ECBOT 30 Year Treasury Bond Future December 2015
| Trading Metrics calculated at close of trading on 09-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2015 |
09-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
156-12 |
156-14 |
0-02 |
0.0% |
155-08 |
| High |
157-11 |
157-00 |
-0-11 |
-0.2% |
157-20 |
| Low |
156-04 |
155-08 |
-0-28 |
-0.6% |
152-26 |
| Close |
156-07 |
156-27 |
0-20 |
0.4% |
155-06 |
| Range |
1-07 |
1-24 |
0-17 |
43.6% |
4-26 |
| ATR |
1-19 |
1-19 |
0-00 |
0.7% |
0-00 |
| Volume |
2,134 |
1,765 |
-369 |
-17.3% |
114,619 |
|
| Daily Pivots for day following 09-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-20 |
160-31 |
157-26 |
|
| R3 |
159-28 |
159-07 |
157-10 |
|
| R2 |
158-04 |
158-04 |
157-05 |
|
| R1 |
157-15 |
157-15 |
157-00 |
157-26 |
| PP |
156-12 |
156-12 |
156-12 |
156-17 |
| S1 |
155-23 |
155-23 |
156-22 |
156-02 |
| S2 |
154-20 |
154-20 |
156-17 |
|
| S3 |
152-28 |
153-31 |
156-12 |
|
| S4 |
151-04 |
152-07 |
155-28 |
|
|
| 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 |
157-14 |
152-26 |
4-20 |
2.9% |
2-14 |
1.6% |
87% |
False |
False |
6,452 |
| 10 |
157-20 |
152-26 |
4-26 |
3.1% |
1-26 |
1.1% |
84% |
False |
False |
47,090 |
| 20 |
157-20 |
151-29 |
5-23 |
3.6% |
1-14 |
0.9% |
86% |
False |
False |
143,613 |
| 40 |
159-24 |
151-12 |
8-12 |
5.3% |
1-14 |
0.9% |
65% |
False |
False |
192,577 |
| 60 |
160-20 |
151-12 |
9-08 |
5.9% |
1-17 |
1.0% |
59% |
False |
False |
204,137 |
| 80 |
161-17 |
151-12 |
10-05 |
6.5% |
1-21 |
1.1% |
54% |
False |
False |
193,447 |
| 100 |
161-17 |
149-20 |
11-29 |
7.6% |
1-20 |
1.0% |
61% |
False |
False |
154,993 |
| 120 |
161-17 |
145-30 |
15-19 |
9.9% |
1-17 |
1.0% |
70% |
False |
False |
129,169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
164-14 |
|
2.618 |
161-19 |
|
1.618 |
159-27 |
|
1.000 |
158-24 |
|
0.618 |
158-03 |
|
HIGH |
157-00 |
|
0.618 |
156-11 |
|
0.500 |
156-04 |
|
0.382 |
155-29 |
|
LOW |
155-08 |
|
0.618 |
154-05 |
|
1.000 |
153-16 |
|
1.618 |
152-13 |
|
2.618 |
150-21 |
|
4.250 |
147-26 |
|
|
| Fisher Pivots for day following 09-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
156-19 |
156-18 |
| PP |
156-12 |
156-10 |
| S1 |
156-04 |
156-02 |
|