ECBOT 30 Year Treasury Bond Future December 2015
| Trading Metrics calculated at close of trading on 19-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2015 |
19-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
158-27 |
158-17 |
-0-10 |
-0.2% |
157-01 |
| High |
159-11 |
158-31 |
-0-12 |
-0.2% |
159-24 |
| Low |
158-15 |
157-18 |
-0-29 |
-0.6% |
156-23 |
| Close |
158-30 |
158-12 |
-0-18 |
-0.4% |
158-30 |
| Range |
0-28 |
1-13 |
0-17 |
60.7% |
3-01 |
| ATR |
1-20 |
1-20 |
-0-01 |
-1.0% |
0-00 |
| Volume |
165,022 |
186,652 |
21,630 |
13.1% |
835,224 |
|
| Daily Pivots for day following 19-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-17 |
161-27 |
159-05 |
|
| R3 |
161-04 |
160-14 |
158-24 |
|
| R2 |
159-23 |
159-23 |
158-20 |
|
| R1 |
159-01 |
159-01 |
158-16 |
158-22 |
| PP |
158-10 |
158-10 |
158-10 |
158-04 |
| S1 |
157-20 |
157-20 |
158-08 |
157-08 |
| S2 |
156-29 |
156-29 |
158-04 |
|
| S3 |
155-16 |
156-07 |
158-00 |
|
| S4 |
154-03 |
154-26 |
157-19 |
|
|
| Weekly Pivots for week ending 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167-18 |
166-09 |
160-19 |
|
| R3 |
164-17 |
163-08 |
159-25 |
|
| R2 |
161-16 |
161-16 |
159-16 |
|
| R1 |
160-07 |
160-07 |
159-07 |
160-28 |
| PP |
158-15 |
158-15 |
158-15 |
158-25 |
| S1 |
157-06 |
157-06 |
158-21 |
157-26 |
| S2 |
155-14 |
155-14 |
158-12 |
|
| S3 |
152-13 |
154-05 |
158-03 |
|
| S4 |
149-12 |
151-04 |
157-09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
159-24 |
157-14 |
2-10 |
1.5% |
1-07 |
0.8% |
41% |
False |
False |
195,923 |
| 10 |
159-24 |
155-26 |
3-30 |
2.5% |
1-11 |
0.8% |
65% |
False |
False |
195,507 |
| 20 |
160-20 |
153-23 |
6-29 |
4.4% |
1-20 |
1.0% |
67% |
False |
False |
223,155 |
| 40 |
161-17 |
151-25 |
9-24 |
6.2% |
1-26 |
1.2% |
68% |
False |
False |
213,902 |
| 60 |
161-17 |
151-25 |
9-24 |
6.2% |
1-24 |
1.1% |
68% |
False |
False |
143,317 |
| 80 |
161-17 |
145-30 |
15-19 |
9.8% |
1-21 |
1.0% |
80% |
False |
False |
107,504 |
| 100 |
161-17 |
145-30 |
15-19 |
9.8% |
1-13 |
0.9% |
80% |
False |
False |
86,004 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
164-30 |
|
2.618 |
162-21 |
|
1.618 |
161-08 |
|
1.000 |
160-12 |
|
0.618 |
159-27 |
|
HIGH |
158-31 |
|
0.618 |
158-14 |
|
0.500 |
158-08 |
|
0.382 |
158-03 |
|
LOW |
157-18 |
|
0.618 |
156-22 |
|
1.000 |
156-05 |
|
1.618 |
155-09 |
|
2.618 |
153-28 |
|
4.250 |
151-19 |
|
|
| Fisher Pivots for day following 19-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
158-11 |
158-20 |
| PP |
158-10 |
158-17 |
| S1 |
158-08 |
158-15 |
|