ECBOT 30 Year Treasury Bond Future December 2015
| Trading Metrics calculated at close of trading on 03-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2015 |
03-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
157-15 |
157-08 |
-0-07 |
-0.1% |
154-13 |
| High |
157-20 |
157-14 |
-0-06 |
-0.1% |
155-30 |
| Low |
156-24 |
153-05 |
-3-19 |
-2.3% |
153-27 |
| Close |
157-16 |
153-16 |
-4-00 |
-2.5% |
155-08 |
| Range |
0-28 |
4-09 |
3-13 |
389.3% |
2-03 |
| ATR |
1-09 |
1-16 |
0-07 |
17.2% |
0-00 |
| Volume |
7,120 |
13,560 |
6,440 |
90.4% |
1,101,266 |
|
| Daily Pivots for day following 03-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167-17 |
164-26 |
155-27 |
|
| R3 |
163-08 |
160-17 |
154-22 |
|
| R2 |
158-31 |
158-31 |
154-09 |
|
| R1 |
156-08 |
156-08 |
153-29 |
155-15 |
| PP |
154-22 |
154-22 |
154-22 |
154-10 |
| S1 |
151-31 |
151-31 |
153-03 |
151-06 |
| S2 |
150-13 |
150-13 |
152-23 |
|
| S3 |
146-04 |
147-22 |
152-10 |
|
| S4 |
141-27 |
143-13 |
151-05 |
|
|
| 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 |
157-20 |
153-05 |
4-15 |
2.9% |
1-27 |
1.2% |
8% |
False |
True |
37,398 |
| 10 |
157-20 |
153-05 |
4-15 |
2.9% |
1-15 |
1.0% |
8% |
False |
True |
167,631 |
| 20 |
157-20 |
151-12 |
6-08 |
4.1% |
1-12 |
0.9% |
34% |
False |
False |
199,346 |
| 40 |
159-24 |
151-12 |
8-12 |
5.5% |
1-13 |
0.9% |
25% |
False |
False |
210,505 |
| 60 |
160-20 |
151-12 |
9-08 |
6.0% |
1-17 |
1.0% |
23% |
False |
False |
217,138 |
| 80 |
161-17 |
151-12 |
10-05 |
6.6% |
1-20 |
1.1% |
21% |
False |
False |
193,353 |
| 100 |
161-17 |
147-19 |
13-30 |
9.1% |
1-19 |
1.0% |
42% |
False |
False |
154,808 |
| 120 |
161-17 |
145-30 |
15-19 |
10.2% |
1-15 |
1.0% |
48% |
False |
False |
129,013 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
175-20 |
|
2.618 |
168-21 |
|
1.618 |
164-12 |
|
1.000 |
161-23 |
|
0.618 |
160-03 |
|
HIGH |
157-14 |
|
0.618 |
155-26 |
|
0.500 |
155-10 |
|
0.382 |
154-25 |
|
LOW |
153-05 |
|
0.618 |
150-16 |
|
1.000 |
148-28 |
|
1.618 |
146-07 |
|
2.618 |
141-30 |
|
4.250 |
134-31 |
|
|
| Fisher Pivots for day following 03-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
155-10 |
155-12 |
| PP |
154-22 |
154-24 |
| S1 |
154-03 |
154-04 |
|