ECBOT 30 Year Treasury Bond Future December 2015
| Trading Metrics calculated at close of trading on 04-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2015 |
04-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
157-08 |
153-30 |
-3-10 |
-2.1% |
155-08 |
| High |
157-14 |
155-12 |
-2-02 |
-1.3% |
157-20 |
| Low |
153-05 |
152-26 |
-0-11 |
-0.2% |
152-26 |
| Close |
153-16 |
155-06 |
1-22 |
1.1% |
155-06 |
| Range |
4-09 |
2-18 |
-1-23 |
-40.1% |
4-26 |
| ATR |
1-16 |
1-18 |
0-02 |
5.1% |
0-00 |
| Volume |
13,560 |
11,486 |
-2,074 |
-15.3% |
114,619 |
|
| Daily Pivots for day following 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-05 |
161-07 |
156-19 |
|
| R3 |
159-19 |
158-21 |
155-29 |
|
| R2 |
157-01 |
157-01 |
155-21 |
|
| R1 |
156-03 |
156-03 |
155-14 |
156-18 |
| PP |
154-15 |
154-15 |
154-15 |
154-22 |
| S1 |
153-17 |
153-17 |
154-30 |
154-00 |
| S2 |
151-29 |
151-29 |
154-23 |
|
| S3 |
149-11 |
150-31 |
154-15 |
|
| S4 |
146-25 |
148-13 |
153-25 |
|
|
| Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
169-21 |
167-07 |
157-27 |
|
| R3 |
164-27 |
162-13 |
156-16 |
|
| R2 |
160-01 |
160-01 |
156-02 |
|
| R1 |
157-19 |
157-19 |
155-20 |
156-13 |
| PP |
155-07 |
155-07 |
155-07 |
154-20 |
| S1 |
152-25 |
152-25 |
154-24 |
151-19 |
| S2 |
150-13 |
150-13 |
154-10 |
|
| S3 |
145-19 |
147-31 |
153-28 |
|
| S4 |
140-25 |
143-05 |
152-17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
157-20 |
152-26 |
4-26 |
3.1% |
2-07 |
1.4% |
49% |
False |
True |
22,923 |
| 10 |
157-20 |
152-26 |
4-26 |
3.1% |
1-19 |
1.0% |
49% |
False |
True |
145,278 |
| 20 |
157-20 |
151-12 |
6-08 |
4.0% |
1-14 |
0.9% |
61% |
False |
False |
186,003 |
| 40 |
159-24 |
151-12 |
8-12 |
5.4% |
1-13 |
0.9% |
46% |
False |
False |
203,533 |
| 60 |
160-20 |
151-12 |
9-08 |
6.0% |
1-18 |
1.0% |
41% |
False |
False |
213,108 |
| 80 |
161-17 |
151-12 |
10-05 |
6.5% |
1-20 |
1.1% |
38% |
False |
False |
193,458 |
| 100 |
161-17 |
148-20 |
12-29 |
8.3% |
1-19 |
1.0% |
51% |
False |
False |
154,923 |
| 120 |
161-17 |
145-30 |
15-19 |
10.0% |
1-16 |
1.0% |
59% |
False |
False |
129,109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
166-08 |
|
2.618 |
162-03 |
|
1.618 |
159-17 |
|
1.000 |
157-30 |
|
0.618 |
156-31 |
|
HIGH |
155-12 |
|
0.618 |
154-13 |
|
0.500 |
154-03 |
|
0.382 |
153-25 |
|
LOW |
152-26 |
|
0.618 |
151-07 |
|
1.000 |
150-08 |
|
1.618 |
148-21 |
|
2.618 |
146-03 |
|
4.250 |
141-30 |
|
|
| Fisher Pivots for day following 04-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
154-26 |
155-07 |
| PP |
154-15 |
155-07 |
| S1 |
154-03 |
155-06 |
|