ECBOT 30 Year Treasury Bond Future December 2015
| Trading Metrics calculated at close of trading on 27-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2015 |
27-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
154-30 |
155-09 |
0-11 |
0.2% |
154-13 |
| High |
155-20 |
155-30 |
0-10 |
0.2% |
155-30 |
| Low |
154-26 |
155-05 |
0-11 |
0.2% |
153-27 |
| Close |
155-09 |
155-08 |
-0-01 |
0.0% |
155-08 |
| Range |
0-26 |
0-25 |
-0-01 |
-3.8% |
2-03 |
| ATR |
1-09 |
1-08 |
-0-01 |
-2.8% |
0-00 |
| Volume |
265,212 |
83,861 |
-181,351 |
-68.4% |
1,101,266 |
|
| Daily Pivots for day following 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-25 |
157-10 |
155-22 |
|
| R3 |
157-00 |
156-17 |
155-15 |
|
| R2 |
156-07 |
156-07 |
155-13 |
|
| R1 |
155-24 |
155-24 |
155-10 |
155-19 |
| PP |
155-14 |
155-14 |
155-14 |
155-12 |
| S1 |
154-31 |
154-31 |
155-06 |
154-26 |
| S2 |
154-21 |
154-21 |
155-03 |
|
| S3 |
153-28 |
154-06 |
155-01 |
|
| S4 |
153-03 |
153-13 |
154-26 |
|
|
| Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-09 |
160-12 |
156-13 |
|
| R3 |
159-06 |
158-09 |
155-26 |
|
| R2 |
157-03 |
157-03 |
155-20 |
|
| R1 |
156-06 |
156-06 |
155-14 |
156-20 |
| PP |
155-00 |
155-00 |
155-00 |
155-08 |
| S1 |
154-03 |
154-03 |
155-02 |
154-18 |
| S2 |
152-29 |
152-29 |
154-28 |
|
| S3 |
150-26 |
152-00 |
154-22 |
|
| S4 |
148-23 |
149-29 |
154-03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
155-30 |
153-27 |
2-03 |
1.3% |
0-31 |
0.6% |
67% |
True |
False |
267,633 |
| 10 |
155-30 |
152-18 |
3-12 |
2.2% |
1-02 |
0.7% |
80% |
True |
False |
242,661 |
| 20 |
157-00 |
151-12 |
5-20 |
3.6% |
1-06 |
0.8% |
69% |
False |
False |
242,534 |
| 40 |
160-20 |
151-12 |
9-08 |
6.0% |
1-12 |
0.9% |
42% |
False |
False |
231,290 |
| 60 |
160-20 |
151-12 |
9-08 |
6.0% |
1-16 |
1.0% |
42% |
False |
False |
230,125 |
| 80 |
161-17 |
151-12 |
10-05 |
6.5% |
1-20 |
1.1% |
38% |
False |
False |
192,128 |
| 100 |
161-17 |
147-13 |
14-04 |
9.1% |
1-19 |
1.0% |
56% |
False |
False |
153,781 |
| 120 |
161-17 |
145-30 |
15-19 |
10.0% |
1-14 |
0.9% |
60% |
False |
False |
128,154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
159-08 |
|
2.618 |
157-31 |
|
1.618 |
157-06 |
|
1.000 |
156-23 |
|
0.618 |
156-13 |
|
HIGH |
155-30 |
|
0.618 |
155-20 |
|
0.500 |
155-18 |
|
0.382 |
155-15 |
|
LOW |
155-05 |
|
0.618 |
154-22 |
|
1.000 |
154-12 |
|
1.618 |
153-29 |
|
2.618 |
153-04 |
|
4.250 |
151-27 |
|
|
| Fisher Pivots for day following 27-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
155-18 |
155-10 |
| PP |
155-14 |
155-09 |
| S1 |
155-11 |
155-09 |
|