ECBOT 30 Year Treasury Bond Future March 2016
| Trading Metrics calculated at close of trading on 29-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2015 |
29-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
156-31 |
156-01 |
-0-30 |
-0.6% |
157-10 |
| High |
156-31 |
156-25 |
-0-06 |
-0.1% |
157-20 |
| Low |
155-31 |
154-10 |
-1-21 |
-1.1% |
155-05 |
| Close |
156-23 |
154-14 |
-2-09 |
-1.5% |
155-23 |
| Range |
1-00 |
2-15 |
1-15 |
146.9% |
2-15 |
| ATR |
1-10 |
1-13 |
0-03 |
6.3% |
0-00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-19 |
160-31 |
155-25 |
|
| R3 |
160-04 |
158-16 |
155-04 |
|
| R2 |
157-21 |
157-21 |
154-28 |
|
| R1 |
156-01 |
156-01 |
154-21 |
155-20 |
| PP |
155-06 |
155-06 |
155-06 |
154-31 |
| S1 |
153-18 |
153-18 |
154-07 |
153-04 |
| S2 |
152-23 |
152-23 |
154-00 |
|
| S3 |
150-08 |
151-03 |
153-24 |
|
| S4 |
147-25 |
148-20 |
153-03 |
|
|
| 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 |
157-18 |
154-10 |
3-08 |
2.1% |
1-16 |
1.0% |
4% |
False |
True |
184 |
| 10 |
157-28 |
154-10 |
3-18 |
2.3% |
1-11 |
0.9% |
4% |
False |
True |
161 |
| 20 |
159-00 |
154-10 |
4-22 |
3.0% |
1-13 |
0.9% |
3% |
False |
True |
114 |
| 40 |
159-00 |
150-14 |
8-18 |
5.5% |
0-27 |
0.6% |
47% |
False |
False |
59 |
| 60 |
159-00 |
150-14 |
8-18 |
5.5% |
0-18 |
0.4% |
47% |
False |
False |
39 |
| 80 |
159-00 |
146-17 |
12-15 |
8.1% |
0-14 |
0.3% |
63% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
167-09 |
|
2.618 |
163-08 |
|
1.618 |
160-25 |
|
1.000 |
159-08 |
|
0.618 |
158-10 |
|
HIGH |
156-25 |
|
0.618 |
155-27 |
|
0.500 |
155-18 |
|
0.382 |
155-08 |
|
LOW |
154-10 |
|
0.618 |
152-25 |
|
1.000 |
151-27 |
|
1.618 |
150-10 |
|
2.618 |
147-27 |
|
4.250 |
143-26 |
|
|
| Fisher Pivots for day following 29-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
155-18 |
155-30 |
| PP |
155-06 |
155-14 |
| S1 |
154-26 |
154-30 |
|