ECBOT 30 Year Treasury Bond Future December 2015
| Trading Metrics calculated at close of trading on 05-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2015 |
05-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
157-29 |
158-25 |
0-28 |
0.6% |
155-20 |
| High |
160-20 |
159-05 |
-1-15 |
-0.9% |
160-20 |
| Low |
157-15 |
157-03 |
-0-12 |
-0.2% |
155-15 |
| Close |
158-26 |
157-08 |
-1-18 |
-1.0% |
158-26 |
| Range |
3-05 |
2-02 |
-1-03 |
-34.7% |
5-05 |
| ATR |
1-30 |
1-30 |
0-00 |
0.5% |
0-00 |
| Volume |
337,975 |
180,453 |
-157,522 |
-46.6% |
1,347,912 |
|
| Daily Pivots for day following 05-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164-01 |
162-22 |
158-12 |
|
| R3 |
161-31 |
160-20 |
157-26 |
|
| R2 |
159-29 |
159-29 |
157-20 |
|
| R1 |
158-18 |
158-18 |
157-14 |
158-06 |
| PP |
157-27 |
157-27 |
157-27 |
157-21 |
| S1 |
156-16 |
156-16 |
157-02 |
156-04 |
| S2 |
155-25 |
155-25 |
156-28 |
|
| S3 |
153-23 |
154-14 |
156-22 |
|
| S4 |
151-21 |
152-12 |
156-04 |
|
|
| Weekly Pivots for week ending 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
173-25 |
171-14 |
161-21 |
|
| R3 |
168-20 |
166-09 |
160-07 |
|
| R2 |
163-15 |
163-15 |
159-24 |
|
| R1 |
161-04 |
161-04 |
159-09 |
162-10 |
| PP |
158-10 |
158-10 |
158-10 |
158-28 |
| S1 |
155-31 |
155-31 |
158-11 |
157-04 |
| S2 |
153-05 |
153-05 |
157-28 |
|
| S3 |
148-00 |
150-26 |
157-13 |
|
| S4 |
142-27 |
145-21 |
155-31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
160-20 |
156-24 |
3-28 |
2.5% |
1-28 |
1.2% |
13% |
False |
False |
260,546 |
| 10 |
160-20 |
153-23 |
6-29 |
4.4% |
1-29 |
1.2% |
51% |
False |
False |
250,803 |
| 20 |
160-20 |
151-25 |
8-27 |
5.6% |
1-29 |
1.2% |
62% |
False |
False |
232,216 |
| 40 |
161-17 |
151-25 |
9-24 |
6.2% |
1-30 |
1.2% |
56% |
False |
False |
165,871 |
| 60 |
161-17 |
147-13 |
14-04 |
9.0% |
1-23 |
1.1% |
70% |
False |
False |
110,744 |
| 80 |
161-17 |
145-30 |
15-19 |
9.9% |
1-16 |
1.0% |
73% |
False |
False |
83,066 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
167-30 |
|
2.618 |
164-18 |
|
1.618 |
162-16 |
|
1.000 |
161-07 |
|
0.618 |
160-14 |
|
HIGH |
159-05 |
|
0.618 |
158-12 |
|
0.500 |
158-04 |
|
0.382 |
157-28 |
|
LOW |
157-03 |
|
0.618 |
155-26 |
|
1.000 |
155-01 |
|
1.618 |
153-24 |
|
2.618 |
151-22 |
|
4.250 |
148-10 |
|
|
| Fisher Pivots for day following 05-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
158-04 |
158-26 |
| PP |
157-27 |
158-10 |
| S1 |
157-17 |
157-25 |
|