ECBOT 30 Year Treasury Bond Future March 2016
Trading Metrics calculated at close of trading on 11-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2015 |
11-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
150-20 |
150-27 |
0-07 |
0.1% |
155-21 |
High |
151-16 |
151-04 |
-0-12 |
-0.2% |
155-21 |
Low |
150-16 |
150-21 |
0-05 |
0.1% |
150-16 |
Close |
151-09 |
150-22 |
-0-19 |
-0.4% |
151-00 |
Range |
1-00 |
0-15 |
-0-17 |
-53.1% |
5-05 |
ATR |
1-12 |
1-10 |
-0-02 |
-3.9% |
0-00 |
Volume |
473 |
0 |
-473 |
-100.0% |
524 |
|
Daily Pivots for day following 11-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
152-07 |
151-30 |
150-30 |
|
R3 |
151-24 |
151-15 |
150-26 |
|
R2 |
151-09 |
151-09 |
150-25 |
|
R1 |
151-00 |
151-00 |
150-23 |
150-29 |
PP |
150-26 |
150-26 |
150-26 |
150-25 |
S1 |
150-17 |
150-17 |
150-21 |
150-14 |
S2 |
150-11 |
150-11 |
150-19 |
|
S3 |
149-28 |
150-02 |
150-18 |
|
S4 |
149-13 |
149-19 |
150-14 |
|
|
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 |
153-18 |
150-03 |
3-15 |
2.3% |
1-09 |
0.8% |
17% |
False |
False |
94 |
10 |
156-25 |
150-03 |
6-22 |
4.4% |
1-12 |
0.9% |
9% |
False |
False |
213 |
20 |
158-07 |
150-03 |
8-04 |
5.4% |
1-09 |
0.9% |
7% |
False |
False |
187 |
40 |
159-00 |
150-03 |
8-29 |
5.9% |
1-04 |
0.8% |
7% |
False |
False |
112 |
60 |
159-00 |
150-03 |
8-29 |
5.9% |
0-24 |
0.5% |
7% |
False |
False |
74 |
80 |
159-00 |
150-03 |
8-29 |
5.9% |
0-18 |
0.4% |
7% |
False |
False |
56 |
100 |
159-00 |
144-28 |
14-04 |
9.4% |
0-15 |
0.3% |
41% |
False |
False |
44 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
153-04 |
2.618 |
152-11 |
1.618 |
151-28 |
1.000 |
151-19 |
0.618 |
151-13 |
HIGH |
151-04 |
0.618 |
150-30 |
0.500 |
150-29 |
0.382 |
150-27 |
LOW |
150-21 |
0.618 |
150-12 |
1.000 |
150-06 |
1.618 |
149-29 |
2.618 |
149-14 |
4.250 |
148-21 |
|
|
Fisher Pivots for day following 11-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
150-29 |
150-26 |
PP |
150-26 |
150-24 |
S1 |
150-24 |
150-23 |
|