ECBOT 30 Year Treasury Bond Future March 2016
| Trading Metrics calculated at close of trading on 03-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2015 |
03-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
156-02 |
155-29 |
-0-05 |
-0.1% |
153-02 |
| High |
156-08 |
156-02 |
-0-06 |
-0.1% |
154-17 |
| Low |
155-11 |
151-23 |
-3-20 |
-2.3% |
152-15 |
| Close |
156-03 |
152-03 |
-4-00 |
-2.6% |
153-27 |
| Range |
0-29 |
4-11 |
3-14 |
379.3% |
2-02 |
| ATR |
1-07 |
1-14 |
0-07 |
18.6% |
0-00 |
| Volume |
227,265 |
384,758 |
157,493 |
69.3% |
689,862 |
|
| Daily Pivots for day following 03-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166-10 |
163-18 |
154-15 |
|
| R3 |
161-31 |
159-07 |
153-09 |
|
| R2 |
157-20 |
157-20 |
152-28 |
|
| R1 |
154-28 |
154-28 |
152-16 |
154-02 |
| PP |
153-09 |
153-09 |
153-09 |
152-29 |
| S1 |
150-17 |
150-17 |
151-22 |
149-24 |
| S2 |
148-30 |
148-30 |
151-10 |
|
| S3 |
144-19 |
146-06 |
150-29 |
|
| S4 |
140-08 |
141-27 |
149-23 |
|
|
| 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 |
151-23 |
4-17 |
3.0% |
1-28 |
1.2% |
8% |
False |
True |
233,671 |
| 10 |
156-08 |
151-23 |
4-17 |
3.0% |
1-15 |
1.0% |
8% |
False |
True |
185,110 |
| 20 |
156-08 |
150-03 |
6-05 |
4.0% |
1-11 |
0.9% |
32% |
False |
False |
93,159 |
| 40 |
158-08 |
150-03 |
8-05 |
5.4% |
1-10 |
0.9% |
25% |
False |
False |
46,677 |
| 60 |
159-00 |
150-03 |
8-29 |
5.9% |
1-03 |
0.7% |
22% |
False |
False |
31,120 |
| 80 |
159-00 |
150-03 |
8-29 |
5.9% |
0-26 |
0.5% |
22% |
False |
False |
23,340 |
| 100 |
159-00 |
148-11 |
10-21 |
7.0% |
0-21 |
0.4% |
35% |
False |
False |
18,672 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
174-17 |
|
2.618 |
167-14 |
|
1.618 |
163-03 |
|
1.000 |
160-13 |
|
0.618 |
158-24 |
|
HIGH |
156-02 |
|
0.618 |
154-13 |
|
0.500 |
153-28 |
|
0.382 |
153-12 |
|
LOW |
151-23 |
|
0.618 |
149-01 |
|
1.000 |
147-12 |
|
1.618 |
144-22 |
|
2.618 |
140-11 |
|
4.250 |
133-08 |
|
|
| Fisher Pivots for day following 03-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
153-28 |
154-00 |
| PP |
153-09 |
153-11 |
| S1 |
152-22 |
152-23 |
|