ECBOT 30 Year Treasury Bond Future December 2015
| Trading Metrics calculated at close of trading on 14-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2015 |
14-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
157-25 |
158-02 |
0-09 |
0.2% |
158-25 |
| High |
158-14 |
159-24 |
1-10 |
0.8% |
159-05 |
| Low |
157-14 |
158-01 |
0-19 |
0.4% |
155-26 |
| Close |
157-27 |
159-19 |
1-24 |
1.1% |
156-29 |
| Range |
1-00 |
1-23 |
0-23 |
71.9% |
3-11 |
| ATR |
1-23 |
1-24 |
0-00 |
0.7% |
0-00 |
| Volume |
176,451 |
249,011 |
72,560 |
41.1% |
1,113,653 |
|
| Daily Pivots for day following 14-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164-09 |
163-21 |
160-17 |
|
| R3 |
162-18 |
161-30 |
160-02 |
|
| R2 |
160-27 |
160-27 |
159-29 |
|
| R1 |
160-07 |
160-07 |
159-24 |
160-17 |
| PP |
159-04 |
159-04 |
159-04 |
159-09 |
| S1 |
158-16 |
158-16 |
159-14 |
158-26 |
| S2 |
157-13 |
157-13 |
159-09 |
|
| S3 |
155-22 |
156-25 |
159-04 |
|
| S4 |
153-31 |
155-02 |
158-21 |
|
|
| 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 |
159-24 |
155-26 |
3-30 |
2.5% |
1-16 |
0.9% |
96% |
True |
False |
196,967 |
| 10 |
160-20 |
155-26 |
4-26 |
3.0% |
1-22 |
1.1% |
79% |
False |
False |
214,752 |
| 20 |
160-20 |
151-29 |
8-23 |
5.5% |
1-25 |
1.1% |
88% |
False |
False |
229,894 |
| 40 |
161-17 |
151-25 |
9-24 |
6.1% |
1-28 |
1.2% |
80% |
False |
False |
200,487 |
| 60 |
161-17 |
151-02 |
10-15 |
6.6% |
1-24 |
1.1% |
81% |
False |
False |
134,084 |
| 80 |
161-17 |
145-30 |
15-19 |
9.8% |
1-20 |
1.0% |
88% |
False |
False |
100,578 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
167-02 |
|
2.618 |
164-08 |
|
1.618 |
162-17 |
|
1.000 |
161-15 |
|
0.618 |
160-26 |
|
HIGH |
159-24 |
|
0.618 |
159-03 |
|
0.500 |
158-28 |
|
0.382 |
158-22 |
|
LOW |
158-01 |
|
0.618 |
156-31 |
|
1.000 |
156-10 |
|
1.618 |
155-08 |
|
2.618 |
153-17 |
|
4.250 |
150-23 |
|
|
| Fisher Pivots for day following 14-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
159-12 |
159-04 |
| PP |
159-04 |
158-22 |
| S1 |
158-28 |
158-08 |
|