ECBOT 30 Year Treasury Bond Future December 2015
| Trading Metrics calculated at close of trading on 17-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2015 |
17-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
156-03 |
156-12 |
0-09 |
0.2% |
154-30 |
| High |
156-10 |
157-11 |
1-01 |
0.7% |
158-28 |
| Low |
155-00 |
156-07 |
1-07 |
0.8% |
154-24 |
| Close |
155-29 |
157-08 |
1-11 |
0.9% |
158-19 |
| Range |
1-10 |
1-04 |
-0-06 |
-14.3% |
4-04 |
| ATR |
1-20 |
1-19 |
0-00 |
-0.8% |
0-00 |
| Volume |
639 |
216 |
-423 |
-66.2% |
12,928 |
|
| Daily Pivots for day following 17-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-10 |
159-29 |
157-28 |
|
| R3 |
159-06 |
158-25 |
157-18 |
|
| R2 |
158-02 |
158-02 |
157-15 |
|
| R1 |
157-21 |
157-21 |
157-11 |
157-28 |
| PP |
156-30 |
156-30 |
156-30 |
157-01 |
| S1 |
156-17 |
156-17 |
157-05 |
156-24 |
| S2 |
155-26 |
155-26 |
157-01 |
|
| S3 |
154-22 |
155-13 |
156-30 |
|
| S4 |
153-18 |
154-09 |
156-20 |
|
|
| 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% |
1-21 |
1.1% |
58% |
False |
False |
1,935 |
| 10 |
158-28 |
152-26 |
6-02 |
3.9% |
1-22 |
1.1% |
73% |
False |
False |
3,085 |
| 20 |
158-28 |
152-26 |
6-02 |
3.9% |
1-18 |
1.0% |
73% |
False |
False |
85,358 |
| 40 |
159-02 |
151-12 |
7-22 |
4.9% |
1-15 |
0.9% |
76% |
False |
False |
162,543 |
| 60 |
160-20 |
151-12 |
9-08 |
5.9% |
1-16 |
1.0% |
64% |
False |
False |
182,558 |
| 80 |
160-20 |
151-12 |
9-08 |
5.9% |
1-19 |
1.0% |
64% |
False |
False |
192,101 |
| 100 |
161-17 |
151-12 |
10-05 |
6.5% |
1-21 |
1.1% |
58% |
False |
False |
155,103 |
| 120 |
161-17 |
146-21 |
14-28 |
9.5% |
1-19 |
1.0% |
71% |
False |
False |
129,270 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
162-04 |
|
2.618 |
160-09 |
|
1.618 |
159-05 |
|
1.000 |
158-15 |
|
0.618 |
158-01 |
|
HIGH |
157-11 |
|
0.618 |
156-29 |
|
0.500 |
156-25 |
|
0.382 |
156-21 |
|
LOW |
156-07 |
|
0.618 |
155-17 |
|
1.000 |
155-03 |
|
1.618 |
154-13 |
|
2.618 |
153-09 |
|
4.250 |
151-14 |
|
|
| Fisher Pivots for day following 17-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
157-03 |
156-28 |
| PP |
156-30 |
156-17 |
| S1 |
156-25 |
156-06 |
|