ECBOT 30 Year Treasury Bond Future December 2015
| Trading Metrics calculated at close of trading on 23-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2015 |
23-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
158-17 |
158-11 |
-0-06 |
-0.1% |
158-17 |
| High |
159-02 |
158-18 |
-0-16 |
-0.3% |
159-02 |
| Low |
157-25 |
156-18 |
-1-07 |
-0.8% |
156-18 |
| Close |
158-14 |
157-05 |
-1-09 |
-0.8% |
157-05 |
| Range |
1-09 |
2-00 |
0-23 |
56.1% |
2-16 |
| ATR |
1-19 |
1-20 |
0-01 |
1.9% |
0-00 |
| Volume |
263,625 |
276,388 |
12,763 |
4.8% |
1,137,013 |
|
| Daily Pivots for day following 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163-14 |
162-09 |
158-08 |
|
| R3 |
161-14 |
160-09 |
157-23 |
|
| R2 |
159-14 |
159-14 |
157-17 |
|
| R1 |
158-09 |
158-09 |
157-11 |
157-28 |
| PP |
157-14 |
157-14 |
157-14 |
157-07 |
| S1 |
156-09 |
156-09 |
156-31 |
155-28 |
| S2 |
155-14 |
155-14 |
156-25 |
|
| S3 |
153-14 |
154-09 |
156-19 |
|
| S4 |
151-14 |
152-09 |
156-02 |
|
|
| Weekly Pivots for week ending 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165-03 |
163-20 |
158-17 |
|
| R3 |
162-19 |
161-04 |
157-27 |
|
| R2 |
160-03 |
160-03 |
157-20 |
|
| R1 |
158-20 |
158-20 |
157-12 |
158-04 |
| PP |
157-19 |
157-19 |
157-19 |
157-11 |
| S1 |
156-04 |
156-04 |
156-30 |
155-20 |
| S2 |
155-03 |
155-03 |
156-22 |
|
| S3 |
152-19 |
153-20 |
156-15 |
|
| S4 |
150-03 |
151-04 |
155-25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
159-02 |
156-18 |
2-16 |
1.6% |
1-17 |
1.0% |
24% |
False |
True |
227,402 |
| 10 |
159-24 |
156-18 |
3-06 |
2.0% |
1-12 |
0.9% |
19% |
False |
True |
197,223 |
| 20 |
160-20 |
155-15 |
5-05 |
3.3% |
1-18 |
1.0% |
33% |
False |
False |
221,690 |
| 40 |
160-20 |
151-25 |
8-27 |
5.6% |
1-22 |
1.1% |
61% |
False |
False |
222,440 |
| 60 |
161-17 |
151-25 |
9-24 |
6.2% |
1-25 |
1.1% |
55% |
False |
False |
159,134 |
| 80 |
161-17 |
146-21 |
14-28 |
9.5% |
1-21 |
1.1% |
71% |
False |
False |
119,383 |
| 100 |
161-17 |
145-30 |
15-19 |
9.9% |
1-14 |
0.9% |
72% |
False |
False |
95,508 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
167-02 |
|
2.618 |
163-26 |
|
1.618 |
161-26 |
|
1.000 |
160-18 |
|
0.618 |
159-26 |
|
HIGH |
158-18 |
|
0.618 |
157-26 |
|
0.500 |
157-18 |
|
0.382 |
157-10 |
|
LOW |
156-18 |
|
0.618 |
155-10 |
|
1.000 |
154-18 |
|
1.618 |
153-10 |
|
2.618 |
151-10 |
|
4.250 |
148-02 |
|
|
| Fisher Pivots for day following 23-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
157-18 |
157-26 |
| PP |
157-14 |
157-19 |
| S1 |
157-09 |
157-12 |
|