ECBOT 30 Year Treasury Bond Future March 2016
| Trading Metrics calculated at close of trading on 23-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2015 |
23-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
156-31 |
156-09 |
-0-22 |
-0.4% |
157-10 |
| High |
157-20 |
157-02 |
-0-18 |
-0.4% |
157-20 |
| Low |
156-12 |
155-05 |
-1-07 |
-0.8% |
155-05 |
| Close |
156-31 |
155-23 |
-1-08 |
-0.8% |
155-23 |
| Range |
1-08 |
1-29 |
0-21 |
52.5% |
2-15 |
| ATR |
1-11 |
1-12 |
0-01 |
3.1% |
0-00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-22 |
160-20 |
156-25 |
|
| R3 |
159-25 |
158-23 |
156-08 |
|
| R2 |
157-28 |
157-28 |
156-02 |
|
| R1 |
156-26 |
156-26 |
155-29 |
156-13 |
| PP |
155-31 |
155-31 |
155-31 |
155-25 |
| S1 |
154-29 |
154-29 |
155-17 |
154-16 |
| S2 |
154-02 |
154-02 |
155-12 |
|
| S3 |
152-05 |
153-00 |
155-06 |
|
| S4 |
150-08 |
151-03 |
154-21 |
|
|
| Weekly Pivots for week ending 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163-18 |
162-04 |
157-02 |
|
| R3 |
161-03 |
159-21 |
156-13 |
|
| R2 |
158-20 |
158-20 |
156-05 |
|
| R1 |
157-06 |
157-06 |
155-30 |
156-22 |
| PP |
156-05 |
156-05 |
156-05 |
155-29 |
| S1 |
154-23 |
154-23 |
155-16 |
154-07 |
| S2 |
153-22 |
153-22 |
155-09 |
|
| S3 |
151-07 |
152-08 |
155-01 |
|
| S4 |
148-24 |
149-25 |
154-12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
157-20 |
155-05 |
2-15 |
1.6% |
1-13 |
0.9% |
23% |
False |
True |
75 |
| 10 |
158-08 |
155-05 |
3-03 |
2.0% |
1-07 |
0.8% |
18% |
False |
True |
119 |
| 20 |
159-00 |
154-13 |
4-19 |
2.9% |
1-09 |
0.8% |
29% |
False |
False |
71 |
| 40 |
159-00 |
150-14 |
8-18 |
5.5% |
0-23 |
0.5% |
62% |
False |
False |
35 |
| 60 |
159-00 |
150-14 |
8-18 |
5.5% |
0-15 |
0.3% |
62% |
False |
False |
24 |
| 80 |
159-00 |
146-16 |
12-16 |
8.0% |
0-11 |
0.2% |
74% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165-05 |
|
2.618 |
162-02 |
|
1.618 |
160-05 |
|
1.000 |
158-31 |
|
0.618 |
158-08 |
|
HIGH |
157-02 |
|
0.618 |
156-11 |
|
0.500 |
156-04 |
|
0.382 |
155-28 |
|
LOW |
155-05 |
|
0.618 |
153-31 |
|
1.000 |
153-08 |
|
1.618 |
152-02 |
|
2.618 |
150-05 |
|
4.250 |
147-02 |
|
|
| Fisher Pivots for day following 23-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
156-04 |
156-13 |
| PP |
155-31 |
156-05 |
| S1 |
155-27 |
155-30 |
|