
9-08 |
5.9% |
1-17 |
1.0% |
55% |
False |
False |
200,907 |
| 80 |
161-17 |
151-12 |
10-05 |
6.5% |
1-21 |
1.0% |
50% |
False |
False |
193,450 |
| 100 |
161-17 |
151-02 |
10-15 |
6.7% |
1-20 |
1.0% |
52% |
False |
False |
155,016 |
| 120 |
161-17 |
145-30 |
15-19 |
10.0% |
1-18 |
1.0% |
68% |
False |
False |
129,190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
159-21 |
|
2.618 |
158-20 |
|
1.618 |
158-00 |
|
1.000 |
157-20 |
|
0.618 |
157-12 |
|
HIGH |
157-00 |
|
0.618 |
156-24 |
|
0.500 |
156-22 |
|
0.382 |
156-20 |
|
LOW |
156-12 |
|
0.618 |
156-00 |
|
1.000 |
155-24 |
|
1.618 |
155-12 |
|
2.618 |
154-24 |
|
4.250 |
153-23 |
|
|
| Fisher Pivots for day following 10-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
156-22 |
156-13 |
| PP |
156-20 |
156-11 |
| S1 |
156-17 |
156-10 |
|