ECBOT 30 Year Treasury Bond Future March 2016
| Trading Metrics calculated at close of trading on 19-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2015 |
19-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
152-08 |
152-11 |
0-03 |
0.1% |
151-02 |
| High |
152-22 |
153-18 |
0-28 |
0.6% |
152-09 |
| Low |
151-27 |
152-10 |
0-15 |
0.3% |
150-03 |
| Close |
152-15 |
153-10 |
0-27 |
0.6% |
152-02 |
| Range |
0-27 |
1-08 |
0-13 |
48.2% |
2-06 |
| ATR |
1-08 |
1-08 |
0-00 |
0.0% |
0-00 |
| Volume |
0 |
15,974 |
15,974 |
|
8,598 |
|
| Daily Pivots for day following 19-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-26 |
156-10 |
154-00 |
|
| R3 |
155-18 |
155-02 |
153-21 |
|
| R2 |
154-10 |
154-10 |
153-17 |
|
| R1 |
153-26 |
153-26 |
153-14 |
154-02 |
| PP |
153-02 |
153-02 |
153-02 |
153-06 |
| S1 |
152-18 |
152-18 |
153-06 |
152-26 |
| S2 |
151-26 |
151-26 |
153-03 |
|
| S3 |
150-18 |
151-10 |
152-31 |
|
| S4 |
149-10 |
150-02 |
152-20 |
|
|
| 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 |
153-18 |
151-08 |
2-10 |
1.5% |
1-04 |
0.7% |
89% |
True |
False |
4,032 |
| 10 |
153-18 |
150-03 |
3-15 |
2.3% |
1-06 |
0.8% |
93% |
True |
False |
2,805 |
| 20 |
157-18 |
150-03 |
7-15 |
4.9% |
1-09 |
0.8% |
43% |
False |
False |
1,532 |
| 40 |
159-00 |
150-03 |
8-29 |
5.8% |
1-09 |
0.8% |
36% |
False |
False |
801 |
| 60 |
159-00 |
150-03 |
8-29 |
5.8% |
0-28 |
0.6% |
36% |
False |
False |
534 |
| 80 |
159-00 |
150-03 |
8-29 |
5.8% |
0-21 |
0.4% |
36% |
False |
False |
401 |
| 100 |
159-00 |
146-05 |
12-27 |
8.4% |
0-17 |
0.3% |
56% |
False |
False |
320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158-28 |
|
2.618 |
156-27 |
|
1.618 |
155-19 |
|
1.000 |
154-26 |
|
0.618 |
154-11 |
|
HIGH |
153-18 |
|
0.618 |
153-03 |
|
0.500 |
152-30 |
|
0.382 |
152-25 |
|
LOW |
152-10 |
|
0.618 |
151-17 |
|
1.000 |
151-02 |
|
1.618 |
150-09 |
|
2.618 |
149-01 |
|
4.250 |
147-00 |
|
|
| Fisher Pivots for day following 19-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
153-06 |
153-00 |
| PP |
153-02 |
152-23 |
| S1 |
152-30 |
152-13 |
|