ECBOT 30 Year Treasury Bond Future March 2016
| Trading Metrics calculated at close of trading on 15-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2015 |
15-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
157-07 |
155-19 |
-1-20 |
-1.0% |
153-21 |
| High |
157-12 |
155-30 |
-1-14 |
-0.9% |
157-17 |
| Low |
155-03 |
153-30 |
-1-05 |
-0.7% |
153-12 |
| Close |
155-14 |
154-23 |
-0-23 |
-0.5% |
157-07 |
| Range |
2-09 |
2-00 |
-0-09 |
-12.3% |
4-05 |
| ATR |
1-21 |
1-21 |
0-01 |
1.5% |
0-00 |
| Volume |
230,509 |
197,390 |
-33,119 |
-14.4% |
1,238,721 |
|
| Daily Pivots for day following 15-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-28 |
159-25 |
155-26 |
|
| R3 |
158-28 |
157-25 |
155-09 |
|
| R2 |
156-28 |
156-28 |
155-03 |
|
| R1 |
155-25 |
155-25 |
154-29 |
155-10 |
| PP |
154-28 |
154-28 |
154-28 |
154-20 |
| S1 |
153-25 |
153-25 |
154-17 |
153-10 |
| S2 |
152-28 |
152-28 |
154-11 |
|
| S3 |
150-28 |
151-25 |
154-05 |
|
| S4 |
148-28 |
149-25 |
153-20 |
|
|
| 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% |
1-28 |
1.2% |
26% |
False |
False |
234,973 |
| 10 |
157-17 |
151-12 |
6-05 |
4.0% |
2-03 |
1.4% |
54% |
False |
False |
262,536 |
| 20 |
157-17 |
151-08 |
6-09 |
4.1% |
1-20 |
1.1% |
55% |
False |
False |
193,396 |
| 40 |
157-20 |
150-03 |
7-17 |
4.9% |
1-15 |
0.9% |
61% |
False |
False |
96,987 |
| 60 |
159-00 |
150-03 |
8-29 |
5.8% |
1-11 |
0.9% |
52% |
False |
False |
64,675 |
| 80 |
159-00 |
150-03 |
8-29 |
5.8% |
1-01 |
0.7% |
52% |
False |
False |
48,506 |
| 100 |
159-00 |
150-03 |
8-29 |
5.8% |
0-26 |
0.5% |
52% |
False |
False |
38,805 |
| 120 |
159-00 |
144-28 |
14-04 |
9.1% |
0-22 |
0.4% |
70% |
False |
False |
32,337 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
164-14 |
|
2.618 |
161-06 |
|
1.618 |
159-06 |
|
1.000 |
157-30 |
|
0.618 |
157-06 |
|
HIGH |
155-30 |
|
0.618 |
155-06 |
|
0.500 |
154-30 |
|
0.382 |
154-22 |
|
LOW |
153-30 |
|
0.618 |
152-22 |
|
1.000 |
151-30 |
|
1.618 |
150-22 |
|
2.618 |
148-22 |
|
4.250 |
145-14 |
|
|
| Fisher Pivots for day following 15-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
154-30 |
155-24 |
| PP |
154-28 |
155-13 |
| S1 |
154-25 |
155-02 |
|