ECBOT 30 Year Treasury Bond Future March 2016
| Trading Metrics calculated at close of trading on 27-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2015 |
27-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
153-18 |
153-28 |
0-10 |
0.2% |
153-02 |
| High |
154-08 |
154-17 |
0-09 |
0.2% |
154-17 |
| Low |
153-14 |
153-25 |
0-11 |
0.2% |
152-15 |
| Close |
153-28 |
153-27 |
-0-01 |
0.0% |
153-27 |
| Range |
0-26 |
0-24 |
-0-02 |
-7.7% |
2-02 |
| ATR |
1-06 |
1-05 |
-0-01 |
-2.7% |
0-00 |
| Volume |
188,496 |
87,419 |
-101,077 |
-53.6% |
689,862 |
|
| Daily Pivots for day following 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-10 |
155-26 |
154-08 |
|
| R3 |
155-18 |
155-02 |
154-02 |
|
| R2 |
154-26 |
154-26 |
153-31 |
|
| R1 |
154-10 |
154-10 |
153-29 |
154-06 |
| PP |
154-02 |
154-02 |
154-02 |
154-00 |
| S1 |
153-18 |
153-18 |
153-25 |
153-14 |
| S2 |
153-10 |
153-10 |
153-23 |
|
| S3 |
152-18 |
152-26 |
153-20 |
|
| S4 |
151-26 |
152-02 |
153-14 |
|
|
| Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-26 |
158-28 |
154-31 |
|
| R3 |
157-24 |
156-26 |
154-13 |
|
| R2 |
155-22 |
155-22 |
154-07 |
|
| R1 |
154-24 |
154-24 |
154-01 |
155-07 |
| PP |
153-20 |
153-20 |
153-20 |
153-27 |
| S1 |
152-22 |
152-22 |
153-21 |
153-05 |
| S2 |
151-18 |
151-18 |
153-15 |
|
| S3 |
149-16 |
150-20 |
153-09 |
|
| S4 |
147-14 |
148-18 |
152-23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
154-17 |
152-15 |
2-02 |
1.3% |
0-31 |
0.6% |
67% |
True |
False |
150,839 |
| 10 |
154-17 |
151-08 |
3-09 |
2.1% |
1-01 |
0.7% |
79% |
True |
False |
77,435 |
| 20 |
155-21 |
150-03 |
5-18 |
3.6% |
1-05 |
0.7% |
67% |
False |
False |
39,195 |
| 40 |
159-00 |
150-03 |
8-29 |
5.8% |
1-09 |
0.8% |
42% |
False |
False |
19,654 |
| 60 |
159-00 |
150-03 |
8-29 |
5.8% |
0-30 |
0.6% |
42% |
False |
False |
13,104 |
| 80 |
159-00 |
150-03 |
8-29 |
5.8% |
0-23 |
0.5% |
42% |
False |
False |
9,828 |
| 100 |
159-00 |
146-17 |
12-15 |
8.1% |
0-18 |
0.4% |
59% |
False |
False |
7,862 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
157-23 |
|
2.618 |
156-16 |
|
1.618 |
155-24 |
|
1.000 |
155-09 |
|
0.618 |
155-00 |
|
HIGH |
154-17 |
|
0.618 |
154-08 |
|
0.500 |
154-05 |
|
0.382 |
154-02 |
|
LOW |
153-25 |
|
0.618 |
153-10 |
|
1.000 |
153-01 |
|
1.618 |
152-18 |
|
2.618 |
151-26 |
|
4.250 |
150-19 |
|
|
| Fisher Pivots for day following 27-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
154-05 |
153-30 |
| PP |
154-02 |
153-29 |
| S1 |
153-30 |
153-28 |
|