ECBOT 30 Year Treasury Bond Future March 2016
| Trading Metrics calculated at close of trading on 20-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2015 |
20-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
152-11 |
153-05 |
0-26 |
0.5% |
152-19 |
| High |
153-18 |
153-22 |
0-04 |
0.1% |
153-22 |
| Low |
152-10 |
152-31 |
0-21 |
0.4% |
151-08 |
| Close |
153-10 |
153-02 |
-0-08 |
-0.2% |
153-02 |
| Range |
1-08 |
0-23 |
-0-17 |
-42.5% |
2-14 |
| ATR |
1-08 |
1-07 |
-0-01 |
-3.1% |
0-00 |
| Volume |
15,974 |
64,333 |
48,359 |
302.7% |
83,794 |
|
| Daily Pivots for day following 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-13 |
154-30 |
153-15 |
|
| R3 |
154-22 |
154-07 |
153-08 |
|
| R2 |
153-31 |
153-31 |
153-06 |
|
| R1 |
153-16 |
153-16 |
153-04 |
153-12 |
| PP |
153-08 |
153-08 |
153-08 |
153-06 |
| S1 |
152-25 |
152-25 |
153-00 |
152-21 |
| S2 |
152-17 |
152-17 |
152-30 |
|
| S3 |
151-26 |
152-02 |
152-28 |
|
| S4 |
151-03 |
151-11 |
152-21 |
|
|
| Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-31 |
158-31 |
154-13 |
|
| R3 |
157-17 |
156-17 |
153-23 |
|
| R2 |
155-03 |
155-03 |
153-16 |
|
| R1 |
154-03 |
154-03 |
153-09 |
154-19 |
| PP |
152-21 |
152-21 |
152-21 |
152-30 |
| S1 |
151-21 |
151-21 |
152-27 |
152-05 |
| S2 |
150-07 |
150-07 |
152-20 |
|
| S3 |
147-25 |
149-07 |
152-13 |
|
| S4 |
145-11 |
146-25 |
151-23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
153-22 |
151-08 |
2-14 |
1.6% |
1-03 |
0.7% |
74% |
True |
False |
16,758 |
| 10 |
153-22 |
150-03 |
3-19 |
2.3% |
1-00 |
0.7% |
83% |
True |
False |
9,239 |
| 20 |
157-18 |
150-03 |
7-15 |
4.9% |
1-07 |
0.8% |
40% |
False |
False |
4,748 |
| 40 |
159-00 |
150-03 |
8-29 |
5.8% |
1-08 |
0.8% |
33% |
False |
False |
2,410 |
| 60 |
159-00 |
150-03 |
8-29 |
5.8% |
0-28 |
0.6% |
33% |
False |
False |
1,606 |
| 80 |
159-00 |
150-03 |
8-29 |
5.8% |
0-21 |
0.4% |
33% |
False |
False |
1,205 |
| 100 |
159-00 |
146-16 |
12-16 |
8.2% |
0-17 |
0.3% |
53% |
False |
False |
964 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
156-24 |
|
2.618 |
155-18 |
|
1.618 |
154-27 |
|
1.000 |
154-13 |
|
0.618 |
154-04 |
|
HIGH |
153-22 |
|
0.618 |
153-13 |
|
0.500 |
153-10 |
|
0.382 |
153-08 |
|
LOW |
152-31 |
|
0.618 |
152-17 |
|
1.000 |
152-08 |
|
1.618 |
151-26 |
|
2.618 |
151-03 |
|
4.250 |
149-29 |
|
|
| Fisher Pivots for day following 20-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
153-10 |
152-31 |
| PP |
153-08 |
152-28 |
| S1 |
153-05 |
152-25 |
|