ECBOT 30 Year Treasury Bond Future December 2015
| Trading Metrics calculated at close of trading on 13-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2015 |
13-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
157-01 |
157-25 |
0-24 |
0.5% |
158-25 |
| High |
157-31 |
158-14 |
0-15 |
0.3% |
159-05 |
| Low |
156-23 |
157-14 |
0-23 |
0.5% |
155-26 |
| Close |
157-26 |
157-27 |
0-01 |
0.0% |
156-29 |
| Range |
1-08 |
1-00 |
-0-08 |
-20.0% |
3-11 |
| ATR |
1-25 |
1-23 |
-0-02 |
-3.1% |
0-00 |
| Volume |
42,259 |
176,451 |
134,192 |
317.5% |
1,113,653 |
|
| Daily Pivots for day following 13-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-29 |
160-12 |
158-13 |
|
| R3 |
159-29 |
159-12 |
158-04 |
|
| R2 |
158-29 |
158-29 |
158-01 |
|
| R1 |
158-12 |
158-12 |
157-30 |
158-20 |
| PP |
157-29 |
157-29 |
157-29 |
158-01 |
| S1 |
157-12 |
157-12 |
157-24 |
157-20 |
| S2 |
156-29 |
156-29 |
157-21 |
|
| S3 |
155-29 |
156-12 |
157-18 |
|
| S4 |
154-29 |
155-12 |
157-09 |
|
|
| 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 |
158-14 |
155-26 |
2-20 |
1.7% |
1-13 |
0.9% |
77% |
True |
False |
188,606 |
| 10 |
160-20 |
155-26 |
4-26 |
3.0% |
1-20 |
1.0% |
42% |
False |
False |
217,214 |
| 20 |
160-20 |
151-25 |
8-27 |
5.6% |
1-24 |
1.1% |
69% |
False |
False |
227,257 |
| 40 |
161-17 |
151-25 |
9-24 |
6.2% |
1-28 |
1.2% |
62% |
False |
False |
194,318 |
| 60 |
161-17 |
149-20 |
11-29 |
7.5% |
1-24 |
1.1% |
69% |
False |
False |
129,937 |
| 80 |
161-17 |
145-30 |
15-19 |
9.9% |
1-19 |
1.0% |
76% |
False |
False |
97,465 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
162-22 |
|
2.618 |
161-02 |
|
1.618 |
160-02 |
|
1.000 |
159-14 |
|
0.618 |
159-02 |
|
HIGH |
158-14 |
|
0.618 |
158-02 |
|
0.500 |
157-30 |
|
0.382 |
157-26 |
|
LOW |
157-14 |
|
0.618 |
156-26 |
|
1.000 |
156-14 |
|
1.618 |
155-26 |
|
2.618 |
154-26 |
|
4.250 |
153-06 |
|
|
| Fisher Pivots for day following 13-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
157-30 |
157-19 |
| PP |
157-29 |
157-12 |
| S1 |
157-28 |
157-04 |
|