ECBOT 30 Year Treasury Bond Future March 2016
| Trading Metrics calculated at close of trading on 15-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2015 |
15-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
157-00 |
158-00 |
1-00 |
0.6% |
156-00 |
| High |
158-08 |
158-07 |
-0-01 |
0.0% |
157-17 |
| Low |
156-28 |
157-08 |
0-12 |
0.2% |
154-13 |
| Close |
158-05 |
157-09 |
-0-28 |
-0.6% |
155-16 |
| Range |
1-12 |
0-31 |
-0-13 |
-29.5% |
3-04 |
| ATR |
1-13 |
1-12 |
-0-01 |
-2.2% |
0-00 |
| Volume |
501 |
0 |
-501 |
-100.0% |
129 |
|
| Daily Pivots for day following 15-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-16 |
159-27 |
157-26 |
|
| R3 |
159-17 |
158-28 |
157-18 |
|
| R2 |
158-18 |
158-18 |
157-15 |
|
| R1 |
157-29 |
157-29 |
157-12 |
157-24 |
| PP |
157-19 |
157-19 |
157-19 |
157-16 |
| S1 |
156-30 |
156-30 |
157-06 |
156-25 |
| S2 |
156-20 |
156-20 |
157-03 |
|
| S3 |
155-21 |
155-31 |
157-00 |
|
| S4 |
154-22 |
155-00 |
156-24 |
|
|
| 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 |
158-08 |
154-13 |
3-27 |
2.4% |
1-03 |
0.7% |
75% |
False |
False |
125 |
| 10 |
159-00 |
154-13 |
4-19 |
2.9% |
1-15 |
0.9% |
63% |
False |
False |
66 |
| 20 |
159-00 |
152-04 |
6-28 |
4.4% |
1-01 |
0.7% |
75% |
False |
False |
37 |
| 40 |
159-00 |
150-14 |
8-18 |
5.4% |
0-17 |
0.3% |
80% |
False |
False |
18 |
| 60 |
159-00 |
150-14 |
8-18 |
5.4% |
0-11 |
0.2% |
80% |
False |
False |
12 |
| 80 |
159-00 |
144-28 |
14-04 |
9.0% |
0-08 |
0.2% |
88% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
162-11 |
|
2.618 |
160-24 |
|
1.618 |
159-25 |
|
1.000 |
159-06 |
|
0.618 |
158-26 |
|
HIGH |
158-07 |
|
0.618 |
157-27 |
|
0.500 |
157-24 |
|
0.382 |
157-20 |
|
LOW |
157-08 |
|
0.618 |
156-21 |
|
1.000 |
156-09 |
|
1.618 |
155-22 |
|
2.618 |
154-23 |
|
4.250 |
153-04 |
|
|
| Fisher Pivots for day following 15-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
157-24 |
157-08 |
| PP |
157-19 |
157-07 |
| S1 |
157-14 |
157-06 |
|