ECBOT 30 Year Treasury Bond Future March 2016
Trading Metrics calculated at close of trading on 16-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2015 |
16-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
158-00 |
157-23 |
-0-09 |
-0.2% |
156-00 |
High |
158-07 |
157-28 |
-0-11 |
-0.2% |
158-08 |
Low |
157-08 |
157-03 |
-0-05 |
-0.1% |
155-12 |
Close |
157-09 |
157-16 |
0-07 |
0.1% |
157-16 |
Range |
0-31 |
0-25 |
-0-06 |
-19.4% |
2-28 |
ATR |
1-12 |
1-10 |
-0-01 |
-3.0% |
0-00 |
Volume |
0 |
311 |
311 |
|
816 |
|
Daily Pivots for day following 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
159-27 |
159-14 |
157-30 |
|
R3 |
159-02 |
158-21 |
157-23 |
|
R2 |
158-09 |
158-09 |
157-21 |
|
R1 |
157-28 |
157-28 |
157-18 |
157-22 |
PP |
157-16 |
157-16 |
157-16 |
157-13 |
S1 |
157-03 |
157-03 |
157-14 |
156-29 |
S2 |
156-23 |
156-23 |
157-11 |
|
S3 |
155-30 |
156-10 |
157-09 |
|
S4 |
155-05 |
155-17 |
157-02 |
|
|
Weekly Pivots for week ending 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165-21 |
164-15 |
159-03 |
|
R3 |
162-25 |
161-19 |
158-09 |
|
R2 |
159-29 |
159-29 |
158-01 |
|
R1 |
158-23 |
158-23 |
157-24 |
159-10 |
PP |
157-01 |
157-01 |
157-01 |
157-11 |
S1 |
155-27 |
155-27 |
157-08 |
156-14 |
S2 |
154-05 |
154-05 |
156-31 |
|
S3 |
151-09 |
152-31 |
156-23 |
|
S4 |
148-13 |
150-03 |
155-29 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
158-08 |
155-12 |
2-28 |
1.8% |
1-00 |
0.6% |
74% |
False |
False |
163 |
10 |
158-08 |
154-13 |
3-27 |
2.4% |
1-08 |
0.8% |
80% |
False |
False |
94 |
20 |
159-00 |
152-04 |
6-28 |
4.4% |
1-02 |
0.7% |
78% |
False |
False |
53 |
40 |
159-00 |
150-14 |
8-18 |
5.4% |
0-17 |
0.3% |
82% |
False |
False |
26 |
60 |
159-00 |
150-14 |
8-18 |
5.4% |
0-11 |
0.2% |
82% |
False |
False |
17 |
80 |
159-00 |
144-28 |
14-04 |
9.0% |
0-09 |
0.2% |
89% |
False |
False |
13 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
161-06 |
2.618 |
159-29 |
1.618 |
159-04 |
1.000 |
158-21 |
0.618 |
158-11 |
HIGH |
157-28 |
0.618 |
157-18 |
0.500 |
157-16 |
0.382 |
157-13 |
LOW |
157-03 |
0.618 |
156-20 |
1.000 |
156-10 |
1.618 |
155-27 |
2.618 |
155-02 |
4.250 |
153-25 |
|
|
Fisher Pivots for day following 16-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
157-16 |
157-18 |
PP |
157-16 |
157-17 |
S1 |
157-16 |
157-17 |
|