ECBOT 30 Year Treasury Bond Future March 2016
| Trading Metrics calculated at close of trading on 19-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2015 |
19-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
157-23 |
157-10 |
-0-13 |
-0.3% |
156-00 |
| High |
157-28 |
157-15 |
-0-13 |
-0.3% |
158-08 |
| Low |
157-03 |
156-05 |
-0-30 |
-0.6% |
155-12 |
| Close |
157-16 |
156-30 |
-0-18 |
-0.4% |
157-16 |
| Range |
0-25 |
1-10 |
0-17 |
68.0% |
2-28 |
| ATR |
1-10 |
1-10 |
0-00 |
0.1% |
0-00 |
| Volume |
311 |
0 |
-311 |
-100.0% |
816 |
|
| Daily Pivots for day following 19-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-25 |
160-06 |
157-21 |
|
| R3 |
159-15 |
158-28 |
157-10 |
|
| R2 |
158-05 |
158-05 |
157-06 |
|
| R1 |
157-18 |
157-18 |
157-02 |
157-07 |
| PP |
156-27 |
156-27 |
156-27 |
156-22 |
| S1 |
156-08 |
156-08 |
156-26 |
155-29 |
| S2 |
155-17 |
155-17 |
156-22 |
|
| S3 |
154-07 |
154-30 |
156-18 |
|
| S4 |
152-29 |
153-20 |
156-07 |
|
|
| Weekly Pivots for week ending 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165-21 |
164-15 |
159-03 |
|
| R3 |
162-25 |
161-19 |
158-09 |
|
| R2 |
159-29 |
159-29 |
158-01 |
|
| R1 |
158-23 |
158-23 |
157-24 |
159-10 |
| PP |
157-01 |
157-01 |
157-01 |
157-11 |
| S1 |
155-27 |
155-27 |
157-08 |
156-14 |
| S2 |
154-05 |
154-05 |
156-31 |
|
| S3 |
151-09 |
152-31 |
156-23 |
|
| S4 |
148-13 |
150-03 |
155-29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
158-08 |
156-03 |
2-05 |
1.4% |
1-02 |
0.7% |
39% |
False |
False |
162 |
| 10 |
158-08 |
154-13 |
3-27 |
2.4% |
1-06 |
0.8% |
66% |
False |
False |
94 |
| 20 |
159-00 |
153-20 |
5-12 |
3.4% |
1-04 |
0.7% |
62% |
False |
False |
53 |
| 40 |
159-00 |
150-14 |
8-18 |
5.5% |
0-18 |
0.4% |
76% |
False |
False |
26 |
| 60 |
159-00 |
150-14 |
8-18 |
5.5% |
0-12 |
0.2% |
76% |
False |
False |
17 |
| 80 |
159-00 |
144-28 |
14-04 |
9.0% |
0-09 |
0.2% |
85% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
163-02 |
|
2.618 |
160-29 |
|
1.618 |
159-19 |
|
1.000 |
158-25 |
|
0.618 |
158-09 |
|
HIGH |
157-15 |
|
0.618 |
156-31 |
|
0.500 |
156-26 |
|
0.382 |
156-21 |
|
LOW |
156-05 |
|
0.618 |
155-11 |
|
1.000 |
154-27 |
|
1.618 |
154-01 |
|
2.618 |
152-23 |
|
4.250 |
150-19 |
|
|
| Fisher Pivots for day following 19-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
156-29 |
157-06 |
| PP |
156-27 |
157-03 |
| S1 |
156-26 |
157-01 |
|