ECBOT 30 Year Treasury Bond Future March 2016
| Trading Metrics calculated at close of trading on 27-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2015 |
27-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
155-23 |
156-25 |
1-02 |
0.7% |
157-10 |
| High |
156-24 |
157-18 |
0-26 |
0.5% |
157-20 |
| Low |
155-21 |
156-16 |
0-27 |
0.5% |
155-05 |
| Close |
156-18 |
157-03 |
0-17 |
0.3% |
155-23 |
| Range |
1-03 |
1-02 |
-0-01 |
-2.9% |
2-15 |
| ATR |
1-11 |
1-11 |
-0-01 |
-1.5% |
0-00 |
| Volume |
69 |
855 |
786 |
1,139.1% |
379 |
|
| Daily Pivots for day following 27-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-08 |
159-23 |
157-22 |
|
| R3 |
159-06 |
158-21 |
157-12 |
|
| R2 |
158-04 |
158-04 |
157-09 |
|
| R1 |
157-19 |
157-19 |
157-06 |
157-28 |
| PP |
157-02 |
157-02 |
157-02 |
157-06 |
| S1 |
156-17 |
156-17 |
157-00 |
156-26 |
| S2 |
156-00 |
156-00 |
156-29 |
|
| S3 |
154-30 |
155-15 |
156-26 |
|
| S4 |
153-28 |
154-13 |
156-16 |
|
|
| 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% |
1-09 |
0.8% |
78% |
False |
False |
260 |
| 10 |
158-08 |
155-05 |
3-03 |
2.0% |
1-07 |
0.8% |
63% |
False |
False |
211 |
| 20 |
159-00 |
154-13 |
4-19 |
2.9% |
1-10 |
0.8% |
59% |
False |
False |
114 |
| 40 |
159-00 |
150-14 |
8-18 |
5.5% |
0-24 |
0.5% |
78% |
False |
False |
59 |
| 60 |
159-00 |
150-14 |
8-18 |
5.5% |
0-16 |
0.3% |
78% |
False |
False |
39 |
| 80 |
159-00 |
146-17 |
12-15 |
7.9% |
0-12 |
0.2% |
85% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
162-02 |
|
2.618 |
160-11 |
|
1.618 |
159-09 |
|
1.000 |
158-20 |
|
0.618 |
158-07 |
|
HIGH |
157-18 |
|
0.618 |
157-05 |
|
0.500 |
157-01 |
|
0.382 |
156-29 |
|
LOW |
156-16 |
|
0.618 |
155-27 |
|
1.000 |
155-14 |
|
1.618 |
154-25 |
|
2.618 |
153-23 |
|
4.250 |
152-00 |
|
|
| Fisher Pivots for day following 27-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
157-02 |
156-27 |
| PP |
157-02 |
156-19 |
| S1 |
157-01 |
156-12 |
|