ECBOT 30 Year Treasury Bond Future March 2016
| Trading Metrics calculated at close of trading on 14-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2015 |
14-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
155-05 |
157-07 |
2-02 |
1.3% |
153-21 |
| High |
157-17 |
157-12 |
-0-05 |
-0.1% |
157-17 |
| Low |
155-04 |
155-03 |
-0-01 |
0.0% |
153-12 |
| Close |
157-07 |
155-14 |
-1-25 |
-1.1% |
157-07 |
| Range |
2-13 |
2-09 |
-0-04 |
-5.2% |
4-05 |
| ATR |
1-19 |
1-21 |
0-02 |
3.1% |
0-00 |
| Volume |
266,571 |
230,509 |
-36,062 |
-13.5% |
1,238,721 |
|
| Daily Pivots for day following 14-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-26 |
161-13 |
156-22 |
|
| R3 |
160-17 |
159-04 |
156-02 |
|
| R2 |
158-08 |
158-08 |
155-27 |
|
| R1 |
156-27 |
156-27 |
155-21 |
156-13 |
| PP |
155-31 |
155-31 |
155-31 |
155-24 |
| S1 |
154-18 |
154-18 |
155-07 |
154-04 |
| S2 |
153-22 |
153-22 |
155-01 |
|
| S3 |
151-13 |
152-09 |
154-26 |
|
| S4 |
149-04 |
150-00 |
154-06 |
|
|
| Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168-16 |
167-01 |
159-16 |
|
| R3 |
164-11 |
162-28 |
158-12 |
|
| R2 |
160-06 |
160-06 |
157-31 |
|
| R1 |
158-23 |
158-23 |
157-19 |
159-14 |
| PP |
156-01 |
156-01 |
156-01 |
156-13 |
| S1 |
154-18 |
154-18 |
156-27 |
155-10 |
| S2 |
151-28 |
151-28 |
156-15 |
|
| S3 |
147-23 |
150-13 |
156-02 |
|
| S4 |
143-18 |
146-08 |
154-30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
157-17 |
153-24 |
3-25 |
2.4% |
1-24 |
1.1% |
45% |
False |
False |
245,878 |
| 10 |
157-17 |
151-12 |
6-05 |
4.0% |
2-05 |
1.4% |
66% |
False |
False |
268,954 |
| 20 |
157-17 |
151-08 |
6-09 |
4.0% |
1-19 |
1.0% |
67% |
False |
False |
183,527 |
| 40 |
157-20 |
150-03 |
7-17 |
4.8% |
1-14 |
0.9% |
71% |
False |
False |
92,052 |
| 60 |
159-00 |
150-03 |
8-29 |
5.7% |
1-10 |
0.9% |
60% |
False |
False |
61,386 |
| 80 |
159-00 |
150-03 |
8-29 |
5.7% |
1-00 |
0.6% |
60% |
False |
False |
46,039 |
| 100 |
159-00 |
150-03 |
8-29 |
5.7% |
0-25 |
0.5% |
60% |
False |
False |
36,831 |
| 120 |
159-00 |
144-28 |
14-04 |
9.1% |
0-21 |
0.4% |
75% |
False |
False |
30,693 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
167-02 |
|
2.618 |
163-11 |
|
1.618 |
161-02 |
|
1.000 |
159-21 |
|
0.618 |
158-25 |
|
HIGH |
157-12 |
|
0.618 |
156-16 |
|
0.500 |
156-08 |
|
0.382 |
155-31 |
|
LOW |
155-03 |
|
0.618 |
153-22 |
|
1.000 |
152-26 |
|
1.618 |
151-13 |
|
2.618 |
149-04 |
|
4.250 |
145-13 |
|
|
| Fisher Pivots for day following 14-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
156-08 |
156-08 |
| PP |
155-31 |
155-31 |
| S1 |
155-22 |
155-22 |
|