ECBOT 30 Year Treasury Bond Future December 2015
| Trading Metrics calculated at close of trading on 23-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2015 |
23-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
154-17 |
154-13 |
-0-04 |
-0.1% |
154-01 |
| High |
155-02 |
155-09 |
0-07 |
0.1% |
155-02 |
| Low |
154-10 |
153-27 |
-0-15 |
-0.3% |
152-18 |
| Close |
154-14 |
154-30 |
0-16 |
0.3% |
154-14 |
| Range |
0-24 |
1-14 |
0-22 |
91.7% |
2-16 |
| ATR |
1-10 |
1-11 |
0-00 |
0.6% |
0-00 |
| Volume |
236,901 |
351,892 |
114,991 |
48.5% |
1,114,668 |
|
| Daily Pivots for day following 23-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-00 |
158-13 |
155-23 |
|
| R3 |
157-18 |
156-31 |
155-11 |
|
| R2 |
156-04 |
156-04 |
155-06 |
|
| R1 |
155-17 |
155-17 |
155-02 |
155-26 |
| PP |
154-22 |
154-22 |
154-22 |
154-27 |
| S1 |
154-03 |
154-03 |
154-26 |
154-12 |
| S2 |
153-08 |
153-08 |
154-22 |
|
| S3 |
151-26 |
152-21 |
154-17 |
|
| S4 |
150-12 |
151-07 |
154-05 |
|
|
| Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-17 |
160-15 |
155-26 |
|
| R3 |
159-01 |
157-31 |
155-04 |
|
| R2 |
156-17 |
156-17 |
154-29 |
|
| R1 |
155-15 |
155-15 |
154-21 |
156-00 |
| PP |
154-01 |
154-01 |
154-01 |
154-09 |
| S1 |
152-31 |
152-31 |
154-07 |
153-16 |
| S2 |
151-17 |
151-17 |
153-31 |
|
| S3 |
149-01 |
150-15 |
153-24 |
|
| S4 |
146-17 |
147-31 |
153-02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
155-09 |
152-18 |
2-23 |
1.8% |
1-06 |
0.8% |
87% |
True |
False |
255,839 |
| 10 |
155-09 |
151-26 |
3-15 |
2.2% |
1-03 |
0.7% |
90% |
True |
False |
222,134 |
| 20 |
159-02 |
151-12 |
7-22 |
5.0% |
1-10 |
0.8% |
46% |
False |
False |
245,067 |
| 40 |
160-20 |
151-12 |
9-08 |
6.0% |
1-13 |
0.9% |
39% |
False |
False |
232,163 |
| 60 |
160-20 |
151-12 |
9-08 |
6.0% |
1-18 |
1.0% |
39% |
False |
False |
229,508 |
| 80 |
161-17 |
151-12 |
10-05 |
6.6% |
1-21 |
1.1% |
35% |
False |
False |
182,807 |
| 100 |
161-17 |
147-13 |
14-04 |
9.1% |
1-19 |
1.0% |
53% |
False |
False |
146,289 |
| 120 |
161-17 |
145-30 |
15-19 |
10.1% |
1-13 |
0.9% |
58% |
False |
False |
121,909 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
161-12 |
|
2.618 |
159-01 |
|
1.618 |
157-19 |
|
1.000 |
156-23 |
|
0.618 |
156-05 |
|
HIGH |
155-09 |
|
0.618 |
154-23 |
|
0.500 |
154-18 |
|
0.382 |
154-13 |
|
LOW |
153-27 |
|
0.618 |
152-31 |
|
1.000 |
152-13 |
|
1.618 |
151-17 |
|
2.618 |
150-03 |
|
4.250 |
147-24 |
|
|
| Fisher Pivots for day following 23-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
154-26 |
154-25 |
| PP |
154-22 |
154-20 |
| S1 |
154-18 |
154-15 |
|