ECBOT 30 Year Treasury Bond Future March 2016
| Trading Metrics calculated at close of trading on 02-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2015 |
02-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
154-09 |
155-21 |
1-12 |
0.9% |
155-23 |
| High |
155-08 |
155-21 |
0-13 |
0.3% |
157-18 |
| Low |
154-09 |
154-08 |
-0-01 |
0.0% |
154-09 |
| Close |
155-03 |
154-13 |
-0-22 |
-0.4% |
155-03 |
| Range |
0-31 |
1-13 |
0-14 |
45.2% |
3-09 |
| ATR |
1-12 |
1-12 |
0-00 |
0.2% |
0-00 |
| Volume |
1,135 |
0 |
-1,135 |
-100.0% |
2,059 |
|
| Daily Pivots for day following 02-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-00 |
158-03 |
155-06 |
|
| R3 |
157-19 |
156-22 |
154-25 |
|
| R2 |
156-06 |
156-06 |
154-21 |
|
| R1 |
155-09 |
155-09 |
154-17 |
155-01 |
| PP |
154-25 |
154-25 |
154-25 |
154-21 |
| S1 |
153-28 |
153-28 |
154-09 |
153-20 |
| S2 |
153-12 |
153-12 |
154-05 |
|
| S3 |
151-31 |
152-15 |
154-01 |
|
| S4 |
150-18 |
151-02 |
153-20 |
|
|
| Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165-16 |
163-18 |
156-29 |
|
| R3 |
162-07 |
160-09 |
156-00 |
|
| R2 |
158-30 |
158-30 |
155-22 |
|
| R1 |
157-00 |
157-00 |
155-13 |
156-11 |
| PP |
155-21 |
155-21 |
155-21 |
155-10 |
| S1 |
153-23 |
153-23 |
154-25 |
153-02 |
| S2 |
152-12 |
152-12 |
154-16 |
|
| S3 |
149-03 |
150-14 |
154-06 |
|
| S4 |
145-26 |
147-05 |
153-09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
157-18 |
154-08 |
3-10 |
2.1% |
1-12 |
0.9% |
5% |
False |
True |
398 |
| 10 |
157-20 |
154-08 |
3-12 |
2.2% |
1-12 |
0.9% |
5% |
False |
True |
243 |
| 20 |
158-08 |
154-08 |
4-00 |
2.6% |
1-09 |
0.8% |
4% |
False |
True |
169 |
| 40 |
159-00 |
150-14 |
8-18 |
5.5% |
0-29 |
0.6% |
46% |
False |
False |
87 |
| 60 |
159-00 |
150-14 |
8-18 |
5.5% |
0-19 |
0.4% |
46% |
False |
False |
58 |
| 80 |
159-00 |
146-20 |
12-12 |
8.0% |
0-15 |
0.3% |
63% |
False |
False |
43 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
161-20 |
|
2.618 |
159-11 |
|
1.618 |
157-30 |
|
1.000 |
157-02 |
|
0.618 |
156-17 |
|
HIGH |
155-21 |
|
0.618 |
155-04 |
|
0.500 |
154-31 |
|
0.382 |
154-25 |
|
LOW |
154-08 |
|
0.618 |
153-12 |
|
1.000 |
152-27 |
|
1.618 |
151-31 |
|
2.618 |
150-18 |
|
4.250 |
148-09 |
|
|
| Fisher Pivots for day following 02-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
154-31 |
155-17 |
| PP |
154-25 |
155-05 |
| S1 |
154-19 |
154-25 |
|