ECBOT 30 Year Treasury Bond Future March 2016
| Trading Metrics calculated at close of trading on 26-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2015 |
26-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
156-09 |
155-23 |
-0-18 |
-0.4% |
157-10 |
| High |
157-02 |
156-24 |
-0-10 |
-0.2% |
157-20 |
| Low |
155-05 |
155-21 |
0-16 |
0.3% |
155-05 |
| Close |
155-23 |
156-18 |
0-27 |
0.5% |
155-23 |
| Range |
1-29 |
1-03 |
-0-26 |
-42.6% |
2-15 |
| ATR |
1-12 |
1-11 |
-0-01 |
-1.4% |
0-00 |
| Volume |
0 |
69 |
69 |
|
379 |
|
| Daily Pivots for day following 26-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-19 |
159-06 |
157-05 |
|
| R3 |
158-16 |
158-03 |
156-28 |
|
| R2 |
157-13 |
157-13 |
156-24 |
|
| R1 |
157-00 |
157-00 |
156-21 |
157-06 |
| PP |
156-10 |
156-10 |
156-10 |
156-14 |
| S1 |
155-29 |
155-29 |
156-15 |
156-04 |
| S2 |
155-07 |
155-07 |
156-12 |
|
| S3 |
154-04 |
154-26 |
156-08 |
|
| S4 |
153-01 |
153-23 |
155-31 |
|
|
| 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% |
1-12 |
0.9% |
57% |
False |
False |
89 |
| 10 |
158-08 |
155-05 |
3-03 |
2.0% |
1-07 |
0.8% |
45% |
False |
False |
126 |
| 20 |
159-00 |
154-13 |
4-19 |
2.9% |
1-10 |
0.8% |
47% |
False |
False |
74 |
| 40 |
159-00 |
150-14 |
8-18 |
5.5% |
0-24 |
0.5% |
72% |
False |
False |
37 |
| 60 |
159-00 |
150-14 |
8-18 |
5.5% |
0-16 |
0.3% |
72% |
False |
False |
25 |
| 80 |
159-00 |
146-17 |
12-15 |
8.0% |
0-12 |
0.2% |
80% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
161-13 |
|
2.618 |
159-20 |
|
1.618 |
158-17 |
|
1.000 |
157-27 |
|
0.618 |
157-14 |
|
HIGH |
156-24 |
|
0.618 |
156-11 |
|
0.500 |
156-07 |
|
0.382 |
156-02 |
|
LOW |
155-21 |
|
0.618 |
154-31 |
|
1.000 |
154-18 |
|
1.618 |
153-28 |
|
2.618 |
152-25 |
|
4.250 |
151-00 |
|
|
| Fisher Pivots for day following 26-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
156-14 |
156-16 |
| PP |
156-10 |
156-14 |
| S1 |
156-07 |
156-13 |
|