ECBOT 30 Year Treasury Bond Future March 2016
| Trading Metrics calculated at close of trading on 24-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2015 |
24-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
153-02 |
153-25 |
0-23 |
0.5% |
152-19 |
| High |
153-30 |
154-13 |
0-15 |
0.3% |
153-22 |
| Low |
152-15 |
153-11 |
0-28 |
0.6% |
151-08 |
| Close |
153-19 |
153-20 |
0-01 |
0.0% |
153-02 |
| Range |
1-15 |
1-02 |
-0-13 |
-27.7% |
2-14 |
| ATR |
1-08 |
1-07 |
0-00 |
-1.0% |
0-00 |
| Volume |
171,610 |
242,337 |
70,727 |
41.2% |
83,794 |
|
| Daily Pivots for day following 24-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-31 |
156-12 |
154-07 |
|
| R3 |
155-29 |
155-10 |
153-29 |
|
| R2 |
154-27 |
154-27 |
153-26 |
|
| R1 |
154-08 |
154-08 |
153-23 |
154-00 |
| PP |
153-25 |
153-25 |
153-25 |
153-22 |
| S1 |
153-06 |
153-06 |
153-17 |
152-30 |
| S2 |
152-23 |
152-23 |
153-14 |
|
| S3 |
151-21 |
152-04 |
153-11 |
|
| S4 |
150-19 |
151-02 |
153-01 |
|
|
| 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 |
154-13 |
151-27 |
2-18 |
1.7% |
1-02 |
0.7% |
70% |
True |
False |
98,850 |
| 10 |
154-13 |
150-20 |
3-25 |
2.5% |
1-02 |
0.7% |
79% |
True |
False |
50,586 |
| 20 |
156-31 |
150-03 |
6-28 |
4.5% |
1-08 |
0.8% |
51% |
False |
False |
25,399 |
| 40 |
159-00 |
150-03 |
8-29 |
5.8% |
1-09 |
0.8% |
40% |
False |
False |
12,757 |
| 60 |
159-00 |
150-03 |
8-29 |
5.8% |
0-30 |
0.6% |
40% |
False |
False |
8,506 |
| 80 |
159-00 |
150-03 |
8-29 |
5.8% |
0-22 |
0.5% |
40% |
False |
False |
6,379 |
| 100 |
159-00 |
146-17 |
12-15 |
8.1% |
0-18 |
0.4% |
57% |
False |
False |
5,103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158-30 |
|
2.618 |
157-06 |
|
1.618 |
156-04 |
|
1.000 |
155-15 |
|
0.618 |
155-02 |
|
HIGH |
154-13 |
|
0.618 |
154-00 |
|
0.500 |
153-28 |
|
0.382 |
153-24 |
|
LOW |
153-11 |
|
0.618 |
152-22 |
|
1.000 |
152-09 |
|
1.618 |
151-20 |
|
2.618 |
150-18 |
|
4.250 |
148-26 |
|
|
| Fisher Pivots for day following 24-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
153-28 |
153-18 |
| PP |
153-25 |
153-16 |
| S1 |
153-23 |
153-14 |
|