ECBOT 30 Year Treasury Bond Future December 2015
| Trading Metrics calculated at close of trading on 11-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2015 |
11-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
156-16 |
156-24 |
0-08 |
0.2% |
154-30 |
| High |
157-00 |
158-28 |
1-28 |
1.2% |
158-28 |
| Low |
156-12 |
156-24 |
0-12 |
0.2% |
154-24 |
| Close |
156-15 |
158-19 |
2-04 |
1.4% |
158-19 |
| Range |
0-20 |
2-04 |
1-16 |
240.0% |
4-04 |
| ATR |
1-17 |
1-19 |
0-02 |
4.0% |
0-00 |
| Volume |
2,483 |
3,231 |
748 |
30.1% |
12,928 |
|
| Daily Pivots for day following 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164-14 |
163-21 |
159-24 |
|
| R3 |
162-10 |
161-17 |
159-06 |
|
| R2 |
160-06 |
160-06 |
158-31 |
|
| R1 |
159-13 |
159-13 |
158-25 |
159-26 |
| PP |
158-02 |
158-02 |
158-02 |
158-09 |
| S1 |
157-09 |
157-09 |
158-13 |
157-22 |
| S2 |
155-30 |
155-30 |
158-07 |
|
| S3 |
153-26 |
155-05 |
158-00 |
|
| S4 |
151-22 |
153-01 |
157-14 |
|
|
| Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
169-25 |
168-10 |
160-28 |
|
| R3 |
165-21 |
164-06 |
159-23 |
|
| R2 |
161-17 |
161-17 |
159-11 |
|
| R1 |
160-02 |
160-02 |
158-31 |
160-26 |
| PP |
157-13 |
157-13 |
157-13 |
157-25 |
| S1 |
155-30 |
155-30 |
158-07 |
156-22 |
| S2 |
153-09 |
153-09 |
157-27 |
|
| S3 |
149-05 |
151-26 |
157-15 |
|
| S4 |
145-01 |
147-22 |
156-10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
158-28 |
154-24 |
4-04 |
2.6% |
1-20 |
1.0% |
93% |
True |
False |
2,585 |
| 10 |
158-28 |
152-26 |
6-02 |
3.8% |
1-29 |
1.2% |
95% |
True |
False |
12,754 |
| 20 |
158-28 |
152-18 |
6-10 |
4.0% |
1-16 |
0.9% |
96% |
True |
False |
127,708 |
| 40 |
159-11 |
151-12 |
7-31 |
5.0% |
1-14 |
0.9% |
91% |
False |
False |
181,432 |
| 60 |
160-20 |
151-12 |
9-08 |
5.8% |
1-17 |
1.0% |
78% |
False |
False |
197,139 |
| 80 |
161-17 |
151-12 |
10-05 |
6.4% |
1-20 |
1.0% |
71% |
False |
False |
193,457 |
| 100 |
161-17 |
151-12 |
10-05 |
6.4% |
1-20 |
1.0% |
71% |
False |
False |
155,047 |
| 120 |
161-17 |
145-30 |
15-19 |
9.8% |
1-18 |
1.0% |
81% |
False |
False |
129,217 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
167-29 |
|
2.618 |
164-14 |
|
1.618 |
162-10 |
|
1.000 |
161-00 |
|
0.618 |
160-06 |
|
HIGH |
158-28 |
|
0.618 |
158-02 |
|
0.500 |
157-26 |
|
0.382 |
157-18 |
|
LOW |
156-24 |
|
0.618 |
155-14 |
|
1.000 |
154-20 |
|
1.618 |
153-10 |
|
2.618 |
151-06 |
|
4.250 |
147-23 |
|
|
| Fisher Pivots for day following 11-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
158-11 |
158-03 |
| PP |
158-02 |
157-18 |
| S1 |
157-26 |
157-02 |
|