ECBOT 30 Year Treasury Bond Future March 2016
| Trading Metrics calculated at close of trading on 13-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2015 |
13-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
150-27 |
151-23 |
0-28 |
0.6% |
151-02 |
| High |
151-27 |
152-09 |
0-14 |
0.3% |
152-09 |
| Low |
150-20 |
151-14 |
0-26 |
0.5% |
150-03 |
| Close |
151-17 |
152-02 |
0-17 |
0.4% |
152-02 |
| Range |
1-07 |
0-27 |
-0-12 |
-30.8% |
2-06 |
| ATR |
1-10 |
1-09 |
-0-01 |
-2.6% |
0-00 |
| Volume |
7,423 |
702 |
-6,721 |
-90.5% |
8,598 |
|
| Daily Pivots for day following 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-15 |
154-03 |
152-17 |
|
| R3 |
153-20 |
153-08 |
152-09 |
|
| R2 |
152-25 |
152-25 |
152-07 |
|
| R1 |
152-13 |
152-13 |
152-04 |
152-19 |
| PP |
151-30 |
151-30 |
151-30 |
152-01 |
| S1 |
151-18 |
151-18 |
152-00 |
151-24 |
| S2 |
151-03 |
151-03 |
151-29 |
|
| S3 |
150-08 |
150-23 |
151-27 |
|
| S4 |
149-13 |
149-28 |
151-19 |
|
|
| Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-01 |
157-08 |
153-08 |
|
| R3 |
155-27 |
155-02 |
152-21 |
|
| R2 |
153-21 |
153-21 |
152-15 |
|
| R1 |
152-28 |
152-28 |
152-08 |
153-09 |
| PP |
151-15 |
151-15 |
151-15 |
151-22 |
| S1 |
150-22 |
150-22 |
151-28 |
151-03 |
| S2 |
149-09 |
149-09 |
151-21 |
|
| S3 |
147-03 |
148-16 |
151-15 |
|
| S4 |
144-29 |
146-10 |
150-28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
152-09 |
150-03 |
2-06 |
1.4% |
0-29 |
0.6% |
90% |
True |
False |
1,719 |
| 10 |
155-21 |
150-03 |
5-18 |
3.7% |
1-08 |
0.8% |
35% |
False |
False |
912 |
| 20 |
157-20 |
150-03 |
7-17 |
5.0% |
1-10 |
0.9% |
26% |
False |
False |
578 |
| 40 |
159-00 |
150-03 |
8-29 |
5.9% |
1-06 |
0.8% |
22% |
False |
False |
315 |
| 60 |
159-00 |
150-03 |
8-29 |
5.9% |
0-25 |
0.5% |
22% |
False |
False |
210 |
| 80 |
159-00 |
150-03 |
8-29 |
5.9% |
0-19 |
0.4% |
22% |
False |
False |
157 |
| 100 |
159-00 |
144-28 |
14-04 |
9.3% |
0-15 |
0.3% |
51% |
False |
False |
126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155-28 |
|
2.618 |
154-16 |
|
1.618 |
153-21 |
|
1.000 |
153-04 |
|
0.618 |
152-26 |
|
HIGH |
152-09 |
|
0.618 |
151-31 |
|
0.500 |
151-28 |
|
0.382 |
151-24 |
|
LOW |
151-14 |
|
0.618 |
150-29 |
|
1.000 |
150-19 |
|
1.618 |
150-02 |
|
2.618 |
149-07 |
|
4.250 |
147-27 |
|
|
| Fisher Pivots for day following 13-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
152-00 |
151-28 |
| PP |
151-30 |
151-21 |
| S1 |
151-28 |
151-15 |
|