ECBOT 30 Year Treasury Bond Future December 2015
| Trading Metrics calculated at close of trading on 30-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2015 |
30-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
155-09 |
155-08 |
-0-01 |
0.0% |
154-13 |
| High |
155-30 |
155-25 |
-0-05 |
-0.1% |
155-30 |
| Low |
155-05 |
154-29 |
-0-08 |
-0.2% |
153-27 |
| Close |
155-08 |
155-13 |
0-05 |
0.1% |
155-08 |
| Range |
0-25 |
0-28 |
0-03 |
12.0% |
2-03 |
| ATR |
1-08 |
1-07 |
-0-01 |
-2.1% |
0-00 |
| Volume |
83,861 |
64,706 |
-19,155 |
-22.8% |
1,101,266 |
|
| Daily Pivots for day following 30-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-00 |
157-18 |
155-28 |
|
| R3 |
157-04 |
156-22 |
155-21 |
|
| R2 |
156-08 |
156-08 |
155-18 |
|
| R1 |
155-26 |
155-26 |
155-16 |
156-01 |
| PP |
155-12 |
155-12 |
155-12 |
155-15 |
| S1 |
154-30 |
154-30 |
155-10 |
155-05 |
| S2 |
154-16 |
154-16 |
155-08 |
|
| S3 |
153-20 |
154-02 |
155-05 |
|
| S4 |
152-24 |
153-06 |
154-30 |
|
|
| 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% |
1-00 |
0.6% |
75% |
False |
False |
233,194 |
| 10 |
155-30 |
152-18 |
3-12 |
2.2% |
1-02 |
0.7% |
84% |
False |
False |
228,064 |
| 20 |
157-00 |
151-12 |
5-20 |
3.6% |
1-06 |
0.8% |
72% |
False |
False |
231,088 |
| 40 |
159-24 |
151-12 |
8-12 |
5.4% |
1-10 |
0.8% |
48% |
False |
False |
224,458 |
| 60 |
160-20 |
151-12 |
9-08 |
6.0% |
1-16 |
1.0% |
44% |
False |
False |
228,302 |
| 80 |
161-17 |
151-12 |
10-05 |
6.5% |
1-20 |
1.0% |
40% |
False |
False |
192,931 |
| 100 |
161-17 |
147-13 |
14-04 |
9.1% |
1-18 |
1.0% |
57% |
False |
False |
154,426 |
| 120 |
161-17 |
145-30 |
15-19 |
10.0% |
1-14 |
0.9% |
61% |
False |
False |
128,693 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
159-16 |
|
2.618 |
158-02 |
|
1.618 |
157-06 |
|
1.000 |
156-21 |
|
0.618 |
156-10 |
|
HIGH |
155-25 |
|
0.618 |
155-14 |
|
0.500 |
155-11 |
|
0.382 |
155-08 |
|
LOW |
154-29 |
|
0.618 |
154-12 |
|
1.000 |
154-01 |
|
1.618 |
153-16 |
|
2.618 |
152-20 |
|
4.250 |
151-06 |
|
|
| Fisher Pivots for day following 30-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
155-12 |
155-13 |
| PP |
155-12 |
155-12 |
| S1 |
155-11 |
155-12 |
|