ECBOT 30 Year Treasury Bond Future March 2016
| Trading Metrics calculated at close of trading on 28-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2015 |
28-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
154-11 |
155-00 |
0-21 |
0.4% |
156-07 |
| High |
155-03 |
156-03 |
1-00 |
0.6% |
156-29 |
| Low |
154-09 |
154-28 |
0-19 |
0.4% |
153-24 |
| Close |
155-02 |
155-20 |
0-18 |
0.4% |
155-02 |
| Range |
0-26 |
1-07 |
0-13 |
50.0% |
3-05 |
| ATR |
1-17 |
1-16 |
-0-01 |
-1.4% |
0-00 |
| Volume |
50,535 |
111,649 |
61,114 |
120.9% |
449,198 |
|
| Daily Pivots for day following 28-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-06 |
158-20 |
156-09 |
|
| R3 |
157-31 |
157-13 |
155-31 |
|
| R2 |
156-24 |
156-24 |
155-27 |
|
| R1 |
156-06 |
156-06 |
155-24 |
156-15 |
| PP |
155-17 |
155-17 |
155-17 |
155-22 |
| S1 |
154-31 |
154-31 |
155-16 |
155-08 |
| S2 |
154-10 |
154-10 |
155-13 |
|
| S3 |
153-03 |
153-24 |
155-09 |
|
| S4 |
151-28 |
152-17 |
154-31 |
|
|
| Weekly Pivots for week ending 25-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164-23 |
163-01 |
156-26 |
|
| R3 |
161-18 |
159-28 |
155-30 |
|
| R2 |
158-13 |
158-13 |
155-21 |
|
| R1 |
156-23 |
156-23 |
155-11 |
156-00 |
| PP |
155-08 |
155-08 |
155-08 |
154-28 |
| S1 |
153-18 |
153-18 |
154-25 |
152-26 |
| S2 |
152-03 |
152-03 |
154-15 |
|
| S3 |
148-30 |
150-13 |
154-06 |
|
| S4 |
145-25 |
147-08 |
153-10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
156-29 |
153-24 |
3-05 |
2.0% |
1-06 |
0.8% |
59% |
False |
False |
112,169 |
| 10 |
157-12 |
153-19 |
3-25 |
2.4% |
1-15 |
1.0% |
54% |
False |
False |
160,074 |
| 20 |
157-17 |
151-12 |
6-05 |
4.0% |
1-24 |
1.1% |
69% |
False |
False |
213,356 |
| 40 |
157-17 |
150-03 |
7-14 |
4.8% |
1-14 |
0.9% |
74% |
False |
False |
126,276 |
| 60 |
159-00 |
150-03 |
8-29 |
5.7% |
1-14 |
0.9% |
62% |
False |
False |
84,222 |
| 80 |
159-00 |
150-03 |
8-29 |
5.7% |
1-05 |
0.7% |
62% |
False |
False |
63,167 |
| 100 |
159-00 |
150-03 |
8-29 |
5.7% |
0-29 |
0.6% |
62% |
False |
False |
50,534 |
| 120 |
159-00 |
146-17 |
12-15 |
8.0% |
0-24 |
0.5% |
73% |
False |
False |
42,111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
161-09 |
|
2.618 |
159-09 |
|
1.618 |
158-02 |
|
1.000 |
157-10 |
|
0.618 |
156-27 |
|
HIGH |
156-03 |
|
0.618 |
155-20 |
|
0.500 |
155-16 |
|
0.382 |
155-11 |
|
LOW |
154-28 |
|
0.618 |
154-04 |
|
1.000 |
153-21 |
|
1.618 |
152-29 |
|
2.618 |
151-22 |
|
4.250 |
149-22 |
|
|
| Fisher Pivots for day following 28-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
155-18 |
155-12 |
| PP |
155-17 |
155-05 |
| S1 |
155-16 |
154-30 |
|