ECBOT 30 Year Treasury Bond Future March 2016
| Trading Metrics calculated at close of trading on 02-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2015 |
02-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
154-11 |
156-02 |
1-23 |
1.1% |
153-02 |
| High |
156-05 |
156-08 |
0-03 |
0.1% |
154-17 |
| Low |
153-21 |
155-11 |
1-22 |
1.1% |
152-15 |
| Close |
155-27 |
156-03 |
0-08 |
0.2% |
153-27 |
| Range |
2-16 |
0-29 |
-1-19 |
-63.8% |
2-02 |
| ATR |
1-08 |
1-07 |
-0-01 |
-1.9% |
0-00 |
| Volume |
261,570 |
227,265 |
-34,305 |
-13.1% |
689,862 |
|
| Daily Pivots for day following 02-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-20 |
158-08 |
156-19 |
|
| R3 |
157-23 |
157-11 |
156-11 |
|
| R2 |
156-26 |
156-26 |
156-08 |
|
| R1 |
156-14 |
156-14 |
156-06 |
156-20 |
| PP |
155-29 |
155-29 |
155-29 |
156-00 |
| S1 |
155-17 |
155-17 |
156-00 |
155-23 |
| S2 |
155-00 |
155-00 |
155-30 |
|
| S3 |
154-03 |
154-20 |
155-27 |
|
| S4 |
153-06 |
153-23 |
155-19 |
|
|
| 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 |
156-08 |
153-14 |
2-26 |
1.8% |
1-05 |
0.7% |
94% |
True |
False |
194,419 |
| 10 |
156-08 |
151-27 |
4-13 |
2.8% |
1-04 |
0.7% |
96% |
True |
False |
146,635 |
| 20 |
156-08 |
150-03 |
6-05 |
3.9% |
1-05 |
0.7% |
97% |
True |
False |
73,948 |
| 40 |
158-08 |
150-03 |
8-05 |
5.2% |
1-07 |
0.8% |
74% |
False |
False |
37,058 |
| 60 |
159-00 |
150-03 |
8-29 |
5.7% |
1-01 |
0.7% |
67% |
False |
False |
24,707 |
| 80 |
159-00 |
150-03 |
8-29 |
5.7% |
0-25 |
0.5% |
67% |
False |
False |
18,530 |
| 100 |
159-00 |
147-00 |
12-00 |
7.7% |
0-20 |
0.4% |
76% |
False |
False |
14,824 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
160-03 |
|
2.618 |
158-20 |
|
1.618 |
157-23 |
|
1.000 |
157-05 |
|
0.618 |
156-26 |
|
HIGH |
156-08 |
|
0.618 |
155-29 |
|
0.500 |
155-26 |
|
0.382 |
155-22 |
|
LOW |
155-11 |
|
0.618 |
154-25 |
|
1.000 |
154-14 |
|
1.618 |
153-28 |
|
2.618 |
152-31 |
|
4.250 |
151-16 |
|
|
| Fisher Pivots for day following 02-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
156-00 |
155-22 |
| PP |
155-29 |
155-09 |
| S1 |
155-26 |
154-28 |
|