ECBOT 30 Year Treasury Bond Future December 2015
| Trading Metrics calculated at close of trading on 18-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2015 |
18-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
156-12 |
157-13 |
1-01 |
0.7% |
158-09 |
| High |
157-11 |
158-00 |
0-21 |
0.4% |
158-20 |
| Low |
156-07 |
157-10 |
1-03 |
0.7% |
155-00 |
| Close |
157-08 |
157-23 |
0-15 |
0.3% |
157-23 |
| Range |
1-04 |
0-22 |
-0-14 |
-38.9% |
3-20 |
| ATR |
1-19 |
1-17 |
-0-02 |
-3.8% |
0-00 |
| Volume |
216 |
449 |
233 |
107.9% |
6,893 |
|
| Daily Pivots for day following 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-24 |
159-13 |
158-03 |
|
| R3 |
159-02 |
158-23 |
157-29 |
|
| R2 |
158-12 |
158-12 |
157-27 |
|
| R1 |
158-01 |
158-01 |
157-25 |
158-06 |
| PP |
157-22 |
157-22 |
157-22 |
157-24 |
| S1 |
157-11 |
157-11 |
157-21 |
157-16 |
| S2 |
157-00 |
157-00 |
157-19 |
|
| S3 |
156-10 |
156-21 |
157-17 |
|
| S4 |
155-20 |
155-31 |
157-11 |
|
|
| Weekly Pivots for week ending 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168-00 |
166-15 |
159-23 |
|
| R3 |
164-12 |
162-27 |
158-23 |
|
| R2 |
160-24 |
160-24 |
158-12 |
|
| R1 |
159-07 |
159-07 |
158-02 |
158-06 |
| PP |
157-04 |
157-04 |
157-04 |
156-19 |
| S1 |
155-19 |
155-19 |
157-12 |
154-18 |
| S2 |
153-16 |
153-16 |
157-02 |
|
| S3 |
149-28 |
151-31 |
156-23 |
|
| S4 |
146-08 |
148-11 |
155-23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
158-20 |
155-00 |
3-20 |
2.3% |
1-12 |
0.9% |
75% |
False |
False |
1,378 |
| 10 |
158-28 |
154-24 |
4-04 |
2.6% |
1-16 |
0.9% |
72% |
False |
False |
1,982 |
| 20 |
158-28 |
152-26 |
6-02 |
3.8% |
1-17 |
1.0% |
81% |
False |
False |
73,630 |
| 40 |
159-02 |
151-12 |
7-22 |
4.9% |
1-14 |
0.9% |
83% |
False |
False |
155,964 |
| 60 |
160-20 |
151-12 |
9-08 |
5.9% |
1-15 |
0.9% |
69% |
False |
False |
177,735 |
| 80 |
160-20 |
151-12 |
9-08 |
5.9% |
1-18 |
1.0% |
69% |
False |
False |
189,186 |
| 100 |
161-17 |
151-12 |
10-05 |
6.4% |
1-21 |
1.0% |
62% |
False |
False |
155,104 |
| 120 |
161-17 |
146-21 |
14-28 |
9.4% |
1-19 |
1.0% |
74% |
False |
False |
129,274 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
160-30 |
|
2.618 |
159-26 |
|
1.618 |
159-04 |
|
1.000 |
158-22 |
|
0.618 |
158-14 |
|
HIGH |
158-00 |
|
0.618 |
157-24 |
|
0.500 |
157-21 |
|
0.382 |
157-18 |
|
LOW |
157-10 |
|
0.618 |
156-28 |
|
1.000 |
156-20 |
|
1.618 |
156-06 |
|
2.618 |
155-16 |
|
4.250 |
154-12 |
|
|
| Fisher Pivots for day following 18-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
157-22 |
157-10 |
| PP |
157-22 |
156-29 |
| S1 |
157-21 |
156-16 |
|