ECBOT 30 Year Treasury Bond Future March 2016
| Trading Metrics calculated at close of trading on 25-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2015 |
25-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
153-25 |
153-18 |
-0-07 |
-0.1% |
152-19 |
| High |
154-13 |
154-08 |
-0-05 |
-0.1% |
153-22 |
| Low |
153-11 |
153-14 |
0-03 |
0.1% |
151-08 |
| Close |
153-20 |
153-28 |
0-08 |
0.2% |
153-02 |
| Range |
1-02 |
0-26 |
-0-08 |
-23.5% |
2-14 |
| ATR |
1-07 |
1-06 |
-0-01 |
-2.4% |
0-00 |
| Volume |
242,337 |
188,496 |
-53,841 |
-22.2% |
83,794 |
|
| Daily Pivots for day following 25-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-09 |
155-29 |
154-10 |
|
| R3 |
155-15 |
155-03 |
154-03 |
|
| R2 |
154-21 |
154-21 |
154-01 |
|
| R1 |
154-09 |
154-09 |
153-30 |
154-15 |
| PP |
153-27 |
153-27 |
153-27 |
153-30 |
| S1 |
153-15 |
153-15 |
153-26 |
153-21 |
| S2 |
153-01 |
153-01 |
153-23 |
|
| S3 |
152-07 |
152-21 |
153-21 |
|
| S4 |
151-13 |
151-27 |
153-14 |
|
|
| 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 |
152-10 |
2-03 |
1.4% |
1-02 |
0.7% |
75% |
False |
False |
136,550 |
| 10 |
154-13 |
150-20 |
3-25 |
2.5% |
1-03 |
0.7% |
86% |
False |
False |
69,436 |
| 20 |
156-25 |
150-03 |
6-22 |
4.3% |
1-07 |
0.8% |
57% |
False |
False |
34,824 |
| 40 |
159-00 |
150-03 |
8-29 |
5.8% |
1-09 |
0.8% |
42% |
False |
False |
17,469 |
| 60 |
159-00 |
150-03 |
8-29 |
5.8% |
0-30 |
0.6% |
42% |
False |
False |
11,647 |
| 80 |
159-00 |
150-03 |
8-29 |
5.8% |
0-22 |
0.5% |
42% |
False |
False |
8,735 |
| 100 |
159-00 |
146-17 |
12-15 |
8.1% |
0-18 |
0.4% |
59% |
False |
False |
6,988 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
157-22 |
|
2.618 |
156-12 |
|
1.618 |
155-18 |
|
1.000 |
155-02 |
|
0.618 |
154-24 |
|
HIGH |
154-08 |
|
0.618 |
153-30 |
|
0.500 |
153-27 |
|
0.382 |
153-24 |
|
LOW |
153-14 |
|
0.618 |
152-30 |
|
1.000 |
152-20 |
|
1.618 |
152-04 |
|
2.618 |
151-10 |
|
4.250 |
150-00 |
|
|
| Fisher Pivots for day following 25-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
153-28 |
153-23 |
| PP |
153-27 |
153-19 |
| S1 |
153-27 |
153-14 |
|