ECBOT 30 Year Treasury Bond Future March 2016
| Trading Metrics calculated at close of trading on 22-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2015 |
22-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
156-06 |
156-31 |
0-25 |
0.5% |
156-00 |
| High |
157-08 |
157-20 |
0-12 |
0.2% |
158-08 |
| Low |
156-05 |
156-12 |
0-07 |
0.1% |
155-12 |
| Close |
156-31 |
156-31 |
0-00 |
0.0% |
157-16 |
| Range |
1-03 |
1-08 |
0-05 |
14.3% |
2-28 |
| ATR |
1-11 |
1-11 |
0-00 |
-0.5% |
0-00 |
| Volume |
379 |
0 |
-379 |
-100.0% |
816 |
|
| Daily Pivots for day following 22-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-24 |
160-03 |
157-21 |
|
| R3 |
159-16 |
158-27 |
157-10 |
|
| R2 |
158-08 |
158-08 |
157-06 |
|
| R1 |
157-19 |
157-19 |
157-03 |
157-19 |
| PP |
157-00 |
157-00 |
157-00 |
157-00 |
| S1 |
156-11 |
156-11 |
156-27 |
156-11 |
| S2 |
155-24 |
155-24 |
156-24 |
|
| S3 |
154-16 |
155-03 |
156-20 |
|
| S4 |
153-08 |
153-27 |
156-09 |
|
|
| 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 |
157-28 |
155-22 |
2-06 |
1.4% |
1-06 |
0.8% |
59% |
False |
False |
138 |
| 10 |
158-08 |
154-13 |
3-27 |
2.4% |
1-05 |
0.7% |
67% |
False |
False |
131 |
| 20 |
159-00 |
154-02 |
4-30 |
3.1% |
1-09 |
0.8% |
59% |
False |
False |
71 |
| 40 |
159-00 |
150-14 |
8-18 |
5.5% |
0-21 |
0.4% |
76% |
False |
False |
36 |
| 60 |
159-00 |
150-14 |
8-18 |
5.5% |
0-14 |
0.3% |
76% |
False |
False |
24 |
| 80 |
159-00 |
146-05 |
12-27 |
8.2% |
0-11 |
0.2% |
84% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
162-30 |
|
2.618 |
160-29 |
|
1.618 |
159-21 |
|
1.000 |
158-28 |
|
0.618 |
158-13 |
|
HIGH |
157-20 |
|
0.618 |
157-05 |
|
0.500 |
157-00 |
|
0.382 |
156-27 |
|
LOW |
156-12 |
|
0.618 |
155-19 |
|
1.000 |
155-04 |
|
1.618 |
154-11 |
|
2.618 |
153-03 |
|
4.250 |
151-02 |
|
|
| Fisher Pivots for day following 22-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
157-00 |
156-28 |
| PP |
157-00 |
156-24 |
| S1 |
156-31 |
156-21 |
|