ECBOT 30 Year Treasury Bond Future December 2015
| Trading Metrics calculated at close of trading on 02-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2015 |
02-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
155-31 |
156-22 |
0-23 |
0.5% |
157-03 |
| High |
156-21 |
157-00 |
0-11 |
0.2% |
159-02 |
| Low |
155-22 |
155-19 |
-0-03 |
-0.1% |
155-21 |
| Close |
156-14 |
155-24 |
-0-22 |
-0.4% |
156-14 |
| Range |
0-31 |
1-13 |
0-14 |
45.2% |
3-13 |
| ATR |
1-18 |
1-18 |
0-00 |
-0.7% |
0-00 |
| Volume |
293,614 |
215,167 |
-78,447 |
-26.7% |
1,270,666 |
|
| Daily Pivots for day following 02-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-11 |
159-14 |
156-17 |
|
| R3 |
158-30 |
158-01 |
156-04 |
|
| R2 |
157-17 |
157-17 |
156-00 |
|
| R1 |
156-20 |
156-20 |
155-28 |
156-12 |
| PP |
156-04 |
156-04 |
156-04 |
156-00 |
| S1 |
155-07 |
155-07 |
155-20 |
154-31 |
| S2 |
154-23 |
154-23 |
155-16 |
|
| S3 |
153-10 |
153-26 |
155-12 |
|
| S4 |
151-29 |
152-13 |
154-31 |
|
|
| Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167-09 |
165-08 |
158-10 |
|
| R3 |
163-28 |
161-27 |
157-12 |
|
| R2 |
160-15 |
160-15 |
157-02 |
|
| R1 |
158-14 |
158-14 |
156-24 |
157-24 |
| PP |
157-02 |
157-02 |
157-02 |
156-22 |
| S1 |
155-01 |
155-01 |
156-04 |
154-11 |
| S2 |
153-21 |
153-21 |
155-26 |
|
| S3 |
150-08 |
151-20 |
155-16 |
|
| S4 |
146-27 |
148-07 |
154-18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
159-02 |
155-19 |
3-15 |
2.2% |
1-15 |
0.9% |
5% |
False |
True |
261,762 |
| 10 |
159-02 |
155-19 |
3-15 |
2.2% |
1-16 |
1.0% |
5% |
False |
True |
243,619 |
| 20 |
159-24 |
155-19 |
4-05 |
2.7% |
1-13 |
0.9% |
4% |
False |
True |
219,563 |
| 40 |
160-20 |
151-25 |
8-27 |
5.7% |
1-21 |
1.1% |
45% |
False |
False |
225,889 |
| 60 |
161-17 |
151-25 |
9-24 |
6.3% |
1-24 |
1.1% |
41% |
False |
False |
183,768 |
| 80 |
161-17 |
147-13 |
14-04 |
9.1% |
1-21 |
1.1% |
59% |
False |
False |
137,949 |
| 100 |
161-17 |
145-30 |
15-19 |
10.0% |
1-16 |
1.0% |
63% |
False |
False |
110,366 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
162-31 |
|
2.618 |
160-22 |
|
1.618 |
159-09 |
|
1.000 |
158-13 |
|
0.618 |
157-28 |
|
HIGH |
157-00 |
|
0.618 |
156-15 |
|
0.500 |
156-10 |
|
0.382 |
156-04 |
|
LOW |
155-19 |
|
0.618 |
154-23 |
|
1.000 |
154-06 |
|
1.618 |
153-10 |
|
2.618 |
151-29 |
|
4.250 |
149-20 |
|
|
| Fisher Pivots for day following 02-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
156-10 |
156-30 |
| PP |
156-04 |
156-17 |
| S1 |
155-30 |
156-04 |
|