ECBOT 30 Year Treasury Bond Future March 2016
| Trading Metrics calculated at close of trading on 10-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2015 |
10-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
151-02 |
150-20 |
-0-14 |
-0.3% |
155-21 |
| High |
151-04 |
151-16 |
0-12 |
0.2% |
155-21 |
| Low |
150-03 |
150-16 |
0-13 |
0.3% |
150-16 |
| Close |
150-25 |
151-09 |
0-16 |
0.3% |
151-00 |
| Range |
1-01 |
1-00 |
-0-01 |
-3.0% |
5-05 |
| ATR |
1-13 |
1-12 |
-0-01 |
-2.1% |
0-00 |
| Volume |
0 |
473 |
473 |
|
524 |
|
| Daily Pivots for day following 10-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-03 |
153-22 |
151-27 |
|
| R3 |
153-03 |
152-22 |
151-18 |
|
| R2 |
152-03 |
152-03 |
151-15 |
|
| R1 |
151-22 |
151-22 |
151-12 |
151-29 |
| PP |
151-03 |
151-03 |
151-03 |
151-06 |
| S1 |
150-22 |
150-22 |
151-06 |
150-29 |
| S2 |
150-03 |
150-03 |
151-03 |
|
| S3 |
149-03 |
149-22 |
151-00 |
|
| S4 |
148-03 |
148-22 |
150-23 |
|
|
| 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 |
153-28 |
150-03 |
3-25 |
2.5% |
1-11 |
0.9% |
31% |
False |
False |
199 |
| 10 |
156-31 |
150-03 |
6-28 |
4.5% |
1-14 |
0.9% |
17% |
False |
False |
213 |
| 20 |
158-08 |
150-03 |
8-05 |
5.4% |
1-11 |
0.9% |
15% |
False |
False |
212 |
| 40 |
159-00 |
150-03 |
8-29 |
5.9% |
1-04 |
0.7% |
13% |
False |
False |
112 |
| 60 |
159-00 |
150-03 |
8-29 |
5.9% |
0-24 |
0.5% |
13% |
False |
False |
74 |
| 80 |
159-00 |
149-26 |
9-06 |
6.1% |
0-18 |
0.4% |
16% |
False |
False |
56 |
| 100 |
159-00 |
144-28 |
14-04 |
9.3% |
0-14 |
0.3% |
45% |
False |
False |
44 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155-24 |
|
2.618 |
154-04 |
|
1.618 |
153-04 |
|
1.000 |
152-16 |
|
0.618 |
152-04 |
|
HIGH |
151-16 |
|
0.618 |
151-04 |
|
0.500 |
151-00 |
|
0.382 |
150-28 |
|
LOW |
150-16 |
|
0.618 |
149-28 |
|
1.000 |
149-16 |
|
1.618 |
148-28 |
|
2.618 |
147-28 |
|
4.250 |
146-08 |
|
|
| Fisher Pivots for day following 10-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
151-06 |
151-20 |
| PP |
151-03 |
151-16 |
| S1 |
151-00 |
151-13 |
|