ECBOT 30 Year Treasury Bond Future December 2015
| Trading Metrics calculated at close of trading on 05-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2015 |
05-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
154-26 |
154-23 |
-0-03 |
-0.1% |
157-03 |
| High |
155-09 |
154-29 |
-0-12 |
-0.2% |
159-02 |
| Low |
154-10 |
153-22 |
-0-20 |
-0.4% |
155-21 |
| Close |
154-22 |
154-03 |
-0-19 |
-0.4% |
156-14 |
| Range |
0-31 |
1-07 |
0-08 |
25.8% |
3-13 |
| ATR |
1-17 |
1-16 |
-0-01 |
-1.4% |
0-00 |
| Volume |
239,897 |
278,342 |
38,445 |
16.0% |
1,270,666 |
|
| Daily Pivots for day following 05-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-28 |
157-07 |
154-24 |
|
| R3 |
156-21 |
156-00 |
154-14 |
|
| R2 |
155-14 |
155-14 |
154-10 |
|
| R1 |
154-25 |
154-25 |
154-07 |
154-16 |
| PP |
154-07 |
154-07 |
154-07 |
154-03 |
| S1 |
153-18 |
153-18 |
153-31 |
153-09 |
| S2 |
153-00 |
153-00 |
153-28 |
|
| S3 |
151-25 |
152-11 |
153-24 |
|
| S4 |
150-18 |
151-04 |
153-14 |
|
|
| 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 |
157-00 |
153-22 |
3-10 |
2.1% |
1-09 |
0.8% |
12% |
False |
True |
249,047 |
| 10 |
159-02 |
153-22 |
5-12 |
3.5% |
1-15 |
0.9% |
8% |
False |
True |
249,867 |
| 20 |
159-24 |
153-22 |
6-02 |
3.9% |
1-12 |
0.9% |
7% |
False |
True |
221,064 |
| 40 |
160-20 |
151-25 |
8-27 |
5.7% |
1-20 |
1.0% |
26% |
False |
False |
226,660 |
| 60 |
161-17 |
151-25 |
9-24 |
6.3% |
1-23 |
1.1% |
24% |
False |
False |
195,943 |
| 80 |
161-17 |
148-20 |
12-29 |
8.4% |
1-21 |
1.1% |
42% |
False |
False |
147,153 |
| 100 |
161-17 |
145-30 |
15-19 |
10.1% |
1-17 |
1.0% |
52% |
False |
False |
117,730 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
160-03 |
|
2.618 |
158-03 |
|
1.618 |
156-28 |
|
1.000 |
156-04 |
|
0.618 |
155-21 |
|
HIGH |
154-29 |
|
0.618 |
154-14 |
|
0.500 |
154-10 |
|
0.382 |
154-05 |
|
LOW |
153-22 |
|
0.618 |
152-30 |
|
1.000 |
152-15 |
|
1.618 |
151-23 |
|
2.618 |
150-16 |
|
4.250 |
148-16 |
|
|
| Fisher Pivots for day following 05-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
154-10 |
155-00 |
| PP |
154-07 |
154-22 |
| S1 |
154-05 |
154-12 |
|