ECBOT 30 Year Treasury Bond Future December 2015
| Trading Metrics calculated at close of trading on 14-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2015 |
14-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
156-24 |
158-09 |
1-17 |
1.0% |
154-30 |
| High |
158-28 |
158-20 |
-0-08 |
-0.2% |
158-28 |
| Low |
156-24 |
156-16 |
-0-08 |
-0.2% |
154-24 |
| Close |
158-19 |
156-26 |
-1-25 |
-1.1% |
158-19 |
| Range |
2-04 |
2-04 |
0-00 |
0.0% |
4-04 |
| ATR |
1-19 |
1-20 |
0-01 |
2.4% |
0-00 |
| Volume |
3,231 |
2,214 |
-1,017 |
-31.5% |
12,928 |
|
| Daily Pivots for day following 14-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163-22 |
162-12 |
157-31 |
|
| R3 |
161-18 |
160-08 |
157-13 |
|
| R2 |
159-14 |
159-14 |
157-06 |
|
| R1 |
158-04 |
158-04 |
157-00 |
157-23 |
| PP |
157-10 |
157-10 |
157-10 |
157-04 |
| S1 |
156-00 |
156-00 |
156-20 |
155-19 |
| S2 |
155-06 |
155-06 |
156-14 |
|
| S3 |
153-02 |
153-28 |
156-07 |
|
| S4 |
150-30 |
151-24 |
155-21 |
|
|
| Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
169-25 |
168-10 |
160-28 |
|
| R3 |
165-21 |
164-06 |
159-23 |
|
| R2 |
161-17 |
161-17 |
159-11 |
|
| R1 |
160-02 |
160-02 |
158-31 |
160-26 |
| PP |
157-13 |
157-13 |
157-13 |
157-25 |
| S1 |
155-30 |
155-30 |
158-07 |
156-22 |
| S2 |
153-09 |
153-09 |
157-27 |
|
| S3 |
149-05 |
151-26 |
157-15 |
|
| S4 |
145-01 |
147-22 |
156-10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
158-28 |
155-08 |
3-20 |
2.3% |
1-18 |
1.0% |
43% |
False |
False |
2,365 |
| 10 |
158-28 |
152-26 |
6-02 |
3.9% |
2-01 |
1.3% |
66% |
False |
False |
6,505 |
| 20 |
158-28 |
152-18 |
6-10 |
4.0% |
1-18 |
1.0% |
67% |
False |
False |
117,284 |
| 40 |
159-02 |
151-12 |
7-22 |
4.9% |
1-15 |
0.9% |
71% |
False |
False |
177,362 |
| 60 |
160-20 |
151-12 |
9-08 |
5.9% |
1-17 |
1.0% |
59% |
False |
False |
192,498 |
| 80 |
161-17 |
151-12 |
10-05 |
6.5% |
1-21 |
1.1% |
54% |
False |
False |
193,404 |
| 100 |
161-17 |
151-12 |
10-05 |
6.5% |
1-20 |
1.0% |
54% |
False |
False |
155,069 |
| 120 |
161-17 |
145-30 |
15-19 |
9.9% |
1-19 |
1.0% |
70% |
False |
False |
129,235 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
167-21 |
|
2.618 |
164-06 |
|
1.618 |
162-02 |
|
1.000 |
160-24 |
|
0.618 |
159-30 |
|
HIGH |
158-20 |
|
0.618 |
157-26 |
|
0.500 |
157-18 |
|
0.382 |
157-10 |
|
LOW |
156-16 |
|
0.618 |
155-06 |
|
1.000 |
154-12 |
|
1.618 |
153-02 |
|
2.618 |
150-30 |
|
4.250 |
147-15 |
|
|
| Fisher Pivots for day following 14-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
157-18 |
157-20 |
| PP |
157-10 |
157-11 |
| S1 |
157-02 |
157-03 |
|