ECBOT 30 Year Treasury Bond Future March 2016
| Trading Metrics calculated at close of trading on 13-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2015 |
13-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
156-00 |
156-10 |
0-10 |
0.2% |
156-00 |
| High |
156-15 |
156-30 |
0-15 |
0.3% |
157-17 |
| Low |
155-12 |
156-03 |
0-23 |
0.5% |
154-13 |
| Close |
156-13 |
156-13 |
0-00 |
0.0% |
155-16 |
| Range |
1-03 |
0-27 |
-0-08 |
-22.9% |
3-04 |
| ATR |
1-13 |
1-11 |
-0-01 |
-2.8% |
0-00 |
| Volume |
4 |
0 |
-4 |
-100.0% |
129 |
|
| Daily Pivots for day following 13-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-00 |
158-18 |
156-28 |
|
| R3 |
158-05 |
157-23 |
156-20 |
|
| R2 |
157-10 |
157-10 |
156-18 |
|
| R1 |
156-28 |
156-28 |
156-15 |
157-03 |
| PP |
156-15 |
156-15 |
156-15 |
156-19 |
| S1 |
156-01 |
156-01 |
156-11 |
156-08 |
| S2 |
155-20 |
155-20 |
156-08 |
|
| S3 |
154-25 |
155-06 |
156-06 |
|
| S4 |
153-30 |
154-11 |
155-30 |
|
|
| Weekly Pivots for week ending 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165-06 |
163-15 |
157-07 |
|
| R3 |
162-02 |
160-11 |
156-12 |
|
| R2 |
158-30 |
158-30 |
156-02 |
|
| R1 |
157-07 |
157-07 |
155-25 |
156-17 |
| PP |
155-26 |
155-26 |
155-26 |
155-15 |
| S1 |
154-03 |
154-03 |
155-07 |
153-13 |
| S2 |
152-22 |
152-22 |
154-30 |
|
| S3 |
149-18 |
150-31 |
154-20 |
|
| S4 |
146-14 |
147-27 |
153-25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
156-30 |
154-13 |
2-17 |
1.6% |
1-08 |
0.8% |
79% |
True |
False |
25 |
| 10 |
159-00 |
154-13 |
4-19 |
2.9% |
1-13 |
0.9% |
44% |
False |
False |
17 |
| 20 |
159-00 |
150-14 |
8-18 |
5.5% |
0-29 |
0.6% |
70% |
False |
False |
12 |
| 40 |
159-00 |
150-14 |
8-18 |
5.5% |
0-15 |
0.3% |
70% |
False |
False |
6 |
| 60 |
159-00 |
149-26 |
9-06 |
5.9% |
0-10 |
0.2% |
72% |
False |
False |
4 |
| 80 |
159-00 |
144-28 |
14-04 |
9.0% |
0-07 |
0.1% |
82% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
160-17 |
|
2.618 |
159-05 |
|
1.618 |
158-10 |
|
1.000 |
157-25 |
|
0.618 |
157-15 |
|
HIGH |
156-30 |
|
0.618 |
156-20 |
|
0.500 |
156-17 |
|
0.382 |
156-13 |
|
LOW |
156-03 |
|
0.618 |
155-18 |
|
1.000 |
155-08 |
|
1.618 |
154-23 |
|
2.618 |
153-28 |
|
4.250 |
152-16 |
|
|
| Fisher Pivots for day following 13-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
156-17 |
156-05 |
| PP |
156-15 |
155-29 |
| S1 |
156-14 |
155-22 |
|