ECBOT 30 Year Treasury Bond Future March 2016
| Trading Metrics calculated at close of trading on 12-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2015 |
12-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
150-27 |
150-27 |
0-00 |
0.0% |
155-21 |
| High |
151-04 |
151-27 |
0-23 |
0.5% |
155-21 |
| Low |
150-21 |
150-20 |
-0-01 |
0.0% |
150-16 |
| Close |
150-22 |
151-17 |
0-27 |
0.6% |
151-00 |
| Range |
0-15 |
1-07 |
0-24 |
160.0% |
5-05 |
| ATR |
1-10 |
1-10 |
0-00 |
-0.6% |
0-00 |
| Volume |
0 |
7,423 |
7,423 |
|
524 |
|
| Daily Pivots for day following 12-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-00 |
154-15 |
152-06 |
|
| R3 |
153-25 |
153-08 |
151-28 |
|
| R2 |
152-18 |
152-18 |
151-24 |
|
| R1 |
152-01 |
152-01 |
151-21 |
152-10 |
| PP |
151-11 |
151-11 |
151-11 |
151-15 |
| S1 |
150-26 |
150-26 |
151-13 |
151-03 |
| S2 |
150-04 |
150-04 |
151-10 |
|
| S3 |
148-29 |
149-19 |
151-06 |
|
| S4 |
147-22 |
148-12 |
150-28 |
|
|
| 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 |
153-05 |
150-03 |
3-02 |
2.0% |
1-09 |
0.8% |
47% |
False |
False |
1,579 |
| 10 |
155-21 |
150-03 |
5-18 |
3.7% |
1-08 |
0.8% |
26% |
False |
False |
955 |
| 20 |
157-28 |
150-03 |
7-25 |
5.1% |
1-10 |
0.9% |
18% |
False |
False |
558 |
| 40 |
159-00 |
150-03 |
8-29 |
5.9% |
1-05 |
0.8% |
16% |
False |
False |
297 |
| 60 |
159-00 |
150-03 |
8-29 |
5.9% |
0-25 |
0.5% |
16% |
False |
False |
198 |
| 80 |
159-00 |
150-03 |
8-29 |
5.9% |
0-19 |
0.4% |
16% |
False |
False |
148 |
| 100 |
159-00 |
144-28 |
14-04 |
9.3% |
0-15 |
0.3% |
47% |
False |
False |
119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
157-01 |
|
2.618 |
155-01 |
|
1.618 |
153-26 |
|
1.000 |
153-02 |
|
0.618 |
152-19 |
|
HIGH |
151-27 |
|
0.618 |
151-12 |
|
0.500 |
151-08 |
|
0.382 |
151-03 |
|
LOW |
150-20 |
|
0.618 |
149-28 |
|
1.000 |
149-13 |
|
1.618 |
148-21 |
|
2.618 |
147-14 |
|
4.250 |
145-14 |
|
|
| Fisher Pivots for day following 12-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
151-14 |
151-13 |
| PP |
151-11 |
151-09 |
| S1 |
151-08 |
151-06 |
|