ECBOT 30 Year Treasury Bond Future December 2015
| Trading Metrics calculated at close of trading on 29-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2015 |
29-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
158-10 |
157-27 |
-0-15 |
-0.3% |
158-17 |
| High |
158-15 |
158-08 |
-0-07 |
-0.1% |
159-02 |
| Low |
157-08 |
155-21 |
-1-19 |
-1.0% |
156-18 |
| Close |
158-04 |
155-27 |
-2-09 |
-1.4% |
157-05 |
| Range |
1-07 |
2-19 |
1-12 |
112.8% |
2-16 |
| ATR |
1-17 |
1-20 |
0-02 |
4.9% |
0-00 |
| Volume |
250,747 |
352,765 |
102,018 |
40.7% |
1,137,013 |
|
| Daily Pivots for day following 29-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164-12 |
162-22 |
157-09 |
|
| R3 |
161-25 |
160-03 |
156-18 |
|
| R2 |
159-06 |
159-06 |
156-10 |
|
| R1 |
157-16 |
157-16 |
156-03 |
157-02 |
| PP |
156-19 |
156-19 |
156-19 |
156-11 |
| S1 |
154-29 |
154-29 |
155-19 |
154-14 |
| S2 |
154-00 |
154-00 |
155-12 |
|
| S3 |
151-13 |
152-10 |
155-04 |
|
| S4 |
148-26 |
149-23 |
154-13 |
|
|
| 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 |
155-21 |
3-13 |
2.2% |
1-20 |
1.1% |
6% |
False |
True |
250,688 |
| 10 |
159-11 |
155-21 |
3-22 |
2.4% |
1-15 |
0.9% |
5% |
False |
True |
227,908 |
| 20 |
160-20 |
155-21 |
4-31 |
3.2% |
1-18 |
1.0% |
4% |
False |
True |
220,045 |
| 40 |
160-20 |
151-25 |
8-27 |
5.7% |
1-21 |
1.1% |
46% |
False |
False |
223,921 |
| 60 |
161-17 |
151-25 |
9-24 |
6.3% |
1-25 |
1.1% |
42% |
False |
False |
175,326 |
| 80 |
161-17 |
147-13 |
14-04 |
9.1% |
1-22 |
1.1% |
60% |
False |
False |
131,593 |
| 100 |
161-17 |
145-30 |
15-19 |
10.0% |
1-15 |
0.9% |
64% |
False |
False |
105,278 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
169-09 |
|
2.618 |
165-01 |
|
1.618 |
162-14 |
|
1.000 |
160-27 |
|
0.618 |
159-27 |
|
HIGH |
158-08 |
|
0.618 |
157-08 |
|
0.500 |
156-30 |
|
0.382 |
156-21 |
|
LOW |
155-21 |
|
0.618 |
154-02 |
|
1.000 |
153-02 |
|
1.618 |
151-15 |
|
2.618 |
148-28 |
|
4.250 |
144-20 |
|
|
| Fisher Pivots for day following 29-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
156-30 |
157-12 |
| PP |
156-19 |
156-27 |
| S1 |
156-07 |
156-11 |
|