ECBOT 30 Year Treasury Bond Future December 2015
| Trading Metrics calculated at close of trading on 06-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2015 |
06-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
154-23 |
154-09 |
-0-14 |
-0.3% |
156-22 |
| High |
154-29 |
154-18 |
-0-11 |
-0.2% |
157-00 |
| Low |
153-22 |
151-25 |
-1-29 |
-1.2% |
151-25 |
| Close |
154-03 |
152-10 |
-1-25 |
-1.2% |
152-10 |
| Range |
1-07 |
2-25 |
1-18 |
128.2% |
5-07 |
| ATR |
1-16 |
1-19 |
0-03 |
6.0% |
0-00 |
| Volume |
278,342 |
378,477 |
100,135 |
36.0% |
1,330,102 |
|
| Daily Pivots for day following 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-07 |
159-18 |
153-27 |
|
| R3 |
158-14 |
156-25 |
153-02 |
|
| R2 |
155-21 |
155-21 |
152-26 |
|
| R1 |
154-00 |
154-00 |
152-18 |
153-14 |
| PP |
152-28 |
152-28 |
152-28 |
152-20 |
| S1 |
151-07 |
151-07 |
152-02 |
150-21 |
| S2 |
150-03 |
150-03 |
151-26 |
|
| S3 |
147-10 |
148-14 |
151-18 |
|
| S4 |
144-17 |
145-21 |
150-25 |
|
|
| Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
169-11 |
166-02 |
155-06 |
|
| R3 |
164-04 |
160-27 |
153-24 |
|
| R2 |
158-29 |
158-29 |
153-09 |
|
| R1 |
155-20 |
155-20 |
152-25 |
154-21 |
| PP |
153-22 |
153-22 |
153-22 |
153-07 |
| S1 |
150-13 |
150-13 |
151-27 |
149-14 |
| S2 |
148-15 |
148-15 |
151-11 |
|
| S3 |
143-08 |
145-06 |
150-28 |
|
| S4 |
138-01 |
139-31 |
149-14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
157-00 |
151-25 |
5-07 |
3.4% |
1-20 |
1.1% |
10% |
False |
True |
266,020 |
| 10 |
159-02 |
151-25 |
7-09 |
4.8% |
1-17 |
1.0% |
7% |
False |
True |
260,076 |
| 20 |
159-24 |
151-25 |
7-31 |
5.2% |
1-14 |
1.0% |
7% |
False |
True |
228,650 |
| 40 |
160-20 |
151-25 |
8-27 |
5.8% |
1-21 |
1.1% |
6% |
False |
True |
231,695 |
| 60 |
161-17 |
151-25 |
9-24 |
6.4% |
1-23 |
1.1% |
5% |
False |
True |
202,190 |
| 80 |
161-17 |
149-20 |
11-29 |
7.8% |
1-21 |
1.1% |
23% |
False |
False |
151,884 |
| 100 |
161-17 |
145-30 |
15-19 |
10.2% |
1-17 |
1.0% |
41% |
False |
False |
121,515 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
166-12 |
|
2.618 |
161-27 |
|
1.618 |
159-02 |
|
1.000 |
157-11 |
|
0.618 |
156-09 |
|
HIGH |
154-18 |
|
0.618 |
153-16 |
|
0.500 |
153-06 |
|
0.382 |
152-27 |
|
LOW |
151-25 |
|
0.618 |
150-02 |
|
1.000 |
149-00 |
|
1.618 |
147-09 |
|
2.618 |
144-16 |
|
4.250 |
139-31 |
|
|
| Fisher Pivots for day following 06-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
153-06 |
153-17 |
| PP |
152-28 |
153-04 |
| S1 |
152-19 |
152-23 |
|