ECBOT 30 Year Treasury Bond Future March 2016
| Trading Metrics calculated at close of trading on 30-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2015 |
30-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
156-01 |
154-09 |
-1-24 |
-1.1% |
155-23 |
| High |
156-25 |
155-08 |
-1-17 |
-1.0% |
157-18 |
| Low |
154-10 |
154-09 |
-0-01 |
0.0% |
154-09 |
| Close |
154-14 |
155-03 |
0-21 |
0.4% |
155-03 |
| Range |
2-15 |
0-31 |
-1-16 |
-60.8% |
3-09 |
| ATR |
1-13 |
1-12 |
-0-01 |
-2.2% |
0-00 |
| Volume |
0 |
1,135 |
1,135 |
|
2,059 |
|
| Daily Pivots for day following 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-25 |
157-13 |
155-20 |
|
| R3 |
156-26 |
156-14 |
155-12 |
|
| R2 |
155-27 |
155-27 |
155-09 |
|
| R1 |
155-15 |
155-15 |
155-06 |
155-21 |
| PP |
154-28 |
154-28 |
154-28 |
154-31 |
| S1 |
154-16 |
154-16 |
155-00 |
154-22 |
| S2 |
153-29 |
153-29 |
154-29 |
|
| S3 |
152-30 |
153-17 |
154-26 |
|
| S4 |
151-31 |
152-18 |
154-18 |
|
|
| Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165-16 |
163-18 |
156-29 |
|
| R3 |
162-07 |
160-09 |
156-00 |
|
| R2 |
158-30 |
158-30 |
155-22 |
|
| R1 |
157-00 |
157-00 |
155-13 |
156-11 |
| PP |
155-21 |
155-21 |
155-21 |
155-10 |
| S1 |
153-23 |
153-23 |
154-25 |
153-02 |
| S2 |
152-12 |
152-12 |
154-16 |
|
| S3 |
149-03 |
150-14 |
154-06 |
|
| S4 |
145-26 |
147-05 |
153-09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
157-18 |
154-09 |
3-09 |
2.1% |
1-10 |
0.9% |
25% |
False |
True |
411 |
| 10 |
157-20 |
154-09 |
3-11 |
2.2% |
1-12 |
0.9% |
24% |
False |
True |
243 |
| 20 |
158-08 |
154-09 |
3-31 |
2.6% |
1-10 |
0.8% |
20% |
False |
True |
169 |
| 40 |
159-00 |
150-14 |
8-18 |
5.5% |
0-28 |
0.6% |
54% |
False |
False |
87 |
| 60 |
159-00 |
150-14 |
8-18 |
5.5% |
0-19 |
0.4% |
54% |
False |
False |
58 |
| 80 |
159-00 |
146-17 |
12-15 |
8.0% |
0-14 |
0.3% |
69% |
False |
False |
43 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
159-12 |
|
2.618 |
157-25 |
|
1.618 |
156-26 |
|
1.000 |
156-07 |
|
0.618 |
155-27 |
|
HIGH |
155-08 |
|
0.618 |
154-28 |
|
0.500 |
154-25 |
|
0.382 |
154-21 |
|
LOW |
154-09 |
|
0.618 |
153-22 |
|
1.000 |
153-10 |
|
1.618 |
152-23 |
|
2.618 |
151-24 |
|
4.250 |
150-05 |
|
|
| Fisher Pivots for day following 30-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
155-00 |
155-20 |
| PP |
154-28 |
155-14 |
| S1 |
154-25 |
155-09 |
|