ECBOT 30 Year Treasury Bond Future December 2015
| Trading Metrics calculated at close of trading on 17-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2015 |
17-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
154-01 |
153-13 |
-0-20 |
-0.4% |
152-16 |
| High |
154-07 |
154-04 |
-0-03 |
-0.1% |
153-21 |
| Low |
153-03 |
152-18 |
-0-17 |
-0.3% |
151-12 |
| Close |
153-08 |
153-27 |
0-19 |
0.4% |
153-12 |
| Range |
1-04 |
1-18 |
0-14 |
38.9% |
2-09 |
| ATR |
1-13 |
1-13 |
0-00 |
0.8% |
0-00 |
| Volume |
187,365 |
248,299 |
60,934 |
32.5% |
1,011,034 |
|
| Daily Pivots for day following 17-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-06 |
157-19 |
154-22 |
|
| R3 |
156-20 |
156-01 |
154-09 |
|
| R2 |
155-02 |
155-02 |
154-04 |
|
| R1 |
154-15 |
154-15 |
154-00 |
154-24 |
| PP |
153-16 |
153-16 |
153-16 |
153-21 |
| S1 |
152-29 |
152-29 |
153-22 |
153-06 |
| S2 |
151-30 |
151-30 |
153-18 |
|
| S3 |
150-12 |
151-11 |
153-13 |
|
| S4 |
148-26 |
149-25 |
153-00 |
|
|
| Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-21 |
158-25 |
154-20 |
|
| R3 |
157-12 |
156-16 |
154-00 |
|
| R2 |
155-03 |
155-03 |
153-25 |
|
| R1 |
154-07 |
154-07 |
153-19 |
154-21 |
| PP |
152-26 |
152-26 |
152-26 |
153-00 |
| S1 |
151-30 |
151-30 |
153-05 |
152-12 |
| S2 |
150-17 |
150-17 |
152-31 |
|
| S3 |
148-08 |
149-21 |
152-24 |
|
| S4 |
145-31 |
147-12 |
152-04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
154-07 |
151-29 |
2-10 |
1.5% |
1-03 |
0.7% |
84% |
False |
False |
194,035 |
| 10 |
155-09 |
151-12 |
3-29 |
2.5% |
1-08 |
0.8% |
63% |
False |
False |
234,341 |
| 20 |
159-02 |
151-12 |
7-22 |
5.0% |
1-12 |
0.9% |
32% |
False |
False |
239,445 |
| 40 |
160-20 |
151-12 |
9-08 |
6.0% |
1-16 |
1.0% |
27% |
False |
False |
230,958 |
| 60 |
160-20 |
151-12 |
9-08 |
6.0% |
1-21 |
1.1% |
27% |
False |
False |
225,509 |
| 80 |
161-17 |
151-12 |
10-05 |
6.6% |
1-22 |
1.1% |
24% |
False |
False |
169,956 |
| 100 |
161-17 |
146-21 |
14-28 |
9.7% |
1-20 |
1.0% |
48% |
False |
False |
135,981 |
| 120 |
161-17 |
145-30 |
15-19 |
10.1% |
1-13 |
0.9% |
51% |
False |
False |
113,318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
160-24 |
|
2.618 |
158-07 |
|
1.618 |
156-21 |
|
1.000 |
155-22 |
|
0.618 |
155-03 |
|
HIGH |
154-04 |
|
0.618 |
153-17 |
|
0.500 |
153-11 |
|
0.382 |
153-05 |
|
LOW |
152-18 |
|
0.618 |
151-19 |
|
1.000 |
151-00 |
|
1.618 |
150-01 |
|
2.618 |
148-15 |
|
4.250 |
145-30 |
|
|
| Fisher Pivots for day following 17-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
153-22 |
153-22 |
| PP |
153-16 |
153-17 |
| S1 |
153-11 |
153-12 |
|