ECBOT 30 Year Treasury Bond Future March 2016
| Trading Metrics calculated at close of trading on 09-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2015 |
09-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
152-30 |
151-02 |
-1-28 |
-1.2% |
155-21 |
| High |
153-05 |
151-04 |
-2-01 |
-1.3% |
155-21 |
| Low |
150-16 |
150-03 |
-0-13 |
-0.3% |
150-16 |
| Close |
151-00 |
150-25 |
-0-07 |
-0.1% |
151-00 |
| Range |
2-21 |
1-01 |
-1-20 |
-61.2% |
5-05 |
| ATR |
1-14 |
1-13 |
-0-01 |
-2.0% |
0-00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-24 |
153-10 |
151-11 |
|
| R3 |
152-23 |
152-09 |
151-02 |
|
| R2 |
151-22 |
151-22 |
150-31 |
|
| R1 |
151-08 |
151-08 |
150-28 |
150-31 |
| PP |
150-21 |
150-21 |
150-21 |
150-17 |
| S1 |
150-07 |
150-07 |
150-22 |
149-30 |
| S2 |
149-20 |
149-20 |
150-19 |
|
| S3 |
148-19 |
149-06 |
150-16 |
|
| S4 |
147-18 |
148-05 |
150-07 |
|
|
| 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 |
154-27 |
150-03 |
4-24 |
3.2% |
1-16 |
1.0% |
14% |
False |
True |
104 |
| 10 |
157-18 |
150-03 |
7-15 |
5.0% |
1-14 |
1.0% |
9% |
False |
True |
251 |
| 20 |
158-08 |
150-03 |
8-05 |
5.4% |
1-10 |
0.9% |
8% |
False |
True |
188 |
| 40 |
159-00 |
150-03 |
8-29 |
5.9% |
1-03 |
0.7% |
8% |
False |
True |
100 |
| 60 |
159-00 |
150-03 |
8-29 |
5.9% |
0-23 |
0.5% |
8% |
False |
True |
67 |
| 80 |
159-00 |
149-07 |
9-25 |
6.5% |
0-18 |
0.4% |
16% |
False |
False |
50 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155-16 |
|
2.618 |
153-26 |
|
1.618 |
152-25 |
|
1.000 |
152-05 |
|
0.618 |
151-24 |
|
HIGH |
151-04 |
|
0.618 |
150-23 |
|
0.500 |
150-20 |
|
0.382 |
150-16 |
|
LOW |
150-03 |
|
0.618 |
149-15 |
|
1.000 |
149-02 |
|
1.618 |
148-14 |
|
2.618 |
147-13 |
|
4.250 |
145-23 |
|
|
| Fisher Pivots for day following 09-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
150-23 |
151-27 |
| PP |
150-21 |
151-15 |
| S1 |
150-20 |
151-04 |
|