ECBOT 30 Year Treasury Bond Future March 2016
| Trading Metrics calculated at close of trading on 08-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2015 |
08-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
153-21 |
154-31 |
1-10 |
0.9% |
153-27 |
| High |
155-23 |
155-31 |
0-08 |
0.2% |
156-08 |
| Low |
153-12 |
154-22 |
1-10 |
0.9% |
151-12 |
| Close |
155-09 |
154-27 |
-0-14 |
-0.3% |
153-25 |
| Range |
2-11 |
1-09 |
-1-02 |
-45.3% |
4-28 |
| ATR |
1-19 |
1-18 |
-0-01 |
-1.4% |
0-00 |
| Volume |
239,836 |
251,915 |
12,079 |
5.0% |
1,427,660 |
|
| Daily Pivots for day following 08-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-00 |
158-07 |
155-18 |
|
| R3 |
157-23 |
156-30 |
155-06 |
|
| R2 |
156-14 |
156-14 |
155-03 |
|
| R1 |
155-21 |
155-21 |
154-31 |
155-13 |
| PP |
155-05 |
155-05 |
155-05 |
155-02 |
| S1 |
154-12 |
154-12 |
154-23 |
154-04 |
| S2 |
153-28 |
153-28 |
154-19 |
|
| S3 |
152-19 |
153-03 |
154-16 |
|
| S4 |
151-10 |
151-26 |
154-04 |
|
|
| Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168-14 |
165-31 |
156-15 |
|
| R3 |
163-18 |
161-03 |
155-04 |
|
| R2 |
158-22 |
158-22 |
154-22 |
|
| R1 |
156-07 |
156-07 |
154-07 |
155-00 |
| PP |
153-26 |
153-26 |
153-26 |
153-06 |
| S1 |
151-11 |
151-11 |
153-11 |
150-04 |
| S2 |
148-30 |
148-30 |
152-28 |
|
| S3 |
144-02 |
146-15 |
152-14 |
|
| S4 |
139-06 |
141-19 |
151-03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
156-08 |
151-12 |
4-28 |
3.1% |
2-10 |
1.5% |
71% |
False |
False |
290,098 |
| 10 |
156-08 |
151-12 |
4-28 |
3.1% |
1-24 |
1.1% |
71% |
False |
False |
243,766 |
| 20 |
156-08 |
150-16 |
5-24 |
3.7% |
1-13 |
0.9% |
76% |
False |
False |
135,083 |
| 40 |
158-08 |
150-03 |
8-05 |
5.3% |
1-12 |
0.9% |
58% |
False |
False |
67,635 |
| 60 |
159-00 |
150-03 |
8-29 |
5.8% |
1-06 |
0.8% |
53% |
False |
False |
45,094 |
| 80 |
159-00 |
150-03 |
8-29 |
5.8% |
0-29 |
0.6% |
53% |
False |
False |
33,821 |
| 100 |
159-00 |
149-07 |
9-25 |
6.3% |
0-23 |
0.5% |
58% |
False |
False |
27,056 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
161-13 |
|
2.618 |
159-10 |
|
1.618 |
158-01 |
|
1.000 |
157-08 |
|
0.618 |
156-24 |
|
HIGH |
155-31 |
|
0.618 |
155-15 |
|
0.500 |
155-10 |
|
0.382 |
155-06 |
|
LOW |
154-22 |
|
0.618 |
153-29 |
|
1.000 |
153-13 |
|
1.618 |
152-20 |
|
2.618 |
151-11 |
|
4.250 |
149-08 |
|
|
| Fisher Pivots for day following 08-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
155-10 |
154-14 |
| PP |
155-05 |
154-02 |
| S1 |
155-00 |
153-22 |
|