ECBOT 30 Year Treasury Bond Future December 2015
| Trading Metrics calculated at close of trading on 03-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2015 |
03-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
156-22 |
156-02 |
-0-20 |
-0.4% |
157-03 |
| High |
157-00 |
156-09 |
-0-23 |
-0.5% |
159-02 |
| Low |
155-19 |
154-15 |
-1-04 |
-0.7% |
155-21 |
| Close |
155-24 |
154-20 |
-1-04 |
-0.7% |
156-14 |
| Range |
1-13 |
1-26 |
0-13 |
28.9% |
3-13 |
| ATR |
1-18 |
1-18 |
0-01 |
1.2% |
0-00 |
| Volume |
215,167 |
218,219 |
3,052 |
1.4% |
1,270,666 |
|
| Daily Pivots for day following 03-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-18 |
159-13 |
155-20 |
|
| R3 |
158-24 |
157-19 |
155-04 |
|
| R2 |
156-30 |
156-30 |
154-31 |
|
| R1 |
155-25 |
155-25 |
154-25 |
155-14 |
| PP |
155-04 |
155-04 |
155-04 |
154-31 |
| S1 |
153-31 |
153-31 |
154-15 |
153-20 |
| S2 |
153-10 |
153-10 |
154-09 |
|
| S3 |
151-16 |
152-05 |
154-04 |
|
| S4 |
149-22 |
150-11 |
153-20 |
|
|
| 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 |
158-15 |
154-15 |
4-00 |
2.6% |
1-19 |
1.0% |
4% |
False |
True |
266,102 |
| 10 |
159-02 |
154-15 |
4-19 |
3.0% |
1-16 |
1.0% |
3% |
False |
True |
244,549 |
| 20 |
159-24 |
154-15 |
5-09 |
3.4% |
1-14 |
0.9% |
3% |
False |
True |
220,030 |
| 40 |
160-20 |
151-25 |
8-27 |
5.7% |
1-21 |
1.1% |
32% |
False |
False |
226,859 |
| 60 |
161-17 |
151-25 |
9-24 |
6.3% |
1-24 |
1.1% |
29% |
False |
False |
187,380 |
| 80 |
161-17 |
147-19 |
13-30 |
9.0% |
1-21 |
1.1% |
50% |
False |
False |
140,676 |
| 100 |
161-17 |
145-30 |
15-19 |
10.1% |
1-16 |
1.0% |
56% |
False |
False |
112,548 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
164-00 |
|
2.618 |
161-01 |
|
1.618 |
159-07 |
|
1.000 |
158-03 |
|
0.618 |
157-13 |
|
HIGH |
156-09 |
|
0.618 |
155-19 |
|
0.500 |
155-12 |
|
0.382 |
155-05 |
|
LOW |
154-15 |
|
0.618 |
153-11 |
|
1.000 |
152-21 |
|
1.618 |
151-17 |
|
2.618 |
149-23 |
|
4.250 |
146-24 |
|
|
| Fisher Pivots for day following 03-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
155-12 |
155-24 |
| PP |
155-04 |
155-12 |
| S1 |
154-28 |
155-00 |
|