ECBOT 30 Year Treasury Bond Future March 2016
| Trading Metrics calculated at close of trading on 06-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2015 |
06-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
153-14 |
152-30 |
-0-16 |
-0.3% |
155-21 |
| High |
153-18 |
153-05 |
-0-13 |
-0.3% |
155-21 |
| Low |
152-11 |
150-16 |
-1-27 |
-1.2% |
150-16 |
| Close |
152-24 |
151-00 |
-1-24 |
-1.1% |
151-00 |
| Range |
1-07 |
2-21 |
1-14 |
118.0% |
5-05 |
| ATR |
1-11 |
1-14 |
0-03 |
6.9% |
0-00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-17 |
157-29 |
152-15 |
|
| R3 |
156-28 |
155-08 |
151-23 |
|
| R2 |
154-07 |
154-07 |
151-16 |
|
| R1 |
152-19 |
152-19 |
151-08 |
152-03 |
| PP |
151-18 |
151-18 |
151-18 |
151-09 |
| S1 |
149-30 |
149-30 |
150-24 |
149-13 |
| S2 |
148-29 |
148-29 |
150-16 |
|
| S3 |
146-08 |
147-09 |
150-09 |
|
| S4 |
143-19 |
144-20 |
149-17 |
|
|
| Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167-27 |
164-19 |
153-27 |
|
| R3 |
162-22 |
159-14 |
152-13 |
|
| R2 |
157-17 |
157-17 |
151-30 |
|
| R1 |
154-09 |
154-09 |
151-15 |
153-11 |
| PP |
152-12 |
152-12 |
152-12 |
151-29 |
| S1 |
149-04 |
149-04 |
150-17 |
148-05 |
| S2 |
147-07 |
147-07 |
150-02 |
|
| S3 |
142-02 |
143-31 |
149-19 |
|
| S4 |
136-29 |
138-26 |
148-05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
155-21 |
150-16 |
5-05 |
3.4% |
1-18 |
1.0% |
10% |
False |
True |
104 |
| 10 |
157-18 |
150-16 |
7-02 |
4.7% |
1-14 |
1.0% |
7% |
False |
True |
258 |
| 20 |
158-08 |
150-16 |
7-24 |
5.1% |
1-10 |
0.9% |
6% |
False |
True |
188 |
| 40 |
159-00 |
150-14 |
8-18 |
5.7% |
1-02 |
0.7% |
7% |
False |
False |
100 |
| 60 |
159-00 |
150-14 |
8-18 |
5.7% |
0-23 |
0.5% |
7% |
False |
False |
67 |
| 80 |
159-00 |
149-07 |
9-25 |
6.5% |
0-17 |
0.4% |
18% |
False |
False |
50 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
164-14 |
|
2.618 |
160-04 |
|
1.618 |
157-15 |
|
1.000 |
155-26 |
|
0.618 |
154-26 |
|
HIGH |
153-05 |
|
0.618 |
152-05 |
|
0.500 |
151-27 |
|
0.382 |
151-16 |
|
LOW |
150-16 |
|
0.618 |
148-27 |
|
1.000 |
147-27 |
|
1.618 |
146-06 |
|
2.618 |
143-17 |
|
4.250 |
139-07 |
|
|
| Fisher Pivots for day following 06-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
151-27 |
152-06 |
| PP |
151-18 |
151-25 |
| S1 |
151-09 |
151-13 |
|