ECBOT 30 Year Treasury Bond Future March 2016
| Trading Metrics calculated at close of trading on 04-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2015 |
04-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
154-16 |
153-16 |
-1-00 |
-0.6% |
155-23 |
| High |
154-27 |
153-28 |
-0-31 |
-0.6% |
157-18 |
| Low |
153-05 |
153-00 |
-0-05 |
-0.1% |
154-09 |
| Close |
153-09 |
153-10 |
0-01 |
0.0% |
155-03 |
| Range |
1-22 |
0-28 |
-0-26 |
-48.1% |
3-09 |
| ATR |
1-13 |
1-11 |
-0-01 |
-2.7% |
0-00 |
| Volume |
0 |
524 |
524 |
|
2,059 |
|
| Daily Pivots for day following 04-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-01 |
155-17 |
153-25 |
|
| R3 |
155-05 |
154-21 |
153-18 |
|
| R2 |
154-09 |
154-09 |
153-15 |
|
| R1 |
153-25 |
153-25 |
153-13 |
153-19 |
| PP |
153-13 |
153-13 |
153-13 |
153-10 |
| S1 |
152-29 |
152-29 |
153-07 |
152-23 |
| S2 |
152-17 |
152-17 |
153-05 |
|
| S3 |
151-21 |
152-01 |
153-02 |
|
| S4 |
150-25 |
151-05 |
152-27 |
|
|
| 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 |
156-25 |
153-00 |
3-25 |
2.5% |
1-15 |
1.0% |
8% |
False |
True |
331 |
| 10 |
157-20 |
153-00 |
4-20 |
3.0% |
1-12 |
0.9% |
7% |
False |
True |
258 |
| 20 |
158-08 |
153-00 |
5-08 |
3.4% |
1-09 |
0.8% |
6% |
False |
True |
195 |
| 40 |
159-00 |
150-14 |
8-18 |
5.6% |
0-31 |
0.6% |
34% |
False |
False |
100 |
| 60 |
159-00 |
150-14 |
8-18 |
5.6% |
0-21 |
0.4% |
34% |
False |
False |
67 |
| 80 |
159-00 |
148-11 |
10-21 |
7.0% |
0-16 |
0.3% |
47% |
False |
False |
50 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
157-19 |
|
2.618 |
156-05 |
|
1.618 |
155-09 |
|
1.000 |
154-24 |
|
0.618 |
154-13 |
|
HIGH |
153-28 |
|
0.618 |
153-17 |
|
0.500 |
153-14 |
|
0.382 |
153-11 |
|
LOW |
153-00 |
|
0.618 |
152-15 |
|
1.000 |
152-04 |
|
1.618 |
151-19 |
|
2.618 |
150-23 |
|
4.250 |
149-09 |
|
|
| Fisher Pivots for day following 04-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
153-14 |
154-11 |
| PP |
153-13 |
154-00 |
| S1 |
153-11 |
153-21 |
|