ECBOT 30 Year Treasury Bond Future March 2016
| Trading Metrics calculated at close of trading on 10-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2015 |
10-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
155-03 |
155-02 |
-0-01 |
0.0% |
153-27 |
| High |
155-25 |
155-21 |
-0-04 |
-0.1% |
156-08 |
| Low |
153-24 |
154-30 |
1-06 |
0.8% |
151-12 |
| Close |
155-15 |
155-04 |
-0-11 |
-0.2% |
153-25 |
| Range |
2-01 |
0-23 |
-1-10 |
-64.6% |
4-28 |
| ATR |
1-19 |
1-17 |
-0-02 |
-3.9% |
0-00 |
| Volume |
272,502 |
207,897 |
-64,605 |
-23.7% |
1,427,660 |
|
| Daily Pivots for day following 10-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-13 |
156-31 |
155-17 |
|
| R3 |
156-22 |
156-08 |
155-10 |
|
| R2 |
155-31 |
155-31 |
155-08 |
|
| R1 |
155-17 |
155-17 |
155-06 |
155-24 |
| PP |
155-08 |
155-08 |
155-08 |
155-11 |
| S1 |
154-26 |
154-26 |
155-02 |
155-01 |
| S2 |
154-17 |
154-17 |
155-00 |
|
| S3 |
153-26 |
154-03 |
154-30 |
|
| S4 |
153-03 |
153-12 |
154-23 |
|
|
| 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 |
155-31 |
151-12 |
4-19 |
3.0% |
1-26 |
1.2% |
82% |
False |
False |
263,774 |
| 10 |
156-08 |
151-12 |
4-28 |
3.1% |
1-27 |
1.2% |
77% |
False |
False |
248,722 |
| 20 |
156-08 |
150-20 |
5-20 |
3.6% |
1-15 |
0.9% |
80% |
False |
False |
159,079 |
| 40 |
158-07 |
150-03 |
8-04 |
5.2% |
1-12 |
0.9% |
62% |
False |
False |
79,633 |
| 60 |
159-00 |
150-03 |
8-29 |
5.7% |
1-08 |
0.8% |
56% |
False |
False |
53,101 |
| 80 |
159-00 |
150-03 |
8-29 |
5.7% |
0-30 |
0.6% |
56% |
False |
False |
39,826 |
| 100 |
159-00 |
150-03 |
8-29 |
5.7% |
0-24 |
0.5% |
56% |
False |
False |
31,860 |
| 120 |
159-00 |
144-28 |
14-04 |
9.1% |
0-20 |
0.4% |
73% |
False |
False |
26,550 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158-23 |
|
2.618 |
157-17 |
|
1.618 |
156-26 |
|
1.000 |
156-12 |
|
0.618 |
156-03 |
|
HIGH |
155-21 |
|
0.618 |
155-12 |
|
0.500 |
155-10 |
|
0.382 |
155-07 |
|
LOW |
154-30 |
|
0.618 |
154-16 |
|
1.000 |
154-07 |
|
1.618 |
153-25 |
|
2.618 |
153-02 |
|
4.250 |
151-28 |
|
|
| Fisher Pivots for day following 10-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
155-10 |
155-01 |
| PP |
155-08 |
154-30 |
| S1 |
155-06 |
154-28 |
|