ECBOT 30 Year Treasury Bond Future December 2015
| Trading Metrics calculated at close of trading on 09-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2015 |
09-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
157-07 |
156-20 |
-0-19 |
-0.4% |
158-25 |
| High |
158-10 |
157-05 |
-1-05 |
-0.7% |
159-05 |
| Low |
156-05 |
155-26 |
-0-11 |
-0.2% |
155-26 |
| Close |
156-13 |
156-29 |
0-16 |
0.3% |
156-29 |
| Range |
2-05 |
1-11 |
-0-26 |
-37.7% |
3-11 |
| ATR |
1-28 |
1-27 |
-0-01 |
-2.0% |
0-00 |
| Volume |
290,355 |
226,763 |
-63,592 |
-21.9% |
1,113,653 |
|
| Daily Pivots for day following 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-21 |
160-04 |
157-21 |
|
| R3 |
159-10 |
158-25 |
157-09 |
|
| R2 |
157-31 |
157-31 |
157-05 |
|
| R1 |
157-14 |
157-14 |
157-01 |
157-22 |
| PP |
156-20 |
156-20 |
156-20 |
156-24 |
| S1 |
156-03 |
156-03 |
156-25 |
156-12 |
| S2 |
155-09 |
155-09 |
156-21 |
|
| S3 |
153-30 |
154-24 |
156-17 |
|
| S4 |
152-19 |
153-13 |
156-05 |
|
|
| Weekly Pivots for week ending 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167-10 |
165-15 |
158-24 |
|
| R3 |
163-31 |
162-04 |
157-26 |
|
| R2 |
160-20 |
160-20 |
157-17 |
|
| R1 |
158-25 |
158-25 |
157-07 |
158-01 |
| PP |
157-09 |
157-09 |
157-09 |
156-30 |
| S1 |
155-14 |
155-14 |
156-19 |
154-22 |
| S2 |
153-30 |
153-30 |
156-09 |
|
| S3 |
150-19 |
152-03 |
156-00 |
|
| S4 |
147-08 |
148-24 |
155-02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
159-05 |
155-26 |
3-11 |
2.1% |
1-20 |
1.0% |
33% |
False |
True |
222,730 |
| 10 |
160-20 |
155-15 |
5-05 |
3.3% |
1-24 |
1.1% |
28% |
False |
False |
246,156 |
| 20 |
160-20 |
151-25 |
8-27 |
5.6% |
1-27 |
1.2% |
58% |
False |
False |
234,740 |
| 40 |
161-17 |
151-25 |
9-24 |
6.2% |
1-28 |
1.2% |
53% |
False |
False |
188,960 |
| 60 |
161-17 |
149-20 |
11-29 |
7.6% |
1-24 |
1.1% |
61% |
False |
False |
126,295 |
| 80 |
161-17 |
145-30 |
15-19 |
9.9% |
1-18 |
1.0% |
70% |
False |
False |
94,731 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
162-28 |
|
2.618 |
160-22 |
|
1.618 |
159-11 |
|
1.000 |
158-16 |
|
0.618 |
158-00 |
|
HIGH |
157-05 |
|
0.618 |
156-21 |
|
0.500 |
156-16 |
|
0.382 |
156-10 |
|
LOW |
155-26 |
|
0.618 |
154-31 |
|
1.000 |
154-15 |
|
1.618 |
153-20 |
|
2.618 |
152-09 |
|
4.250 |
150-03 |
|
|
| Fisher Pivots for day following 09-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
156-24 |
157-02 |
| PP |
156-20 |
157-00 |
| S1 |
156-16 |
156-31 |
|