ECBOT 30 Year Treasury Bond Future March 2016
| Trading Metrics calculated at close of trading on 30-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2015 |
30-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
155-16 |
153-15 |
-2-01 |
-1.3% |
156-07 |
| High |
155-25 |
153-23 |
-2-02 |
-1.3% |
156-29 |
| Low |
153-04 |
152-24 |
-0-12 |
-0.2% |
153-24 |
| Close |
153-09 |
153-08 |
-0-01 |
0.0% |
155-02 |
| Range |
2-21 |
0-31 |
-1-22 |
-63.5% |
3-05 |
| ATR |
1-19 |
1-17 |
-0-01 |
-2.8% |
0-00 |
| Volume |
142,172 |
148,904 |
6,732 |
4.7% |
449,198 |
|
| Daily Pivots for day following 30-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-05 |
155-21 |
153-25 |
|
| R3 |
155-06 |
154-22 |
153-17 |
|
| R2 |
154-07 |
154-07 |
153-14 |
|
| R1 |
153-23 |
153-23 |
153-11 |
153-16 |
| PP |
153-08 |
153-08 |
153-08 |
153-04 |
| S1 |
152-24 |
152-24 |
153-05 |
152-16 |
| S2 |
152-09 |
152-09 |
153-02 |
|
| S3 |
151-10 |
151-25 |
152-31 |
|
| S4 |
150-11 |
150-26 |
152-23 |
|
|
| 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 |
156-03 |
152-24 |
3-11 |
2.2% |
1-14 |
0.9% |
15% |
False |
True |
118,793 |
| 10 |
156-29 |
152-24 |
4-05 |
2.7% |
1-13 |
0.9% |
12% |
False |
True |
146,392 |
| 20 |
157-17 |
151-12 |
6-05 |
4.0% |
1-24 |
1.1% |
30% |
False |
False |
204,464 |
| 40 |
157-17 |
150-03 |
7-14 |
4.9% |
1-15 |
1.0% |
42% |
False |
False |
133,524 |
| 60 |
158-08 |
150-03 |
8-05 |
5.3% |
1-13 |
0.9% |
39% |
False |
False |
89,072 |
| 80 |
159-00 |
150-03 |
8-29 |
5.8% |
1-06 |
0.8% |
35% |
False |
False |
66,806 |
| 100 |
159-00 |
150-03 |
8-29 |
5.8% |
0-31 |
0.6% |
35% |
False |
False |
53,444 |
| 120 |
159-00 |
146-20 |
12-12 |
8.1% |
0-25 |
0.5% |
54% |
False |
False |
44,537 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
157-27 |
|
2.618 |
156-08 |
|
1.618 |
155-09 |
|
1.000 |
154-22 |
|
0.618 |
154-10 |
|
HIGH |
153-23 |
|
0.618 |
153-11 |
|
0.500 |
153-08 |
|
0.382 |
153-04 |
|
LOW |
152-24 |
|
0.618 |
152-05 |
|
1.000 |
151-25 |
|
1.618 |
151-06 |
|
2.618 |
150-07 |
|
4.250 |
148-20 |
|
|
| Fisher Pivots for day following 30-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
153-08 |
154-14 |
| PP |
153-08 |
154-01 |
| S1 |
153-08 |
153-20 |
|