ECBOT 30 Year Treasury Bond Future December 2015
| Trading Metrics calculated at close of trading on 16-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2015 |
16-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
156-31 |
156-03 |
-0-28 |
-0.6% |
154-30 |
| High |
156-31 |
156-10 |
-0-21 |
-0.4% |
158-28 |
| Low |
155-11 |
155-00 |
-0-11 |
-0.2% |
154-24 |
| Close |
156-03 |
155-29 |
-0-06 |
-0.1% |
158-19 |
| Range |
1-20 |
1-10 |
-0-10 |
-19.2% |
4-04 |
| ATR |
1-20 |
1-20 |
-0-01 |
-1.4% |
0-00 |
| Volume |
3,375 |
639 |
-2,736 |
-81.1% |
12,928 |
|
| Daily Pivots for day following 16-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-22 |
159-03 |
156-20 |
|
| R3 |
158-12 |
157-25 |
156-09 |
|
| R2 |
157-02 |
157-02 |
156-05 |
|
| R1 |
156-15 |
156-15 |
156-01 |
156-04 |
| PP |
155-24 |
155-24 |
155-24 |
155-18 |
| S1 |
155-05 |
155-05 |
155-25 |
154-26 |
| S2 |
154-14 |
154-14 |
155-21 |
|
| S3 |
153-04 |
153-27 |
155-17 |
|
| S4 |
151-26 |
152-17 |
155-06 |
|
|
| 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 |
155-00 |
3-28 |
2.5% |
1-18 |
1.0% |
23% |
False |
True |
2,388 |
| 10 |
158-28 |
152-26 |
6-02 |
3.9% |
2-00 |
1.3% |
51% |
False |
False |
4,420 |
| 20 |
158-28 |
152-26 |
6-02 |
3.9% |
1-18 |
1.0% |
51% |
False |
False |
95,702 |
| 40 |
159-02 |
151-12 |
7-22 |
4.9% |
1-15 |
0.9% |
59% |
False |
False |
167,573 |
| 60 |
160-20 |
151-12 |
9-08 |
5.9% |
1-16 |
1.0% |
49% |
False |
False |
185,872 |
| 80 |
160-20 |
151-12 |
9-08 |
5.9% |
1-20 |
1.0% |
49% |
False |
False |
193,057 |
| 100 |
161-17 |
151-12 |
10-05 |
6.5% |
1-21 |
1.1% |
45% |
False |
False |
155,105 |
| 120 |
161-17 |
146-21 |
14-28 |
9.5% |
1-19 |
1.0% |
62% |
False |
False |
129,268 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
161-28 |
|
2.618 |
159-24 |
|
1.618 |
158-14 |
|
1.000 |
157-20 |
|
0.618 |
157-04 |
|
HIGH |
156-10 |
|
0.618 |
155-26 |
|
0.500 |
155-21 |
|
0.382 |
155-16 |
|
LOW |
155-00 |
|
0.618 |
154-06 |
|
1.000 |
153-22 |
|
1.618 |
152-28 |
|
2.618 |
151-18 |
|
4.250 |
149-14 |
|
|
| Fisher Pivots for day following 16-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
155-26 |
156-26 |
| PP |
155-24 |
156-16 |
| S1 |
155-21 |
156-07 |
|