ECBOT 30 Year Treasury Bond Future March 2016
| Trading Metrics calculated at close of trading on 14-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2015 |
14-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
156-10 |
157-00 |
0-22 |
0.4% |
156-00 |
| High |
156-30 |
158-08 |
1-10 |
0.8% |
157-17 |
| Low |
156-03 |
156-28 |
0-25 |
0.5% |
154-13 |
| Close |
156-13 |
158-05 |
1-24 |
1.1% |
155-16 |
| Range |
0-27 |
1-12 |
0-17 |
63.0% |
3-04 |
| ATR |
1-11 |
1-13 |
0-01 |
2.6% |
0-00 |
| Volume |
0 |
501 |
501 |
|
129 |
|
| Daily Pivots for day following 14-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-28 |
161-13 |
158-29 |
|
| R3 |
160-16 |
160-01 |
158-17 |
|
| R2 |
159-04 |
159-04 |
158-13 |
|
| R1 |
158-21 |
158-21 |
158-09 |
158-29 |
| PP |
157-24 |
157-24 |
157-24 |
157-28 |
| S1 |
157-09 |
157-09 |
158-01 |
157-17 |
| S2 |
156-12 |
156-12 |
157-29 |
|
| S3 |
155-00 |
155-29 |
157-25 |
|
| S4 |
153-20 |
154-17 |
157-13 |
|
|
| Weekly Pivots for week ending 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165-06 |
163-15 |
157-07 |
|
| R3 |
162-02 |
160-11 |
156-12 |
|
| R2 |
158-30 |
158-30 |
156-02 |
|
| R1 |
157-07 |
157-07 |
155-25 |
156-17 |
| PP |
155-26 |
155-26 |
155-26 |
155-15 |
| S1 |
154-03 |
154-03 |
155-07 |
153-13 |
| S2 |
152-22 |
152-22 |
154-30 |
|
| S3 |
149-18 |
150-31 |
154-20 |
|
| S4 |
146-14 |
147-27 |
153-25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
158-08 |
154-13 |
3-27 |
2.4% |
1-10 |
0.8% |
98% |
True |
False |
125 |
| 10 |
159-00 |
154-13 |
4-19 |
2.9% |
1-15 |
0.9% |
82% |
False |
False |
68 |
| 20 |
159-00 |
151-24 |
7-08 |
4.6% |
1-00 |
0.6% |
88% |
False |
False |
37 |
| 40 |
159-00 |
150-14 |
8-18 |
5.4% |
0-16 |
0.3% |
90% |
False |
False |
18 |
| 60 |
159-00 |
150-14 |
8-18 |
5.4% |
0-11 |
0.2% |
90% |
False |
False |
12 |
| 80 |
159-00 |
144-28 |
14-04 |
8.9% |
0-08 |
0.2% |
94% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
164-03 |
|
2.618 |
161-27 |
|
1.618 |
160-15 |
|
1.000 |
159-20 |
|
0.618 |
159-03 |
|
HIGH |
158-08 |
|
0.618 |
157-23 |
|
0.500 |
157-18 |
|
0.382 |
157-13 |
|
LOW |
156-28 |
|
0.618 |
156-01 |
|
1.000 |
155-16 |
|
1.618 |
154-21 |
|
2.618 |
153-09 |
|
4.250 |
151-01 |
|
|
| Fisher Pivots for day following 14-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
157-31 |
157-23 |
| PP |
157-24 |
157-08 |
| S1 |
157-18 |
156-26 |
|